2B7J.DE vs. QYLD
2B7J.DE (iShares MSCI World SRI UCITS ETF USD (Dist)) and QYLD (Global X NASDAQ 100 Covered Call ETF) are both exchange-traded funds - 2B7J.DE is a Global Equities fund tracking the MSCI World SRI Select Reduced Fossil Fuels, while QYLD is a Nasdaq-100 fund tracking the CBOE NASDAQ-100 Buy Write V2. Both are passively managed. Over the past 5 years, 2B7J.DE returned 10.51%/yr vs 9.44%/yr for QYLD. At a 0.44 correlation, their price movements are largely independent. 2B7J.DE charges 0.20%/yr vs 0.60%/yr for QYLD.
Performance
2B7J.DE vs. QYLD - Performance Comparison
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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 10.88% return, which is significantly higher than QYLD's 9.11% return.
2B7J.DE
- 1D
- 0.20%
- 1M
- 5.72%
- YTD
- 10.88%
- 6M
- 11.67%
- 1Y
- 18.61%
- 3Y*
- 12.93%
- 5Y*
- 10.51%
- 10Y*
- —
QYLD
- 1D
- -0.14%
- 1M
- 2.08%
- YTD
- 9.11%
- 6M
- 10.20%
- 1Y
- 21.62%
- 3Y*
- 10.74%
- 5Y*
- 9.44%
- 10Y*
- 9.56%
2B7J.DE vs. QYLD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
2B7J.DE iShares MSCI World SRI UCITS ETF USD (Dist) | 10.88% | 2.89% | 17.47% | 20.94% | -16.87% | 36.52% | 9.59% | 19.82% |
QYLD Global X NASDAQ 100 Covered Call ETF | 9.11% | -3.68% | 27.23% | 19.09% | -14.06% | 18.67% | -0.24% | 16.29% |
Correlation
The correlation between 2B7J.DE and QYLD is 0.51, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.51 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.45 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.43 |
Correlation (All Time) Calculated using the full available price history since Feb 28, 2019 | 0.44 |
The correlation between 2B7J.DE and QYLD has been stable across timeframes, ranging from 0.43 to 0.51 - a consistent structural relationship.
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Return for Risk
2B7J.DE vs. QYLD — Risk / Return Rank
2B7J.DE
QYLD
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.DE | QYLD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.70 | ||
| Sortino ratioReturn per unit of downside risk | -0.80 | ||
| Omega ratioGain probability vs. loss probability | 1.27 | 1.43 | -0.16 |
| Calmar ratioReturn relative to maximum drawdown | 2.37 | 4.99 | -2.61 |
| Martin ratioReturn relative to average drawdown | 8.71 | 16.86 | -8.15 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| 2B7J.DE | QYLD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.49 | 2.19 | -0.70 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.71 | 0.62 | +0.09 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.58 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.79 | 0.62 | +0.17 |
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.DE | QYLD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.11% | -27.40% | -4.71% |
Max Drawdown (1Y)Largest decline over 1 year | -7.80% | -4.35% | -3.45% |
Max Drawdown (3Y)Largest decline over 3 years | -21.26% | -23.12% | +1.86% |
Max Drawdown (5Y)Largest decline over 5 years | -21.26% | -23.12% | +1.86% |
Max Drawdown (10Y)Largest decline over 10 years | — | -27.40% | — |
Current DrawdownCurrent decline from peak | 0.00% | -0.14% | +0.14% |
Average DrawdownAverage peak-to-trough decline | -5.16% | -4.79% | -0.37% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.13% | 1.29% | +0.84% |
Volatility
2B7J.DE vs. QYLD - Volatility Comparison
iShares MSCI World SRI UCITS ETF USD (Dist) (2B7J.DE) has a higher volatility of 3.54% compared to Global X NASDAQ 100 Covered Call ETF (QYLD) at 1.61%. 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.DE | QYLD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.54% | 1.61% | +1.93% |
Volatility (6M)Calculated over the trailing 6-month period | 9.14% | 7.28% | +1.86% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.42% | 9.91% | +2.51% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.60% | 15.38% | -0.78% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.29% | 16.63% | -0.34% |
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.
Dividends
2B7J.DE vs. QYLD - Dividend Comparison
2B7J.DE's dividend yield for the trailing twelve months is around 1.13%, less than QYLD's 11.46% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
2B7J.DE iShares MSCI World SRI UCITS ETF USD (Dist) | 1.13% | 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 | 11.46% | 11.55% | 12.50% | 11.78% | 13.75% | 12.85% | 11.16% | 9.84% | 12.44% | 7.69% | 9.15% | 9.42% |
Frequently Asked Questions
2B7J.DE and QYLD have a correlation of 0.51, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, 2B7J.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
2B7J.DE is cheaper with a 0.20% expense ratio, compared with 0.60% for QYLD.
2B7J.DE is categorized as Global Equities, while QYLD is Nasdaq-100. 2B7J.DE tracks MSCI World SRI Select Reduced Fossil Fuels, while QYLD tracks CBOE NASDAQ-100 Buy Write V2. They also come from different issuers: iShares and Global X. Their fees differ too: 0.20% for 2B7J.DE and 0.60% for QYLD.
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