BALI vs. QYLE

Last updated Apr 1, 2026

Compare and contrast key facts about Blackrock Advantage Large Cap Income ETF (BALI) and Global X NASDAQ 100 ESG Covered Call ETF (QYLE).

BALI and QYLE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. BALI is an actively managed fund by BlackRock. It was launched on Sep 26, 2023. QYLE is a passively managed fund by Global X that tracks the performance of the Nasdaq-100 ESG BuyWrite Index - Benchmark TR Gross. It was launched on Feb 21, 2023.

Performance

BALI vs. QYLE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Blackrock Advantage Large Cap Income ETF (BALI) and Global X NASDAQ 100 ESG Covered Call ETF (QYLE). The values are adjusted to include any dividend payments, if applicable.

BALI vs. QYLE - Yearly Performance Comparison

	2026 (YTD)
BALI Blackrock Advantage Large Cap Income ETF	-3.61%
QYLE Global X NASDAQ 100 ESG Covered Call ETF	0.00%

Returns By Period

BALI

• 1D: 2.56%
• 1M: -3.85%
• YTD: -1.60%
• 6M: 0.88%
• 1Y: 16.93%
• 3Y*: —
• 5Y*: —
• 10Y*: —

QYLE

• 1D: 0.00%
• 1M: 0.00%
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

BALI vs. QYLE - Expense Ratio Comparison

BALI has a 0.35% expense ratio, which is lower than QYLE's 0.61% expense ratio.

QYLE

Global X NASDAQ 100 ESG Covered Call ETF

BALI

Blackrock Advantage Large Cap Income ETF

Return for Risk

BALI vs. QYLE — Risk / Return Rank

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

BALI

BALI Risk / Return Rank: 70
BALI Sharpe Ratio Rank: 65
BALI Sortino Ratio Rank: 67
BALI Omega Ratio Rank: 72
BALI Calmar Ratio Rank: 68
BALI Martin Ratio Rank: 80

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.

BALI vs. QYLE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Blackrock Advantage Large Cap Income ETF (BALI) and Global X NASDAQ 100 ESG Covered Call ETF (QYLE). 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.

	BALI	QYLE	Difference
Sharpe ratio Return per unit of total volatility	1.09	—	—
Sortino ratio Return per unit of downside risk	1.60	—	—
Omega ratio Gain probability vs. loss probability	1.26	—	—
Calmar ratio Return relative to maximum drawdown	1.63	—	—
Martin ratio Return relative to average drawdown	8.32	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	BALI	QYLE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.09	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.37	—	—

Dividends

BALI vs. QYLE - Dividend Comparison

BALI's dividend yield for the trailing twelve months is around 8.74%, while QYLE has not paid dividends to shareholders.

	TTM	2025	2024	2023
BALI Blackrock Advantage Large Cap Income ETF	8.74%	8.51%	7.13%	2.13%
QYLE Global X NASDAQ 100 ESG Covered Call ETF	0.00%	0.00%	0.00%	0.00%

Drawdowns

BALI vs. QYLE - Drawdown Comparison

The maximum BALI drawdown since its inception was -16.65%, which is greater than QYLE's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for BALI and QYLE.

Drawdown Indicators

	BALI	QYLE	Difference
Max Drawdown Largest peak-to-trough decline	-16.65%	0.00%	-16.65%
Max Drawdown (1Y) Largest decline over 1 year	-10.86%	—	—
Current Drawdown Current decline from peak	-4.32%	0.00%	-4.32%
Average Drawdown Average peak-to-trough decline	-1.70%	0.00%	-1.70%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.12%	—	—

Volatility

Volatility by Period

	BALI	QYLE	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.59%	—	—
Volatility (6M) Calculated over the trailing 6-month period	7.93%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	15.60%	0.00%	+15.60%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.14%	0.00%	+13.14%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	13.14%	0.00%	+13.14%