YYYY.DE vs. QQQY.DE
YYYY.DE (YieldMax Big Tech Option Income UCITS ETF) and QQQY.DE (IncomeShares Nasdaq 100 Options(0DTE)ETP EUR) are both exchange-traded funds - YYYY.DE is a Derivative Income fund actively managed by YieldMax, while QQQY.DE is a Nasdaq-100 fund actively managed by Leverage Shares. Both are actively managed. Over the past year, YYYY.DE returned 12.54% vs 29.74% for QQQY.DE. A 0.60 correlation means they provide meaningful diversification when combined. YYYY.DE charges 0.99%/yr vs 0.45%/yr for QQQY.DE.
Performance
YYYY.DE vs. QQQY.DE - Performance Comparison
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Returns By Period
In the year-to-date period, YYYY.DE achieves a 7.15% return, which is significantly lower than QQQY.DE's 16.00% return.
YYYY.DE
- 1D
- -0.62%
- 1M
- 6.87%
- YTD
- 7.15%
- 6M
- 4.27%
- 1Y
- 12.54%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
QQQY.DE
- 1D
- -0.69%
- 1M
- 7.34%
- YTD
- 16.00%
- 6M
- 15.41%
- 1Y
- 29.74%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
YYYY.DE vs. QQQY.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
YYYY.DE YieldMax Big Tech Option Income UCITS ETF | 7.15% | 8.81% |
QQQY.DE IncomeShares Nasdaq 100 Options(0DTE)ETP EUR | 16.00% | 9.81% |
Correlation
The correlation between YYYY.DE and QQQY.DE is 0.61, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.61 |
Correlation (All Time) Calculated using the full available price history since Mar 28, 2025 | 0.60 |
The correlation between YYYY.DE and QQQY.DE has been stable across timeframes, ranging from 0.60 to 0.61 - a consistent structural relationship.
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Return for Risk
YYYY.DE vs. QQQY.DE — Risk / Return Rank
YYYY.DE
QQQY.DE
YYYY.DE vs. QQQY.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for YieldMax Big Tech Option Income UCITS ETF (YYYY.DE) and IncomeShares Nasdaq 100 Options(0DTE)ETP EUR (QQQY.DE). 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.
| YYYY.DE | QQQY.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.49 | ||
| Sortino ratioReturn per unit of downside risk | -0.78 | ||
| Omega ratioGain probability vs. loss probability | 1.13 | 1.35 | -0.23 |
| Calmar ratioReturn relative to maximum drawdown | 0.61 | 1.81 | -1.20 |
| Martin ratioReturn relative to average drawdown | 1.36 | 3.02 | -1.66 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| YYYY.DE | QQQY.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.68 | 1.16 | -0.49 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.63 | 0.48 | +0.15 |
Drawdowns
YYYY.DE vs. QQQY.DE - Drawdown Comparison
The maximum YYYY.DE drawdown since its inception was -20.48%, smaller than the maximum QQQY.DE drawdown of -25.57%. Use the drawdown chart below to compare losses from any high point for YYYY.DE and QQQY.DE.
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Drawdown Indicators
| YYYY.DE | QQQY.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.48% | -25.57% | +5.09% |
Max Drawdown (1Y)Largest decline over 1 year | -20.48% | -16.34% | -4.14% |
Current DrawdownCurrent decline from peak | -2.06% | -1.03% | -1.03% |
Average DrawdownAverage peak-to-trough decline | -6.54% | -10.47% | +3.93% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.23% | 9.83% | -0.60% |
Volatility
YYYY.DE vs. QQQY.DE - Volatility Comparison
YieldMax Big Tech Option Income UCITS ETF (YYYY.DE) has a higher volatility of 5.74% compared to IncomeShares Nasdaq 100 Options(0DTE)ETP EUR (QQQY.DE) at 3.94%. This indicates that YYYY.DE's price experiences larger fluctuations and is considered to be riskier than QQQY.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| YYYY.DE | QQQY.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.74% | 3.94% | +1.80% |
Volatility (6M)Calculated over the trailing 6-month period | 13.66% | 9.18% | +4.48% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.44% | 25.46% | -7.02% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.99% | 27.58% | -5.59% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.99% | 27.58% | -5.59% |
YYYY.DE vs. QQQY.DE - Expense Ratio Comparison
YYYY.DE has a 0.99% expense ratio, which is higher than QQQY.DE's 0.45% expense ratio.
Dividends
YYYY.DE vs. QQQY.DE - Dividend Comparison
YYYY.DE's dividend yield for the trailing twelve months is around 24.86%, less than QQQY.DE's 67.30% yield.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
QQQY.DE IncomeShares Nasdaq 100 Options(0DTE)ETP EUR | 67.30% | 128.10% | 4.14% |
YYYY.DE YieldMax Big Tech Option Income UCITS ETF | 24.86% | 17.28% | 0.00% |
Frequently Asked Questions
YYYY.DE and QQQY.DE have a correlation of 0.61, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, QQQY.DE is cheaper at 0.45% per year. The better choice depends on whether you care most about return, fees, risk, or income.
QQQY.DE is cheaper with a 0.45% expense ratio, compared with 0.99% for YYYY.DE.
YYYY.DE is categorized as Derivative Income, while QQQY.DE is Nasdaq-100. They also come from different issuers: YieldMax and Leverage Shares. Their fees differ too: 0.99% for YYYY.DE and 0.45% for QQQY.DE.
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