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^IBEX vs. QQQY
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between ^IBEX and QQQY is 0.17, 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.


-0.50.00.51.00.2

Performance

^IBEX vs. QQQY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in IBEX 35 Index (^IBEX) and Defiance Nasdaq 100 Enhanced Options Income ETF (QQQY). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
1.40%
1.26%
^IBEX
QQQY

Key characteristics

Sharpe Ratio

^IBEX:

1.01

QQQY:

1.03

Sortino Ratio

^IBEX:

1.44

QQQY:

1.25

Omega Ratio

^IBEX:

1.18

QQQY:

1.19

Calmar Ratio

^IBEX:

0.35

QQQY:

1.26

Martin Ratio

^IBEX:

4.99

QQQY:

4.43

Ulcer Index

^IBEX:

2.71%

QQQY:

2.87%

Daily Std Dev

^IBEX:

13.16%

QQQY:

12.29%

Max Drawdown

^IBEX:

-62.65%

QQQY:

-10.07%

Current Drawdown

^IBEX:

-28.09%

QQQY:

-3.37%

Returns By Period

In the year-to-date period, ^IBEX achieves a 13.51% return, which is significantly higher than QQQY's 11.04% return.


^IBEX

YTD

13.51%

1M

-1.05%

6M

3.94%

1Y

13.49%

5Y*

3.39%

10Y*

0.89%

QQQY

YTD

11.04%

1M

-0.08%

6M

1.26%

1Y

12.09%

5Y*

N/A

10Y*

N/A

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

^IBEX vs. QQQY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for IBEX 35 Index (^IBEX) and Defiance Nasdaq 100 Enhanced Options Income ETF (QQQY). 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.


Sharpe ratio
The chart of Sharpe ratio for ^IBEX, currently valued at 0.56, compared to the broader market0.001.002.000.561.15
The chart of Sortino ratio for ^IBEX, currently valued at 0.86, compared to the broader market-1.000.001.002.003.000.861.38
The chart of Omega ratio for ^IBEX, currently valued at 1.10, compared to the broader market0.901.001.101.201.301.401.101.21
The chart of Calmar ratio for ^IBEX, currently valued at 0.79, compared to the broader market0.001.002.003.000.791.38
The chart of Martin ratio for ^IBEX, currently valued at 2.12, compared to the broader market0.005.0010.0015.0020.002.124.89
^IBEX
QQQY

The current ^IBEX Sharpe Ratio is 1.01, which is comparable to the QQQY Sharpe Ratio of 1.03. The chart below compares the historical Sharpe Ratios of ^IBEX and QQQY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.002.50Sep 08Sep 15Sep 22Sep 29Oct 06Oct 13Oct 20Oct 27Nov 03Nov 10Nov 17Nov 24DecemberDec 08Dec 15
0.56
1.15
^IBEX
QQQY

Drawdowns

^IBEX vs. QQQY - Drawdown Comparison

The maximum ^IBEX drawdown since its inception was -62.65%, which is greater than QQQY's maximum drawdown of -10.07%. Use the drawdown chart below to compare losses from any high point for ^IBEX and QQQY. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-10.49%
-3.37%
^IBEX
QQQY

Volatility

^IBEX vs. QQQY - Volatility Comparison

IBEX 35 Index (^IBEX) has a higher volatility of 4.77% compared to Defiance Nasdaq 100 Enhanced Options Income ETF (QQQY) at 3.97%. This indicates that ^IBEX's price experiences larger fluctuations and is considered to be riskier than QQQY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
4.77%
3.97%
^IBEX
QQQY
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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