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XQQI vs. LQTI
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

XQQI vs. LQTI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in NEOS Boosted Nasdaq-100 High Income ETF (XQQI) and FT Vest Investment Grade & Target Income ETF (LQTI). The values are adjusted to include any dividend payments, if applicable.

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XQQI vs. LQTI - Yearly Performance Comparison


Returns By Period


XQQI

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

LQTI

1D
0.07%
1M
-1.73%
YTD
-0.44%
6M
-0.03%
1Y
4.56%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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XQQI vs. LQTI - Expense Ratio Comparison

XQQI has a 0.98% expense ratio, which is higher than LQTI's 0.65% expense ratio.


Return for Risk

XQQI vs. LQTI — Risk / Return Rank

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

XQQI

LQTI
LQTI Risk / Return Rank: 3636
Overall Rank
LQTI Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
LQTI Sortino Ratio Rank: 3232
Sortino Ratio Rank
LQTI Omega Ratio Rank: 3030
Omega Ratio Rank
LQTI Calmar Ratio Rank: 4545
Calmar Ratio Rank
LQTI Martin Ratio Rank: 3737
Martin Ratio Rank
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. LQTI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for NEOS Boosted Nasdaq-100 High Income ETF (XQQI) and FT Vest Investment Grade & Target Income ETF (LQTI). 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.

XQQI vs. LQTI - Sharpe Ratio Comparison


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Sharpe Ratios by Period


XQQILQTIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.74

Sharpe Ratio (All Time)

Calculated using the full available price history

-1.14

0.90

-2.04

Correlation

The correlation between XQQI and LQTI is 0.32, 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. LQTI - Dividend Comparison

XQQI's dividend yield for the trailing twelve months is around 3.71%, less than LQTI's 9.07% yield.


Drawdowns

XQQI vs. LQTI - Drawdown Comparison

The maximum XQQI drawdown since its inception was -12.53%, which is greater than LQTI's maximum drawdown of -3.41%. Use the drawdown chart below to compare losses from any high point for XQQI and LQTI.


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Drawdown Indicators


XQQILQTIDifference

Max Drawdown

Largest peak-to-trough decline

-12.53%

-3.41%

-9.12%

Max Drawdown (1Y)

Largest decline over 1 year

-3.41%

Current Drawdown

Current decline from peak

-6.50%

-2.03%

-4.47%

Average Drawdown

Average peak-to-trough decline

-3.39%

-0.78%

-2.61%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.12%

Volatility

XQQI vs. LQTI - Volatility Comparison


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Volatility by Period


XQQILQTIDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.66%

Volatility (6M)

Calculated over the trailing 6-month period

3.87%

Volatility (1Y)

Calculated over the trailing 1-year period

28.08%

6.23%

+21.85%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

28.08%

6.11%

+21.97%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.08%

6.11%

+21.97%