XQQI vs. HDV

Last updated Apr 2, 2026

Compare and contrast key facts about NEOS Boosted Nasdaq-100 High Income ETF (XQQI) and iShares Core High Dividend ETF (HDV).

XQQI and HDV are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XQQI is an actively managed fund by NEOS. It was launched on Feb 2, 2026. HDV is a passively managed fund by iShares that tracks the performance of the Morningstar Dividend Yield Focus Index. It was launched on Mar 29, 2011.

Performance

XQQI vs. HDV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in NEOS Boosted Nasdaq-100 High Income ETF (XQQI) and iShares Core High Dividend ETF (HDV). The values are adjusted to include any dividend payments, if applicable.

XQQI vs. HDV - Yearly Performance Comparison

	2026 (YTD)
XQQI NEOS Boosted Nasdaq-100 High Income ETF	-5.83%
HDV iShares Core High Dividend ETF	0.35%

Returns By Period

XQQI

• 1D: 1.50%
• 1M: -4.91%
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

HDV

• 1D: -1.29%
• 1M: -3.84%
• YTD: 10.85%
• 6M: 10.91%
• 1Y: 14.78%
• 3Y*: 13.48%
• 5Y*: 10.90%
• 10Y*: 9.38%

*Multi-year figures are annualized to reflect compound growth (CAGR)

XQQI vs. HDV - Expense Ratio Comparison

XQQI has a 0.98% expense ratio, which is higher than HDV's 0.08% expense ratio.

XQQI

NEOS Boosted Nasdaq-100 High Income ETF

HDV

iShares Core High Dividend ETF

Return for Risk

XQQI vs. HDV — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

HDV

HDV Risk / Return Rank: 58
HDV Sharpe Ratio Rank: 64
HDV Sortino Ratio Rank: 60
HDV Omega Ratio Rank: 61
HDV Calmar Ratio Rank: 53
HDV Martin Ratio Rank: 52

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

XQQI vs. HDV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for NEOS Boosted Nasdaq-100 High Income ETF (XQQI) and iShares Core High Dividend ETF (HDV). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

Sharpe Ratios by Period

	XQQI	HDV	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	1.16	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.86	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.60	—
Sharpe Ratio (All Time) Calculated using the full available price history	-1.14	0.72	-1.86

Correlation

The correlation between XQQI and HDV is 0.14, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

XQQI vs. HDV - Dividend Comparison

XQQI's dividend yield for the trailing twelve months is around 3.71%, more than HDV's 2.95% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
XQQI NEOS Boosted Nasdaq-100 High Income ETF	3.71%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
HDV iShares Core High Dividend ETF	2.95%	3.22%	3.67%	3.82%	3.56%	3.47%	4.07%	3.27%	3.67%	3.27%	3.28%	3.92%

Drawdowns

XQQI vs. HDV - Drawdown Comparison

The maximum XQQI drawdown since its inception was -12.53%, smaller than the maximum HDV drawdown of -37.04%. Use the drawdown chart below to compare losses from any high point for XQQI and HDV.

Drawdown Indicators

	XQQI	HDV	Difference
Max Drawdown Largest peak-to-trough decline	-12.53%	-37.04%	+24.51%
Max Drawdown (1Y) Largest decline over 1 year	—	-9.78%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-15.42%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-37.04%	—
Current Drawdown Current decline from peak	-6.50%	-3.84%	-2.66%
Average Drawdown Average peak-to-trough decline	-3.39%	-3.09%	-0.30%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	2.69%	—

Volatility

Volatility by Period

	XQQI	HDV	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	2.95%	—
Volatility (6M) Calculated over the trailing 6-month period	—	7.18%	—
Volatility (1Y) Calculated over the trailing 1-year period	28.08%	12.80%	+15.28%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	28.08%	12.80%	+15.28%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	28.08%	15.70%	+12.38%