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XQQQX vs. NPSRX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XQQQX vs. NPSRX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Nuveen NASDAQ 100 Dynamic Overwrite Fund (XQQQX) and Nuveen Preferred Securities & Income Fund (NPSRX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, XQQQX achieves a 4.30% return, which is significantly higher than NPSRX's 0.60% return. Over the past 10 years, XQQQX has outperformed NPSRX with an annualized return of 10.70%, while NPSRX has yielded a comparatively lower 5.22% annualized return.


XQQQX

1D
1.96%
1M
-1.47%
YTD
4.30%
6M
3.83%
1Y
18.00%
3Y*
15.53%
5Y*
9.26%
10Y*
10.70%

NPSRX

1D
0.00%
1M
0.63%
YTD
0.60%
6M
1.15%
1Y
8.02%
3Y*
9.99%
5Y*
3.53%
10Y*
5.22%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XQQQX vs. NPSRX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XQQQX
Nuveen NASDAQ 100 Dynamic Overwrite Fund
4.30%9.55%27.22%35.21%-27.72%19.87%16.62%25.33%-9.38%16.84%
NPSRX
Nuveen Preferred Securities & Income Fund
0.60%11.19%9.12%6.19%-9.50%5.43%5.53%17.68%-5.65%11.27%

Correlation

The correlation between XQQQX and NPSRX is 0.42, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.42

Correlation (3Y)
Calculated over the trailing 3-year period

0.29

Correlation (5Y)
Calculated over the trailing 5-year period

0.31

Correlation (10Y)
Calculated over the trailing 10-year period

0.33

Correlation (All Time)
Calculated using the full available price history since Jan 31, 2007

0.28

The correlation between XQQQX and NPSRX shifts across timeframes, from 0.28 (all time) to 0.42 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

XQQQX vs. NPSRX — Risk / Return Rank

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

XQQQX
XQQQX Risk / Return Rank: 2929
Overall Rank
XQQQX Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
XQQQX Sortino Ratio Rank: 2727
Sortino Ratio Rank
XQQQX Omega Ratio Rank: 3131
Omega Ratio Rank
XQQQX Calmar Ratio Rank: 2424
Calmar Ratio Rank
XQQQX Martin Ratio Rank: 3333
Martin Ratio Rank

NPSRX
NPSRX Risk / Return Rank: 7373
Overall Rank
NPSRX Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
NPSRX Sortino Ratio Rank: 9494
Sortino Ratio Rank
NPSRX Omega Ratio Rank: 9191
Omega Ratio Rank
NPSRX Calmar Ratio Rank: 4444
Calmar Ratio Rank
NPSRX Martin Ratio Rank: 4848
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.

XQQQX vs. NPSRX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Nuveen NASDAQ 100 Dynamic Overwrite Fund (XQQQX) and Nuveen Preferred Securities & Income Fund (NPSRX). 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.


XQQQXNPSRXDifference
Sharpe ratioReturn per unit of total volatility

-1.21

Sortino ratioReturn per unit of downside risk

-2.48

Omega ratioGain probability vs. loss probability

1.27

1.63

-0.36

Calmar ratioReturn relative to maximum drawdown

1.67

2.43

-0.75

Martin ratioReturn relative to average drawdown

7.11

9.46

-2.35

XQQQX vs. NPSRX - Sharpe Ratio Comparison

The current XQQQX Sharpe Ratio is 1.44, which is lower than the NPSRX Sharpe Ratio of 2.65. The chart below compares the historical Sharpe Ratios of XQQQX and NPSRX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

XQQQX vs. NPSRX - Drawdown Comparison

The maximum XQQQX drawdown since its inception was -55.29%, smaller than the maximum NPSRX drawdown of -62.52%. Use the drawdown chart below to compare losses from any high point for XQQQX and NPSRX.


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Drawdown Indicators


XQQQXNPSRXDifference

Max Drawdown

Largest peak-to-trough decline

-55.29%

-62.52%

+7.23%

Max Drawdown (1Y)

Largest decline over 1 year

-12.18%

-3.30%

-8.88%

Max Drawdown (3Y)

Largest decline over 3 years

-21.59%

-3.60%

-17.99%

Max Drawdown (5Y)

Largest decline over 5 years

-30.26%

-17.65%

-12.61%

Max Drawdown (10Y)

Largest decline over 10 years

-30.26%

-26.47%

-3.79%

Current Drawdown

Current decline from peak

-3.24%

-0.79%

-2.45%

Average Drawdown

Average peak-to-trough decline

-14.88%

-4.81%

-10.07%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.72%

0.84%

+1.88%

Volatility

XQQQX vs. NPSRX - Volatility Comparison

Nuveen NASDAQ 100 Dynamic Overwrite Fund (XQQQX) has a higher volatility of 4.95% compared to Nuveen Preferred Securities & Income Fund (NPSRX) at 0.81%. This indicates that XQQQX's price experiences larger fluctuations and is considered to be riskier than NPSRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XQQQXNPSRXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.95%

0.81%

+4.14%

Volatility (6M)

Calculated over the trailing 6-month period

12.05%

2.39%

+9.66%

Volatility (1Y)

Calculated over the trailing 1-year period

14.12%

3.02%

+11.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.00%

4.99%

+14.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.25%

6.32%

+12.93%

XQQQX vs. NPSRX - Expense Ratio Comparison

XQQQX has a 0.92% expense ratio, which is higher than NPSRX's 0.74% expense ratio.


Dividends

XQQQX vs. NPSRX - Dividend Comparison

XQQQX has not paid dividends to shareholders, while NPSRX's dividend yield for the trailing twelve months is around 5.39%.


PositionTTM20252024202320222021202020192018201720162015
NPSRX
Nuveen Preferred Securities & Income Fund
5.39%5.72%5.38%5.87%6.18%4.97%5.02%5.39%6.00%5.51%5.81%6.20%
XQQQX
Nuveen NASDAQ 100 Dynamic Overwrite Fund
0.00%3.62%6.19%6.81%10.06%6.05%5.93%4.93%2.29%0.14%0.00%0.00%

Frequently Asked Questions


XQQQX and NPSRX have a correlation of 0.42, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

XQQQX has higher volatility (4.95%) compared to NPSRX (0.81%). In terms of maximum drawdown, XQQQX dropped -55.29% vs NPSRX's -62.52%.

NPSRX currently has the higher Sharpe Ratio (2.65 vs 1.44), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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