PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
Global X NASDAQ 100 ESG Covered Call ETF (QYLE)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

US37960A6102

Issuer

Global X

Inception Date

Feb 21, 2023

Leveraged

1x

Index Tracked

Nasdaq-100 ESG BuyWrite Index - Benchmark TR Gross

Asset Class

Equity

Asset Class Size

Large-Cap

Asset Class Style

Growth

Expense Ratio

QYLE features an expense ratio of 0.61%, falling within the medium range.


Expense ratio chart for QYLE: current value at 0.61% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.61%

Share Price Chart


Loading data...

Compare to other instruments

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


Popular comparisons:
QYLE vs. QYLD QYLE vs. SPY QYLE vs. SVOL QYLE vs. QYLG QYLE vs. JEPI QYLE vs. FTHI QYLE vs. QQQ QYLE vs. QQA QYLE vs. SPYI QYLE vs. MAIN
Popular comparisons:
QYLE vs. QYLD QYLE vs. SPY QYLE vs. SVOL QYLE vs. QYLG QYLE vs. JEPI QYLE vs. FTHI QYLE vs. QQQ QYLE vs. QQA QYLE vs. SPYI QYLE vs. MAIN

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Global X NASDAQ 100 ESG 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.


-5.00%0.00%5.00%10.00%SeptemberOctoberNovemberDecember2025February
12.07%
9.05%
QYLE (Global X NASDAQ 100 ESG Covered Call ETF)
Benchmark (^GSPC)

Returns By Period

Global X NASDAQ 100 ESG Covered Call ETF had a return of 2.71% year-to-date (YTD) and 22.58% in the last 12 months.


QYLE

YTD

2.71%

1M

0.80%

6M

11.86%

1Y

22.58%

5Y*

N/A

10Y*

N/A

^GSPC (Benchmark)

YTD

2.24%

1M

-1.20%

6M

6.72%

1Y

18.21%

5Y*

12.53%

10Y*

11.04%

*Annualized

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20251.49%2.71%
20242.87%2.38%1.69%-2.84%2.64%2.79%-0.33%3.19%1.37%1.09%2.91%2.89%22.50%
20230.65%5.86%1.59%2.69%1.25%2.74%-2.01%-3.23%-0.54%4.83%2.21%16.84%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

With an overall rank of 75, QYLE is among the top 25% of ETFs on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of QYLE is 7575
Overall Rank
The Sharpe Ratio Rank of QYLE is 7070
Sharpe Ratio Rank
The Sortino Ratio Rank of QYLE is 7474
Sortino Ratio Rank
The Omega Ratio Rank of QYLE is 7878
Omega Ratio Rank
The Calmar Ratio Rank of QYLE is 7272
Calmar Ratio Rank
The Martin Ratio Rank of QYLE is 8181
Martin 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 ESG Covered Call ETF (QYLE) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for QYLE, currently valued at 1.68, compared to the broader market0.002.004.001.681.62
The chart of Sortino ratio for QYLE, currently valued at 2.47, compared to the broader market-2.000.002.004.006.008.0010.0012.002.472.20
The chart of Omega ratio for QYLE, currently valued at 1.35, compared to the broader market0.501.001.502.002.503.001.351.30
The chart of Calmar ratio for QYLE, currently valued at 2.40, compared to the broader market0.005.0010.0015.002.402.46
The chart of Martin ratio for QYLE, currently valued at 11.61, compared to the broader market0.0020.0040.0060.0080.00100.0011.6110.01
QYLE
^GSPC

The current Global X NASDAQ 100 ESG Covered Call ETF Sharpe ratio is 1.68. 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 ESG 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 Ratio1.001.502.002.503.003.50SeptemberOctoberNovemberDecember2025February
1.68
1.74
QYLE (Global X NASDAQ 100 ESG Covered Call ETF)
Benchmark (^GSPC)

Dividends

Dividend History

Global X NASDAQ 100 ESG Covered Call ETF provided a 17.30% dividend yield over the last twelve months, with an annual payout of $4.66 per share.


10.00%12.00%14.00%16.00%18.00%$0.00$1.00$2.00$3.00$4.00$5.0020232024
Dividends
Dividend Yield
PeriodTTM20242023
Dividend$4.66$4.90$2.61

Dividend yield

17.30%18.52%10.07%

Monthly Dividends

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2025$0.27$0.00$0.27
2024$0.26$0.25$0.22$0.25$0.23$0.20$0.27$0.27$0.27$0.28$0.28$2.11$4.90
2023$0.25$0.26$0.26$0.27$0.26$0.26$0.26$0.25$0.23$0.32$2.61

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.


-5.00%-4.00%-3.00%-2.00%-1.00%0.00%SeptemberOctoberNovemberDecember2025February
-0.41%
0
QYLE (Global X NASDAQ 100 ESG Covered Call ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Global X NASDAQ 100 ESG 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 ESG Covered Call ETF was 8.47%, occurring on Aug 7, 2024. Recovery took 6 trading sessions.

The current Global X NASDAQ 100 ESG Covered Call ETF drawdown is 0.41%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-8.47%Jul 16, 202417Aug 7, 20246Aug 15, 202423
-6.86%Aug 1, 202362Oct 26, 202333Dec 13, 202395
-5.54%Mar 25, 202419Apr 19, 202421May 20, 202440
-4.33%Aug 22, 202411Sep 6, 20244Sep 12, 202415
-2.68%Dec 27, 202411Jan 14, 20253Jan 17, 202514

Volatility

Volatility Chart

The current Global X NASDAQ 100 ESG Covered Call ETF volatility is 2.42%, 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%5.00%6.00%7.00%SeptemberOctoberNovemberDecember2025February
2.42%
3.07%
QYLE (Global X NASDAQ 100 ESG Covered Call ETF)
Benchmark (^GSPC)
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2025 PortfoliosLab