PortfoliosLab logoPortfoliosLab logo
ISIN
US37954Y4834
CUSIP
37954Y483
Issuer
Global X
Inception Date
Dec 12, 2013
Region
North America (U.S.)
Leveraged
1x (No leverage)
Index Tracked
CBOE NASDAQ-100 Buy Write V2
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Growth
Assets Under Management
$8B

Share Price Chart


Loading charts...

Compare stocks, funds, or ETFs

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


Performance

QYLD Performance Chart

Global X NASDAQ 100 Covered Call ETF (QYLD) is up 7.6% since the beginning of the year. QYLD is currently trading at $18 per share. Investors who bought $1,000 worth of QYLD shares 5 years ago would now be looking at an investment worth $1,488.


Loading charts...

S&P 500 Index

Returns By Period

Global X NASDAQ 100 Covered Call ETF (QYLD) has returned 7.64% so far this year and 22.69% over the past 12 months. Over the last ten years, QYLD has returned 9.76% per year, falling short of the S&P 500 Index benchmark, which averaged 13.61% annually.


Global X NASDAQ 100 Covered Call ETF

1D
0.56%
1M
0.78%
YTD
7.64%
6M
9.41%
1Y
22.69%
3Y*
13.61%
5Y*
8.28%
10Y*
9.76%

Benchmark (S&P 500 Index)

1D
0.50%
1M
-0.17%
YTD
8.56%
6M
8.85%
1Y
22.93%
3Y*
19.37%
5Y*
11.84%
10Y*
13.61%
*Multi-year figures are annualized to reflect compound growth (CAGR)

QYLD Monthly Returns History

Based on dividend-adjusted daily data since Dec 12, 2013, QYLD's average daily return is +0.04%, while the average monthly return is +0.74%. At this rate, an investment would double in approximately 7.8 years.

Historically, 72% of months were positive and 28% were negative. The best month was Nov 2020 with a return of +10.0%, while the worst month was Mar 2020 at -9.0%. The longest winning streak lasted 22 consecutive months, and the longest losing streak was 3 months.

On a daily basis, QYLD closed higher 57% of trading days. The best single day was Apr 9, 2025 with a return of +10.8%, while the worst single day was Mar 16, 2020 at -10.2%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20261.69%-0.13%-1.52%5.90%1.57%0.06%7.64%
20252.41%-2.00%-6.36%-1.00%1.45%3.17%1.18%0.34%3.25%3.51%1.24%2.17%9.28%
20242.65%2.38%1.29%-1.81%1.51%1.88%0.44%2.85%1.86%0.62%2.41%1.84%19.35%
20237.18%-1.86%5.63%1.83%3.01%1.64%2.60%-2.13%-3.04%0.04%3.63%2.67%22.77%
2022-5.46%-2.15%5.28%-6.80%-5.87%-2.13%6.50%-6.45%-7.28%4.11%3.76%-3.05%-19.08%
20211.14%-0.90%1.77%1.06%-0.65%1.88%1.28%3.20%-3.37%4.35%-0.39%0.79%10.41%

Benchmark Metrics

Global X NASDAQ 100 Covered Call ETF has an annualized alpha of 0.07%, beta of 0.72, and R2 of 0.72 versus S&P 500 Index. Calculated based on daily prices since December 12, 2013.

  • This ETF participated in 62.41% of S&P 500 Index downside but only 59.40% of its upside - more exposed to losses than it benefited from rallies.

Alpha
0.07%
Beta
0.72
0.72
Upside Capture
59.40%
Downside Capture
62.41%

Expense Ratio

QYLD has an expense ratio of 0.60%, placing it in the medium range.


Return for Risk

Risk / Return Rank

QYLD ranks 89 for risk / return — in the top 89% of ETFs on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.


QYLD Risk / Return Rank: 8989
Overall Rank
QYLD Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
QYLD Sortino Ratio Rank: 8686
Sortino Ratio Rank
QYLD Omega Ratio Rank: 9292
Omega Ratio Rank
QYLD Calmar Ratio Rank: 8888
Calmar Ratio Rank
QYLD Martin Ratio Rank: 9595
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.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Global X NASDAQ 100 Covered Call ETF (QYLD) and compare them to S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


QYLDBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

+0.63

Sortino ratioReturn per unit of downside risk

+0.94

Omega ratioGain probability vs. loss probability

1.55

1.34

+0.21

Calmar ratioReturn relative to maximum drawdown

4.59

2.53

+2.06

Martin ratioReturn relative to average drawdown

25.84

11.37

+14.47

Dividends

Dividend History

Global X NASDAQ 100 Covered Call ETF provided a 11.48% dividend yield over the last twelve months, with an annual payout of $2.08 per share.


8.00%9.00%10.00%11.00%12.00%13.00%14.00%$0.00$0.50$1.00$1.50$2.00$2.50$3.0020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$2.08$2.04$2.28$2.04$2.19$2.85$2.54$2.32$2.65$1.89$2.04$2.20

Dividend yield

11.48%11.55%12.50%11.78%13.75%12.85%11.16%9.84%12.44%7.69%9.15%9.42%

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
2026$0.18$0.18$0.17$0.18$0.18$0.00$0.88
2025$0.19$0.17$0.17$0.16$0.17$0.17$0.17$0.17$0.17$0.17$0.17$0.18$2.04
2024$0.18$0.18$0.18$0.17$0.16$0.17$0.18$0.18$0.18$0.18$0.18$0.34$2.28
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$0.20$0.20$0.21$0.21$0.18$0.17$0.18$0.18$0.17$0.16$0.16$0.16$2.19
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

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


Loading charts...

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 24.75%, occurring on Mar 16, 2020. Recovery took 164 trading sessions.

The current Global X NASDAQ 100 Covered Call ETF drawdown is 0.28%.


Related event

Drawdown

Fall

Recovery

Underwater

COVID crash2020
-24.75%Mar 2020
24d7mo 24d
8mo 18dFeb 2020 - Nov 2020
Bear market2022
-24.61%Oct 2022
10mo 9d1y 3mo
2y 1moDec 2021 - Jan 2024
2025 selloff2025
-19.06%Apr 2025
1mo 16d6mo 15d
8mo 1dFeb 2025 - Oct 2025
Rate-hike selloffLate 2018
-19.02%Dec 2018
2mo 21d6mo 18d
9mo 9dOct 2018 - Jul 2019
2016 correction2016
-11.25%Feb 2016
1mo 10d7mo 10d
8mo 20dDec 2015 - Sep 2016

Drawdown Indicators


QYLDBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-24.75%

-56.78%

+32.03%

Max Drawdown (1Y)

Largest decline over 1 year

-4.97%

-9.10%

+4.13%

Max Drawdown (3Y)

Largest decline over 3 years

-19.06%

-18.90%

-0.16%

Max Drawdown (5Y)

Largest decline over 5 years

-24.61%

-25.43%

+0.82%

Max Drawdown (10Y)

Largest decline over 10 years

-24.75%

-33.92%

+9.17%

Current Drawdown

Current decline from peak

-0.28%

-2.34%

+2.06%

Average Drawdown

Average peak-to-trough decline

-3.83%

-10.72%

+6.89%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.88%

2.02%

-1.14%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


Loading charts...

Portfolio Analyzer

Build a portfolio with QYLD

Add Global X NASDAQ 100 Covered Call ETF to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Analyzer with QYLD