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2B7J.DE vs. QYLD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between 2B7J.DE and QYLD is 0.61, 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.


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.

40.00%60.00%80.00%100.00%December2025FebruaryMarchAprilMay
95.70%
52.76%
2B7J.DE
QYLD

Key characteristics

Sharpe Ratio

2B7J.DE:

0.21

QYLD:

0.29

Sortino Ratio

2B7J.DE:

0.36

QYLD:

0.56

Omega Ratio

2B7J.DE:

1.05

QYLD:

1.10

Calmar Ratio

2B7J.DE:

0.15

QYLD:

0.30

Martin Ratio

2B7J.DE:

0.54

QYLD:

1.12

Ulcer Index

2B7J.DE:

5.99%

QYLD:

5.02%

Daily Std Dev

2B7J.DE:

17.25%

QYLD:

19.08%

Max Drawdown

2B7J.DE:

-32.08%

QYLD:

-24.75%

Current Drawdown

2B7J.DE:

-10.85%

QYLD:

-10.47%

Returns By Period

In the year-to-date period, 2B7J.DE achieves a -7.35% return, which is significantly lower than QYLD's -6.43% return.


2B7J.DE

YTD

-7.35%

1M

7.65%

6M

-6.41%

1Y

3.59%

5Y*

11.91%

10Y*

N/A

QYLD

YTD

-6.43%

1M

10.62%

6M

-5.30%

1Y

5.58%

5Y*

8.28%

10Y*

7.58%

*Annualized

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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.


Risk-Adjusted Performance

2B7J.DE vs. QYLD — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

2B7J.DE
The Risk-Adjusted Performance Rank of 2B7J.DE is 3131
Overall Rank
The Sharpe Ratio Rank of 2B7J.DE is 3333
Sharpe Ratio Rank
The Sortino Ratio Rank of 2B7J.DE is 2929
Sortino Ratio Rank
The Omega Ratio Rank of 2B7J.DE is 3131
Omega Ratio Rank
The Calmar Ratio Rank of 2B7J.DE is 3232
Calmar Ratio Rank
The Martin Ratio Rank of 2B7J.DE is 3131
Martin Ratio Rank

QYLD
The Risk-Adjusted Performance Rank of QYLD is 4545
Overall Rank
The Sharpe Ratio Rank of QYLD is 4141
Sharpe Ratio Rank
The Sortino Ratio Rank of QYLD is 4242
Sortino Ratio Rank
The Omega Ratio Rank of QYLD is 5050
Omega Ratio Rank
The Calmar Ratio Rank of QYLD is 4646
Calmar Ratio Rank
The Martin Ratio Rank of QYLD is 4444
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.

2B7J.DE vs. QYLD - Risk-Adjusted Performance 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.


The current 2B7J.DE Sharpe Ratio is 0.21, which is comparable to the QYLD Sharpe Ratio of 0.29. 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.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00December2025FebruaryMarchAprilMay
0.47
0.29
2B7J.DE
QYLD

Dividends

2B7J.DE vs. QYLD - Dividend Comparison

2B7J.DE's dividend yield for the trailing twelve months is around 1.48%, less than QYLD's 13.75% yield.


TTM20242023202220212020201920182017201620152014
2B7J.DE
iShares MSCI World SRI UCITS ETF USD (Dist)
1.48%1.37%1.55%1.74%1.15%1.28%1.68%0.00%0.00%0.00%0.00%0.00%
QYLD
Global X NASDAQ 100 Covered Call ETF
13.75%12.50%11.78%13.75%12.85%11.16%9.84%12.44%7.69%9.15%9.42%10.74%

Drawdowns

2B7J.DE vs. QYLD - Drawdown Comparison

The maximum 2B7J.DE drawdown since its inception was -32.08%, which is greater than QYLD's maximum drawdown of -24.75%. Use the drawdown chart below to compare losses from any high point for 2B7J.DE and QYLD. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-5.23%
-10.47%
2B7J.DE
QYLD

Volatility

2B7J.DE vs. QYLD - Volatility Comparison

The current volatility for iShares MSCI World SRI UCITS ETF USD (Dist) (2B7J.DE) is 9.32%, while Global X NASDAQ 100 Covered Call ETF (QYLD) has a volatility of 11.76%. This indicates that 2B7J.DE experiences smaller price fluctuations and is considered to be less risky than QYLD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%December2025FebruaryMarchAprilMay
9.32%
11.76%
2B7J.DE
QYLD