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Global X NASDAQ 100 Covered Call ETF (QYLD)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINUS37954Y4834
CUSIP37954Y483
IssuerGlobal X
Inception DateDec 12, 2013
RegionNorth America (U.S.)
CategoryDerivative Income
Index TrackedCBOE NASDAQ-100 Buy Write V2
Distribution PolicyDistributing
Home Pagewww.globalxetfs.com
Asset ClassEquity

Asset Class Size

Large-Cap

Asset Class Style

Growth

Expense Ratio

QYLD features an expense ratio of 0.60%, falling within the medium range.


Expense ratio chart for QYLD: current value at 0.60% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.60%

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Global X NASDAQ 100 Covered Call ETF

Popular comparisons: QYLD vs. JEPI, QYLD vs. JEPQ, QYLD vs. QQQ, QYLD vs. XYLD, QYLD vs. QYLG, QYLD vs. RYLD, QYLD vs. QQQX, QYLD vs. SCHD, QYLD vs. SPY, QYLD vs. NUSI

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Global X NASDAQ 100 Covered Call ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


100.00%120.00%140.00%160.00%180.00%200.00%220.00%FebruaryMarchAprilMayJuneJuly
117.80%
210.05%
QYLD (Global X NASDAQ 100 Covered Call ETF)
Benchmark (^GSPC)

S&P 500

Returns By Period

Global X NASDAQ 100 Covered Call ETF had a return of 8.71% year-to-date (YTD) and 11.04% in the last 12 months. Over the past 10 years, Global X NASDAQ 100 Covered Call ETF had an annualized return of 7.37%, while the S&P 500 had an annualized return of 10.77%, indicating that Global X NASDAQ 100 Covered Call ETF did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date8.71%15.41%
1 month0.62%0.33%
6 months5.90%13.74%
1 year11.04%21.39%
5 years (annualized)6.63%13.11%
10 years (annualized)7.37%10.77%

Monthly Returns

The table below presents the monthly returns of QYLD, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20242.65%2.38%1.29%-1.81%1.51%1.88%8.71%
20237.18%-1.86%5.63%1.83%3.01%1.65%2.60%-2.13%-3.04%0.04%3.63%2.67%22.79%
2022-5.50%-2.19%5.24%-6.83%-5.91%-2.17%6.46%-6.49%-7.31%4.07%3.76%-3.05%-19.41%
20211.14%-0.90%1.77%1.05%-0.65%1.88%1.28%3.20%-3.37%4.35%-0.39%0.79%10.41%
20200.41%-8.10%-9.01%5.20%3.98%2.67%3.80%3.63%-1.64%-3.07%10.04%2.17%8.72%
20194.61%2.38%2.21%1.67%-4.39%6.07%2.46%-1.26%0.51%3.14%1.97%1.65%22.69%
20182.35%1.22%-3.50%1.67%3.45%-1.36%2.78%3.46%0.72%-5.44%0.19%-7.92%-3.07%
20173.03%1.18%1.32%1.53%1.77%0.46%1.43%1.32%0.52%2.55%0.71%1.55%18.79%
2016-6.40%2.20%2.69%-2.91%1.70%0.71%1.51%0.57%2.05%0.64%1.45%0.83%4.77%
2015-1.83%2.25%-0.30%1.03%1.02%-1.16%3.27%-6.78%2.03%7.10%0.68%0.23%7.17%
2014-0.61%3.44%-1.62%-0.74%2.32%1.21%0.09%2.23%-1.19%-2.01%-0.19%1.40%4.25%
20132.00%2.00%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of QYLD is 66, suggesting that the investment has average results relative to other ETFs in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.


The Risk-Adjusted Performance Rank of QYLD is 6666
QYLD (Global X NASDAQ 100 Covered Call ETF)
The Sharpe Ratio Rank of QYLD is 6666Sharpe Ratio Rank
The Sortino Ratio Rank of QYLD is 6262Sortino Ratio Rank
The Omega Ratio Rank of QYLD is 7272Omega Ratio Rank
The Calmar Ratio Rank of QYLD is 6565Calmar Ratio Rank
The Martin Ratio Rank of QYLD is 6363Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Global X NASDAQ 100 Covered Call ETF (QYLD) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


