XQQI vs. QMAR

Last updated Jun 24, 2026

XQQI (NEOS Boosted Nasdaq-100 High Income ETF) and QMAR (FT Cboe Vest Nasdaq-100 Buffer ETF - March) are both Nasdaq-100 funds. Both are actively managed. Their correlation of 0.92 suggests significant overlap in exposure. XQQI charges 0.98%/yr vs 0.90%/yr for QMAR.

Performance

XQQI vs. QMAR - 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 Cboe Vest Nasdaq-100 Buffer ETF - March (QMAR). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

XQQI

• 1D: -3.90%
• 1M: -1.77%
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

QMAR

• 1D: -1.06%
• 1M: -0.77%
• YTD: 11.40%
• 6M: 11.38%
• 1Y: 20.76%
• 3Y*: 15.65%
• 5Y*: 11.30%
• 10Y*: —

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

XQQI vs. QMAR - Yearly Performance Comparison

	2026 (YTD)
XQQI NEOS Boosted Nasdaq-100 High Income ETF	10.80%
QMAR FT Cboe Vest Nasdaq-100 Buffer ETF - March	10.60%

Correlation

The correlation between XQQI and QMAR is 0.92, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (All Time) Calculated using the full available price history since Feb 3, 2026	0.92

Return for Risk

XQQI vs. QMAR — Risk / Return Rank

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

XQQI

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

QMAR

QMAR Risk / Return Rank: 95
QMAR Sharpe Ratio Rank: 93
QMAR Sortino Ratio Rank: 95
QMAR Omega Ratio Rank: 96
QMAR Calmar Ratio Rank: 94
QMAR Martin Ratio Rank: 97

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. QMAR - 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 Cboe Vest Nasdaq-100 Buffer ETF - March (QMAR). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	XQQI	QMAR	Difference
Sharpe ratio: Return per unit of total volatility	—	3.19	—
Sortino ratio: Return per unit of downside risk	—	4.77	—
Omega ratio: Gain probability vs. loss probability	—	1.74	—
Calmar ratio: Return relative to maximum drawdown	—	6.49	—
Martin ratio: Return relative to average drawdown	—	39.78	—

Drawdowns

XQQI vs. QMAR - Drawdown Comparison

The maximum XQQI drawdown since its inception was -13.55%, smaller than the maximum QMAR drawdown of -19.83%. Use the drawdown chart below to compare losses from any high point for XQQI and QMAR.

Drawdown Indicators

	XQQI	QMAR	Difference
Max Drawdown Largest peak-to-trough decline	-13.55%	-19.83%	+6.28%
Max Drawdown (1Y) Largest decline over 1 year	—	-3.21%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-15.91%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-19.83%	—
Current Drawdown Current decline from peak	-5.00%	-1.65%	-3.35%
Average Drawdown Average peak-to-trough decline	-2.95%	-3.26%	+0.31%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	0.52%	—

Volatility

Volatility by Period

	XQQI	QMAR	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	2.92%	—
Volatility (6M) Calculated over the trailing 6-month period	—	5.59%	—
Volatility (1Y) Calculated over the trailing 1-year period	26.52%	6.55%	+19.97%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	26.52%	14.01%	+12.51%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	26.52%	13.83%	+12.69%

XQQI vs. QMAR - Expense Ratio Comparison

XQQI has a 0.98% expense ratio, which is higher than QMAR's 0.90% expense ratio.

Dividends

XQQI vs. QMAR - Dividend Comparison

XQQI's dividend yield for the trailing twelve months is around 8.24%, while QMAR has not paid dividends to shareholders.

Position	TTM
QMAR FT Cboe Vest Nasdaq-100 Buffer ETF - March	0.00%
XQQI NEOS Boosted Nasdaq-100 High Income ETF	8.24%

Frequently Asked Questions

Can I hold both XQQI and QMAR in my portfolio?

With a correlation of 0.92, XQQI and QMAR move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which ETF is better, XQQI or QMAR?

On fees, QMAR is cheaper at 0.90% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, XQQI or QMAR?

QMAR is cheaper with a 0.90% expense ratio, compared with 0.98% for XQQI.

Which ETF pays a higher dividend yield, XQQI or QMAR?

XQQI has the higher dividend yield at 8.24%, compared with 0.00% for QMAR.

What is the main difference between XQQI and QMAR?

They also come from different issuers: NEOS and First Trust. Their fees differ too: 0.98% for XQQI and 0.90% for QMAR.