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XSPI vs. QRMI
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

XSPI vs. QRMI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in NEOS Boosted S&P 500 High Income ETF (XSPI) and Global X NASDAQ 100 Risk Managed Income ETF (QRMI). The values are adjusted to include any dividend payments, if applicable.

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XSPI vs. QRMI - Yearly Performance Comparison


Returns By Period


XSPI

1D
0.96%
1M
-5.82%
YTD
6M
1Y
3Y*
5Y*
10Y*

QRMI

1D
0.75%
1M
-2.37%
YTD
-2.50%
6M
1.31%
1Y
2.76%
3Y*
6.39%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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XSPI vs. QRMI - Expense Ratio Comparison

XSPI has a 0.98% expense ratio, which is higher than QRMI's 0.60% expense ratio.


Return for Risk

XSPI vs. QRMI — Risk / Return Rank

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

XSPI

QRMI
QRMI Risk / Return Rank: 2121
Overall Rank
QRMI Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
QRMI Sortino Ratio Rank: 1919
Sortino Ratio Rank
QRMI Omega Ratio Rank: 2020
Omega Ratio Rank
QRMI Calmar Ratio Rank: 2323
Calmar Ratio Rank
QRMI Martin Ratio Rank: 2323
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.

XSPI vs. QRMI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for NEOS Boosted S&P 500 High Income ETF (XSPI) and Global X NASDAQ 100 Risk Managed Income ETF (QRMI). 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.

XSPI vs. QRMI - Sharpe Ratio Comparison


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Sharpe Ratios by Period


XSPIQRMIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.36

Sharpe Ratio (All Time)

Calculated using the full available price history

-1.48

0.09

-1.58

Correlation

The correlation between XSPI and QRMI is 0.91, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

XSPI vs. QRMI - Dividend Comparison

XSPI's dividend yield for the trailing twelve months is around 3.05%, less than QRMI's 12.66% yield.


TTM20252024202320222021
XSPI
NEOS Boosted S&P 500 High Income ETF
3.05%0.00%0.00%0.00%0.00%0.00%
QRMI
Global X NASDAQ 100 Risk Managed Income ETF
12.66%12.28%11.80%12.44%10.65%3.36%

Drawdowns

XSPI vs. QRMI - Drawdown Comparison

The maximum XSPI drawdown since its inception was -11.59%, smaller than the maximum QRMI drawdown of -20.95%. Use the drawdown chart below to compare losses from any high point for XSPI and QRMI.


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Drawdown Indicators


XSPIQRMIDifference

Max Drawdown

Largest peak-to-trough decline

-11.59%

-20.95%

+9.36%

Max Drawdown (1Y)

Largest decline over 1 year

-5.04%

Current Drawdown

Current decline from peak

-6.88%

-3.54%

-3.34%

Average Drawdown

Average peak-to-trough decline

-3.57%

-8.25%

+4.68%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.74%

Volatility

XSPI vs. QRMI - Volatility Comparison


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Volatility by Period


XSPIQRMIDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.02%

Volatility (6M)

Calculated over the trailing 6-month period

4.93%

Volatility (1Y)

Calculated over the trailing 1-year period

22.09%

7.77%

+14.32%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.09%

8.46%

+13.63%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.09%

8.46%

+13.63%