QYLD
Sharpe ratio
The chart of Sharpe ratio for QYLD, currently valued at 1.39, compared to the broader market0.002.004.006.001.39
Sortino ratio
The chart of Sortino ratio for QYLD, currently valued at 1.88, compared to the broader market0.005.0010.0015.001.88
Omega ratio
The chart of Omega ratio for QYLD, currently valued at 1.29, compared to the broader market1.002.003.001.29
Calmar ratio
The chart of Calmar ratio for QYLD, currently valued at 1.15, compared to the broader market0.005.0010.0015.0020.001.15
Martin ratio
The chart of Martin ratio for QYLD, currently valued at 4.92, compared to the broader market0.0050.00100.00150.004.92
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.82, compared to the broader market0.002.004.006.001.82
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.59, compared to the broader market0.005.0010.0015.002.59
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.32, compared to the broader market1.002.003.001.32
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.45, compared to the broader market0.005.0010.0015.0020.001.45
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 6.82, compared to the broader market0.0050.00100.00150.006.82

Sharpe Ratio

The current Global X NASDAQ 100 Covered Call ETF Sharpe ratio is 1.39. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Global X NASDAQ 100 Covered Call ETF with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio1.502.002.503.00FebruaryMarchAprilMayJuneJuly
1.39
1.82
QYLD (Global X NASDAQ 100 Covered Call ETF)
Benchmark (^GSPC)

Dividends

Dividend History

Global X NASDAQ 100 Covered Call ETF granted a 11.57% dividend yield in the last twelve months. The annual payout for that period amounted to $2.06 per share.


PeriodTTM2023202220212020201920182017201620152014
Dividend$2.06$2.04$2.11$2.85$2.54$2.32$2.65$1.89$2.04$2.20$2.58

Dividend yield

11.57%11.78%13.26%12.85%11.16%9.84%12.44%7.69%9.15%9.42%10.74%

Monthly Dividends

The table displays the monthly dividend distributions for Global X NASDAQ 100 Covered Call ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.18$0.18$0.18$0.17$0.16$0.17$0.00$1.04
2023$0.17$0.17$0.17$0.17$0.17$0.18$0.18$0.17$0.17$0.17$0.16$0.17$2.04
2022$0.19$0.19$0.20$0.20$0.17$0.17$0.17$0.17$0.16$0.16$0.16$0.16$2.11
2021$0.23$0.23$0.22$0.23$0.22$0.19$0.22$0.19$0.19$0.20$0.22$0.50$2.85
2020$0.20$0.24$0.18$0.20$0.20$0.21$0.21$0.22$0.21$0.22$0.22$0.23$2.54
2019$0.22$0.19$0.20$0.18$0.21$0.22$0.17$0.23$0.18$0.18$0.20$0.17$2.32
2018$0.25$0.25$0.25$0.23$0.22$0.20$0.18$0.23$0.20$0.25$0.23$0.17$2.65
2017$0.13$0.10$0.12$0.14$0.13$0.22$0.16$0.20$0.15$0.15$0.13$0.25$1.89
2016$0.21$0.22$0.16$0.16$0.17$0.20$0.14$0.13$0.19$0.15$0.16$0.15$2.04
2015$0.23$0.15$0.16$0.15$0.17$0.15$0.15$0.20$0.22$0.21$0.18$0.21$2.20
2014$0.26$0.19$0.19$0.26$0.24$0.21$0.21$0.22$0.19$0.24$0.20$0.14$2.58

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-5.00%-4.00%-3.00%-2.00%-1.00%0.00%FebruaryMarchAprilMayJuneJuly
-1.17%
-2.86%
QYLD (Global X NASDAQ 100 Covered Call ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Global X NASDAQ 100 Covered Call ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Global X NASDAQ 100 Covered Call ETF was 24.89%, occurring on Oct 14, 2022. Recovery took 316 trading sessions.

The current Global X NASDAQ 100 Covered Call ETF drawdown is 1.17%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-24.89%Dec 9, 2021214Oct 14, 2022316Jan 19, 2024530
-24.75%Feb 21, 202017Mar 16, 2020164Nov 5, 2020181
-19.02%Oct 4, 201856Dec 24, 2018135Jul 10, 2019191
-11.25%Dec 30, 201527Feb 8, 2016153Sep 15, 2016180
-10.99%Jul 21, 201526Aug 25, 201542Oct 23, 201568

Volatility

Volatility Chart

The current Global X NASDAQ 100 Covered Call ETF volatility is 1.43%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


1.00%2.00%3.00%4.00%FebruaryMarchAprilMayJuneJuly
1.43%
2.76%
QYLD (Global X NASDAQ 100 Covered Call ETF)
Benchmark (^GSPC)