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2B7J.DE vs. QYLD
Performance
Return for Risk
Dividends
Drawdowns
Volatility

2B7J.DE vs. QYLD

Last updated Apr 2, 2026

Compare and contrast key facts about iShares MSCI World SRI UCITS ETF USD (Dist) (2B7J.DE) and Global X NASDAQ 100 Covered Call ETF (QYLD).

2B7J.DE and QYLD are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. 2B7J.DE is a passively managed fund by iShares that tracks the performance of the MSCI World SRI Select Reduced Fossil Fuels. It was launched on Oct 12, 2017. QYLD is a passively managed fund by Global X that tracks the performance of the CBOE NASDAQ-100 Buy Write V2. It was launched on Dec 12, 2013. Both 2B7J.DE and QYLD are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

2B7J.DE vs. QYLD - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares MSCI World SRI UCITS ETF USD (Dist) (2B7J.DE) and Global X NASDAQ 100 Covered Call ETF (QYLD). The values are adjusted to include any dividend payments, if applicable.

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2B7J.DE vs. QYLD - Yearly Performance Comparison

2026 (YTD)2025202420232022202120202019
2B7J.DE
iShares MSCI World SRI UCITS ETF USD (Dist)		-1.18%2.89%17.47%20.94%-16.87%36.52%9.59%19.82%
QYLD
Global X NASDAQ 100 Covered Call ETF		2.15%-3.68%27.23%19.09%-14.06%18.67%-0.24%16.29%
Different Trading Currencies

2B7J.DE is traded in EUR, while QYLD is traded in USD. To make them comparable, the QYLD values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, 2B7J.DE achieves a -1.18% return, which is significantly lower than QYLD's 2.15% return.

2B7J.DE

1D
2.44%
1M
-3.83%
YTD
-1.18%
6M
1.08%
1Y
8.64%
3Y*
10.45%
5Y*
8.39%
10Y*
—

QYLD

1D
0.00%
1M
-0.05%
YTD
2.15%
6M
8.74%
1Y
8.47%
3Y*
10.90%
5Y*
7.39%
10Y*
8.78%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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

iShares MSCI World SRI UCITS ETF USD (Dist)

Global X NASDAQ 100 Covered Call ETF

Often compared with 2B7J.DE:
2B7J.DE vs. LYPS.DE2B7J.DE vs. FGQD.L2B7J.DE vs. VUAA.L2B7J.DE vs. VOO2B7J.DE vs. ASCH.DE2B7J.DE vs. F50A.DE2B7J.DE vs. CSY9.DE
Often compared with QYLD:
QYLD vs. JEPQQYLD vs. JEPIQYLD vs. QQQQYLD vs. XYLDQYLD vs. RYLDQYLD vs. SCHDQYLD vs. QYLG

2B7J.DE vs. QYLD - Expense Ratio Comparison

2B7J.DE has a 0.20% expense ratio, which is lower than QYLD's 0.60% expense ratio.

QYLD
Global X NASDAQ 100 Covered Call ETF
2B7J.DE
iShares MSCI World SRI UCITS ETF USD (Dist)

Return for Risk

2B7J.DE vs. QYLD — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
2B7J.DE
2B7J.DE Risk / Return Rank: 3131
Overall Rank
2B7J.DE Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
2B7J.DE Sortino Ratio Rank: 2626
Sortino Ratio Rank
2B7J.DE Omega Ratio Rank: 2727
Omega Ratio Rank
2B7J.DE Calmar Ratio Rank: 3636
Calmar Ratio Rank
2B7J.DE Martin Ratio Rank: 3737
Martin Ratio Rank
QYLD
QYLD Risk / Return Rank: 6363
Overall Rank
QYLD Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
QYLD Sortino Ratio Rank: 5858
Sortino Ratio Rank
QYLD Omega Ratio Rank: 7777
Omega Ratio Rank
QYLD Calmar Ratio Rank: 5151
Calmar Ratio Rank
QYLD Martin Ratio Rank: 8181
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.

2B7J.DE vs. QYLD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI World SRI UCITS ETF USD (Dist) (2B7J.DE) and Global X NASDAQ 100 Covered Call ETF (QYLD). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

2B7J.DEQYLDDifference

Sharpe ratio

Return per unit of total volatility

0.53

0.45

+0.07

Sortino ratio

Return per unit of downside risk

0.82

0.77

+0.05

Omega ratio

Gain probability vs. loss probability

1.12

1.13

-0.02

Calmar ratio

Return relative to maximum drawdown

1.03

0.72

+0.31

Martin ratio

Return relative to average drawdown

3.72

2.37

+1.36

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

2B7J.DE vs. QYLD - Sharpe Ratio Comparison

The current 2B7J.DE Sharpe Ratio is 0.53, which is comparable to the QYLD Sharpe Ratio of 0.45. The chart below compares the historical Sharpe Ratios of 2B7J.DE and QYLD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

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Sharpe Ratios by Period

2B7J.DEQYLDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.53

0.45

+0.07

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.57

0.48

+0.09

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.53

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.69

0.59

+0.10

Correlation

The correlation between 2B7J.DE and QYLD is 0.44, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

2B7J.DE vs. QYLD - Dividend Comparison

2B7J.DE's dividend yield for the trailing twelve months is around 1.26%, less than QYLD's 11.83% yield.

TTM20252024202320222021202020192018201720162015
2B7J.DE
iShares MSCI World SRI UCITS ETF USD (Dist)		1.26%1.23%1.37%1.55%1.74%1.15%1.28%1.68%0.00%0.00%0.00%0.00%
QYLD
Global X NASDAQ 100 Covered Call ETF		11.83%11.55%12.50%11.78%13.75%12.85%11.16%9.84%12.44%7.69%9.15%9.42%

Drawdowns

2B7J.DE vs. QYLD - Drawdown Comparison

The maximum 2B7J.DE drawdown since its inception was -32.11%, which is greater than QYLD's maximum drawdown of -27.40%. Use the drawdown chart below to compare losses from any high point for 2B7J.DE and QYLD.

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Drawdown Indicators

2B7J.DEQYLDDifference

Max Drawdown

Largest peak-to-trough decline

-32.11%

-24.75%

-7.36%

Max Drawdown (1Y)

Largest decline over 1 year

-12.42%

-7.31%

-5.11%

Max Drawdown (5Y)

Largest decline over 5 years

-21.26%

-24.61%

+3.35%

Max Drawdown (10Y)

Largest decline over 10 years

—

-24.75%

—

Current Drawdown

Current decline from peak

-4.97%

-1.61%

-3.36%

Average Drawdown

Average peak-to-trough decline

-5.26%

-3.89%

-1.37%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.36%

1.65%

+0.71%

Volatility

2B7J.DE vs. QYLD - Volatility Comparison

iShares MSCI World SRI UCITS ETF USD (Dist) (2B7J.DE) has a higher volatility of 5.03% compared to Global X NASDAQ 100 Covered Call ETF (QYLD) at 3.99%. This indicates that 2B7J.DE's price experiences larger fluctuations and is considered to be riskier than QYLD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

2B7J.DEQYLDDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.03%

3.99%

+1.04%

Volatility (6M)

Calculated over the trailing 6-month period

9.20%

8.10%

+1.10%

Volatility (1Y)

Calculated over the trailing 1-year period

16.40%

18.77%

-2.37%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.55%

15.47%

-0.92%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.35%

16.68%

-0.33%