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Global X Nasdaq 100 Covered Call & Growth ETF (QYL...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

US37954Y2697

CUSIP

37954Y269

Issuer

Global X

Inception Date

Sep 18, 2020

Region

North America (U.S.)

Leveraged

1x

Index Tracked

CBOE Nasdaq-100 BuyWrite V2 Index

Asset Class

Equity

Asset Class Size

Large-Cap

Asset Class Style

Growth

Expense Ratio

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


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.


Performance

Performance Chart


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Returns By Period

Global X Nasdaq 100 Covered Call & Growth ETF (QYLG) returned -1.94% year-to-date (YTD) and 10.69% over the past 12 months.


QYLG

YTD

-1.94%

1M

7.46%

6M

-0.97%

1Y

10.69%

5Y*

N/A

10Y*

N/A

^GSPC (Benchmark)

YTD

0.60%

1M

9.64%

6M

-0.54%

1Y

11.47%

5Y*

15.67%

10Y*

10.79%

*Annualized

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20252.42%-2.68%-6.67%0.31%5.09%-1.94%
20242.18%3.51%1.75%-3.30%3.69%4.15%-0.49%1.75%2.41%-0.14%3.63%1.17%22.02%
20239.26%-1.12%7.60%1.14%5.36%3.97%3.41%-1.97%-4.20%-1.05%7.25%4.51%38.74%
2022-6.82%-3.54%5.15%-10.12%-3.93%-5.14%8.68%-5.58%-8.96%4.19%4.51%-6.38%-26.27%
20211.16%-0.33%1.09%3.23%-0.63%4.00%2.12%3.61%-4.55%5.74%0.99%0.88%18.29%
20201.54%-3.63%10.18%4.38%12.52%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of QYLG is 58, indicating average performance compared to other ETFs on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of QYLG is 5858
Overall Rank
The Sharpe Ratio Rank of QYLG is 5050
Sharpe Ratio Rank
The Sortino Ratio Rank of QYLG is 5757
Sortino Ratio Rank
The Omega Ratio Rank of QYLG is 6262
Omega Ratio Rank
The Calmar Ratio Rank of QYLG is 6262
Calmar Ratio Rank
The Martin Ratio Rank of QYLG is 5757
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 Covered Call & Growth ETF (QYLG) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

Global X Nasdaq 100 Covered Call & Growth ETF Sharpe ratios as of May 16, 2025 (values are recalculated daily):

  • 1-Year: 0.50
  • All Time: 0.59

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

The chart below shows the rolling Sharpe ratio of Global X Nasdaq 100 Covered Call & Growth ETF compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time. For deeper analysis or to customize the calculation, use the Sharpe ratio tool.


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Dividends

Dividend History

Global X Nasdaq 100 Covered Call & Growth ETF provided a 26.74% dividend yield over the last twelve months, with an annual payout of $7.17 per share. The fund has been increasing its distributions for 2 consecutive years.


0.00%5.00%10.00%15.00%20.00%25.00%$0.00$2.00$4.00$6.00$8.0020202021202220232024
Dividends
Dividend Yield
PeriodTTM20242023202220212020
Dividend$7.17$7.10$1.57$1.53$3.23$0.43

Dividend yield

26.74%25.27%5.43%6.91%10.15%1.44%

Monthly Dividends

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2025$0.16$0.13$0.16$0.23$0.00$0.68
2024$0.15$0.15$0.16$0.15$0.14$0.14$0.17$0.20$0.18$0.19$0.18$5.30$7.10
2023$0.11$0.12$0.12$0.13$0.12$0.14$0.14$0.13$0.14$0.13$0.13$0.14$1.57
2022$0.14$0.14$0.15$0.14$0.12$0.12$0.12$0.13$0.12$0.11$0.12$0.11$1.53
2021$0.15$0.16$0.15$0.16$0.15$0.14$0.16$0.14$0.14$0.14$0.16$1.60$3.23
2020$0.14$0.14$0.15$0.43

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.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Global X Nasdaq 100 Covered Call & Growth 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 & Growth ETF was 29.98%, occurring on Oct 14, 2022. Recovery took 295 trading sessions.

The current Global X Nasdaq 100 Covered Call & Growth ETF drawdown is 6.57%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-29.98%Dec 28, 2021202Oct 14, 2022295Dec 18, 2023497
-20.75%Feb 20, 202534Apr 8, 2025
-10.68%Jul 11, 202418Aug 5, 202436Sep 25, 202454
-8.62%Feb 17, 202114Mar 8, 202125Apr 13, 202139
-7.02%Oct 14, 202013Oct 30, 20204Nov 5, 202017

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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