Summary
QQQY
Prices · period metrics · 12M
NAV as of 20/07/2026
02/04/2025 → 02/04/2026
Return 20.23% Volatility 16.58% Sharpe 0.44
Official loaded data — not a live quote.

DEFIANCE NASDAQ 100 WEEKLY DISTRIBUTION ETF

Symbol: QQQY

Exchange: NASDAQ

Sector: Technology

Category: Trading--Miscellaneous

Inception date: 13/09/2023

Latest date: 20/07/2026

Current price: $22.40

Expense ratio: 1.01%

Assets under management
$192.7M
-1.11% daily change

Period performance

Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.

Adjusted return
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Performance metrics

Period total return

-5.66%

Ann. -37.98% (Sharpe / Sortino numerator)

Volatility

21.24%

Sharpe ratio

-1.959

VaR 95%

-1.98%

CVaR 95%: -2.21%
Max drawdown: -7.92%
Sortino ratio: -3.576
Calmar ratio: -4.79

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

7.05%

Ann. -26.84% (Sharpe / Sortino numerator)

Volatility

17.39%

Sharpe ratio

-1.753

VaR 95%

-2.00%

CVaR 95%: -2.13%
Max drawdown: -13.65%
Sortino ratio: -2.784
Calmar ratio: -1.97

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

12.66%

Ann. -13.57% (Sharpe / Sortino numerator)

Volatility

15.85%

Sharpe ratio

-1.085

VaR 95%

-1.81%

CVaR 95%: -2.25%
Max drawdown: -13.65%
Sortino ratio: -1.398
Calmar ratio: -0.99

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

20.23%

Ann. 11.00% (Sharpe / Sortino numerator)

Volatility

16.58%

Sharpe ratio

0.444

VaR 95%

-1.79%

CVaR 95%: -2.87%
Max drawdown: -13.65%
Sortino ratio: 0.433
Calmar ratio: 0.81

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

25.86%

Ann. 5.31% (Sharpe / Sortino numerator)

Volatility

15.77%

Sharpe ratio

0.107

VaR 95%

-1.81%

CVaR 95%: -2.83%
Max drawdown: -19.05%
Sortino ratio: 0.106
Calmar ratio: 0.28

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

48.42%

Ann. 14.10% (Sharpe / Sortino numerator)

Volatility

14.96%

Sharpe ratio

0.702

VaR 95%

-1.75%

CVaR 95%: -2.58%
Max drawdown: -19.05%
Sortino ratio: 0.718
Calmar ratio: 0.74

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Daily returns for period 12M

Daily simple returns from the same adjusted closes used by the performance chart: 21/07/2025 - 20/07/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.079%

Best day

3.372%

31/03/2026
Worst day

-4.745%

05/06/2026
Days with data

250

Recent price history (last 90 days)

Date Open High Low Close Volume
20/07/2026 $22.65 $22.70 $22.39 $22.40 80,600
17/07/2026 $22.29 $22.59 $22.10 $22.41 133,900
16/07/2026 $22.90 $22.95 $22.58 $22.70 101,600
15/07/2026 $23.37 $23.37 $22.96 $23.21 94,300
14/07/2026 $23.25 $23.31 $23.10 $23.24 56,000
13/07/2026 $23.25 $23.25 $22.93 $23.01 116,000
10/07/2026 $23.26 $23.45 $23.23 $23.41 90,400
09/07/2026 $23.22 $23.39 $23.16 $23.36 107,600
08/07/2026 $23.00 $23.17 $22.86 $23.13 115,700
07/07/2026 $23.35 $23.35 $22.98 $23.13 96,300