BGR vs. QYLD
BGR (BlackRock Energy and Resources Trust) is a stock, while QYLD (Global X NASDAQ 100 Covered Call ETF) is Nasdaq-100 fund tracking the CBOE NASDAQ-100 Buy Write V2. Over the past 10 years, BGR returned 9.41%/yr vs 9.59%/yr for QYLD. Their 0.30 correlation means their historical movements had little consistent relationship.
Performance
BGR vs. QYLD - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, BGR achieves a 27.65% return, which is significantly higher than QYLD's 7.67% return. Both investments have delivered pretty close results over the past 10 years, with BGR having a 9.41% annualized return and QYLD not far ahead at 9.59%.
BGR
- 1D
- 1.10%
- 1M
- 11.30%
- 6M
- 10.63%
- YTD
- 27.65%
- 1Y
- 35.24%
- 3Y*
- 18.40%
- 5Y*
- 21.22%
- 10Y*
- 9.41%
- ALL TIME*
- 6.36%
QYLD
- 1D
- 0.65%
- 1M
- -0.98%
- 6M
- 5.88%
- YTD
- 7.67%
- 1Y
- 20.66%
- 3Y*
- 12.32%
- 5Y*
- 7.83%
- 10Y*
- 9.59%
- ALL TIME*
- 8.57%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $1.25M | $1.34M | $1.60M | |
| $83.30M | $78.68M | $98.28M |
BGR vs. QYLD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BGR BlackRock Energy and Resources Trust | 27.65% | 17.34% | 8.07% | 5.73% | 38.90% | 40.25% | -34.78% | 23.32% | -21.21% | 5.18% |
QYLD Global X NASDAQ 100 Covered Call ETF | 7.67% | 9.28% | 19.35% | 22.77% | -19.08% | 10.41% | 8.72% | 22.69% | -3.07% | 18.79% |
Correlation
The correlation between BGR and QYLD is -0.02, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | -0.02 |
Correlation (3Y) Balances recent behavior with more history. | 0.13 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.22 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.28 |
Correlation (All Time) Calculated using the full available price history since Dec 12, 2013 | 0.30 |
The correlation between BGR and QYLD shifts across timeframes, from -0.02 (1 year) to 0.30 (all time), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
BGR vs. QYLD — Risk / Return Rank
BGR
QYLD
BGR vs. QYLD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BlackRock Energy and Resources Trust (BGR) 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| BGR | QYLD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.09 | ||
| Sortino ratioReturn per unit of downside risk | -0.41 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.35 | -0.05 |
| Calmar ratioReturn relative to maximum drawdown | 2.34 | 3.38 | -1.03 |
| Martin ratioReturn relative to average drawdown | 6.96 | 15.70 | -8.74 |
Loading charts...
Drawdowns
BGR vs. QYLD - Drawdown Comparison
The maximum BGR drawdown since its inception was -72.74%, which is greater than QYLD's maximum drawdown of -24.75%. Use the drawdown chart below to compare losses from any high point for BGR and QYLD.
Loading charts...
Drawdown Indicators
| BGR | QYLD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -72.74% | -24.75% | -47.99% |
Max Drawdown (1Y)Largest decline over 1 year | -14.50% | -5.78% | -8.72% |
Max Drawdown (3Y)Largest decline over 3 years | -18.25% | -19.06% | +0.81% |
Max Drawdown (5Y)Largest decline over 5 years | -24.81% | -24.61% | -0.20% |
Max Drawdown (10Y)Largest decline over 10 years | -66.16% | -24.75% | -41.41% |
Current DrawdownCurrent decline from peak | -2.49% | -2.96% | +0.47% |
Average DrawdownAverage peak-to-trough decline | -20.16% | -3.81% | -16.35% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.88% | 1.24% | +3.64% |
Volatility
BGR vs. QYLD - Volatility Comparison
BlackRock Energy and Resources Trust (BGR) and Global X NASDAQ 100 Covered Call ETF (QYLD) have volatilities of 5.35% and 5.19%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| BGR | QYLD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.35% | 5.19% | +0.16% |
Volatility (6M)Calculated over the trailing 6-month period | 17.79% | 10.04% | +7.75% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.61% | 11.26% | +9.35% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.59% | 15.04% | +7.55% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.85% | 15.63% | +11.22% |
Dividends
BGR vs. QYLD - Dividend Comparison
BGR's dividend yield for the trailing twelve months is around 7.05%, less than QYLD's 11.89% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BGR BlackRock Energy and Resources Trust | 7.05% | 8.62% | 6.66% | 6.22% | 4.62% | 4.75% | 9.26% | 7.84% | 8.91% | 6.57% | 6.90% | 11.93% |
QYLD Global X NASDAQ 100 Covered Call ETF | 11.89% | 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
BGR and QYLD have a correlation of -0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BGR has higher volatility (5.35%) compared to QYLD (5.19%). In terms of maximum drawdown, BGR dropped -72.74% vs QYLD's -24.75%.
QYLD currently has the higher Sharpe Ratio (1.73 vs 1.65), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
Find the right allocation for BGR and QYLD
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer