CEGI.L vs. QYLU.L
CEGI.L (REX Crypto Equity Income & Growth UCITS ETF Distributing) and QYLU.L (Global X Nasdaq 100 Covered Call UCITS ETF USD (Acc)) are both exchange-traded funds - CEGI.L is a Derivative Income fund actively managed by REX, while QYLU.L is a Nasdaq-100 fund tracking the Cboe Nasdaq-100 BuyWrite v2 UCITS Index. CEGI.L is actively managed, while QYLU.L is passively managed. Over the past year, CEGI.L returned 29.52% vs 16.53% for QYLU.L. At a 0.48 correlation, their price movements are largely independent. CEGI.L charges 0.65%/yr vs 0.45%/yr for QYLU.L.
Performance
CEGI.L vs. QYLU.L - Performance Comparison
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Returns By Period
In the year-to-date period, CEGI.L achieves a 18.73% return, which is significantly higher than QYLU.L's 4.87% return.
CEGI.L
- 1D
- 0.00%
- 1M
- -9.89%
- 6M
- 7.39%
- YTD
- 18.73%
- 1Y
- 29.52%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
QYLU.L
- 1D
- -2.37%
- 1M
- -2.67%
- 6M
- 3.99%
- YTD
- 4.87%
- 1Y
- 16.53%
- 3Y*
- 11.41%
- 5Y*
- —
- 10Y*
- —
CEGI.L vs. QYLU.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
CEGI.L REX Crypto Equity Income & Growth UCITS ETF Distributing | 18.73% | 15.60% |
QYLU.L Global X Nasdaq 100 Covered Call UCITS ETF USD (Acc) | 4.87% | 11.11% |
Correlation
The correlation between CEGI.L and QYLU.L is 0.49, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.49 |
Correlation (All Time) Calculated using the full available price history since Jul 7, 2025 | 0.48 |
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Return for Risk
CEGI.L vs. QYLU.L — Risk / Return Rank
CEGI.L
QYLU.L
CEGI.L vs. QYLU.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for REX Crypto Equity Income & Growth UCITS ETF Distributing (CEGI.L) and Global X Nasdaq 100 Covered Call UCITS ETF USD (Acc) (QYLU.L). 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.
| CEGI.L | QYLU.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.40 | ||
| Sortino ratioReturn per unit of downside risk | -0.46 | ||
| Omega ratioGain probability vs. loss probability | 1.16 | 1.23 | -0.07 |
| Calmar ratioReturn relative to maximum drawdown | 1.05 | 3.31 | -2.26 |
| Martin ratioReturn relative to average drawdown | 2.32 | 11.23 | -8.91 |
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Drawdowns
CEGI.L vs. QYLU.L - Drawdown Comparison
The maximum CEGI.L drawdown since its inception was -27.98%, which is greater than QYLU.L's maximum drawdown of -19.93%. Use the drawdown chart below to compare losses from any high point for CEGI.L and QYLU.L.
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Drawdown Indicators
| CEGI.L | QYLU.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -27.98% | -19.93% | -8.05% |
Max Drawdown (1Y)Largest decline over 1 year | -27.98% | -4.97% | -23.01% |
Max Drawdown (3Y)Largest decline over 3 years | — | -19.93% | — |
Current DrawdownCurrent decline from peak | -11.25% | -3.70% | -7.55% |
Average DrawdownAverage peak-to-trough decline | -9.53% | -2.43% | -7.10% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 12.74% | 1.47% | +11.27% |
Volatility
CEGI.L vs. QYLU.L - Volatility Comparison
REX Crypto Equity Income & Growth UCITS ETF Distributing (CEGI.L) has a higher volatility of 9.95% compared to Global X Nasdaq 100 Covered Call UCITS ETF USD (Acc) (QYLU.L) at 5.42%. This indicates that CEGI.L's price experiences larger fluctuations and is considered to be riskier than QYLU.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CEGI.L | QYLU.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.95% | 5.42% | +4.53% |
Volatility (6M)Calculated over the trailing 6-month period | 25.66% | 9.59% | +16.07% |
Volatility (1Y)Calculated over the trailing 1-year period | 35.23% | 13.32% | +21.91% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 34.73% | 15.65% | +19.08% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 34.73% | 15.65% | +19.08% |
CEGI.L vs. QYLU.L - Expense Ratio Comparison
CEGI.L has a 0.65% expense ratio, which is higher than QYLU.L's 0.45% expense ratio.
Dividends
CEGI.L vs. QYLU.L - Dividend Comparison
CEGI.L's dividend yield for the trailing twelve months is around 19.32%, while QYLU.L has not paid dividends to shareholders.
| Position | TTM | 2025 |
|---|---|---|
CEGI.L REX Crypto Equity Income & Growth UCITS ETF Distributing | 19.32% | 9.50% |
QYLU.L Global X Nasdaq 100 Covered Call UCITS ETF USD (Acc) | 0.00% | 0.00% |
Frequently Asked Questions
CEGI.L and QYLU.L have a correlation of 0.49, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, QYLU.L is cheaper at 0.45% per year. The better choice depends on whether you care most about return, fees, risk, or income.
QYLU.L is cheaper with a 0.45% expense ratio, compared with 0.65% for CEGI.L.
CEGI.L is categorized as Derivative Income, while QYLU.L is Nasdaq-100. They also come from different issuers: REX and Global X. Their fees differ too: 0.65% for CEGI.L and 0.45% for QYLU.L.
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