CAIE vs. QYLE

Last updated Apr 2, 2026

Compare and contrast key facts about Calamos Autocallable Income ETF (CAIE) and Global X NASDAQ 100 ESG Covered Call ETF (QYLE).

CAIE and QYLE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. CAIE is a passively managed fund by Calamos that tracks the performance of the MerQube US Large Cap Vol Advantage Autocallable Index. It was launched on Jun 25, 2025. 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. Both CAIE and QYLE 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

CAIE vs. QYLE - Performance Comparison

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

CAIE vs. QYLE - Yearly Performance Comparison

	2026 (YTD)
CAIE Calamos Autocallable Income ETF	-4.57%
QYLE Global X NASDAQ 100 ESG Covered Call ETF	0.00%

Returns By Period

CAIE

• 1D: 0.43%
• 1M: -3.60%
• YTD: -3.27%
• 6M: -1.94%
• 1Y: —
• 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)

CAIE vs. QYLE - Expense Ratio Comparison

CAIE has a 0.74% expense ratio, which is higher than QYLE's 0.61% expense ratio.

CAIE

Calamos Autocallable Income ETF

QYLE

Global X NASDAQ 100 ESG Covered Call ETF

Return for Risk

CAIE vs. QYLE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Calamos Autocallable Income ETF (CAIE) 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.

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

Sharpe Ratios by Period

	CAIE	QYLE	Difference
Sharpe Ratio (All Time) Calculated using the full available price history	1.23	—	—

Dividends

CAIE vs. QYLE - Dividend Comparison

CAIE's dividend yield for the trailing twelve months is around 11.86%, while QYLE has not paid dividends to shareholders.

	TTM	2025
CAIE Calamos Autocallable Income ETF	11.86%	7.46%
QYLE Global X NASDAQ 100 ESG Covered Call ETF	0.00%	0.00%

Drawdowns

CAIE vs. QYLE - Drawdown Comparison

The maximum CAIE drawdown since its inception was -7.73%, which is greater than QYLE's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for CAIE and QYLE.

Drawdown Indicators

	CAIE	QYLE	Difference
Max Drawdown Largest peak-to-trough decline	-7.73%	0.00%	-7.73%
Current Drawdown Current decline from peak	-5.08%	0.00%	-5.08%
Average Drawdown Average peak-to-trough decline	-1.14%	0.00%	-1.14%

Volatility

Volatility by Period

	CAIE	QYLE	Difference
Volatility (1Y) Calculated over the trailing 1-year period	12.32%	0.00%	+12.32%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	12.32%	0.00%	+12.32%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	12.32%	0.00%	+12.32%