CHPY vs. QYLE

Last updated Apr 2, 2026

Compare and contrast key facts about YieldMax Semiconductor Portfolio Option Income ETF (CHPY) and Global X NASDAQ 100 ESG Covered Call ETF (QYLE).

CHPY and QYLE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. CHPY is an actively managed fund by YieldMax. It was launched on Apr 2, 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.

Performance

CHPY vs. QYLE - Performance Comparison

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

CHPY vs. QYLE - Yearly Performance Comparison

	2026 (YTD)
CHPY YieldMax Semiconductor Portfolio Option Income ETF	0.15%
QYLE Global X NASDAQ 100 ESG Covered Call ETF	0.00%

Returns By Period

CHPY

• 1D: 1.79%
• 1M: -1.93%
• YTD: 12.50%
• 6M: 22.79%
• 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)

CHPY vs. QYLE - Expense Ratio Comparison

CHPY has a 0.99% expense ratio, which is higher than QYLE's 0.61% expense ratio.

CHPY

YieldMax Semiconductor Portfolio Option Income ETF

QYLE

Global X NASDAQ 100 ESG Covered Call ETF

Return for Risk

CHPY vs. QYLE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for YieldMax Semiconductor Portfolio Option Income ETF (CHPY) 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

	CHPY	QYLE	Difference
Sharpe Ratio (All Time) Calculated using the full available price history	2.59	—	—

Dividends

CHPY vs. QYLE - Dividend Comparison

CHPY's dividend yield for the trailing twelve months is around 39.01%, while QYLE has not paid dividends to shareholders.

	TTM	2025
CHPY YieldMax Semiconductor Portfolio Option Income ETF	39.01%	28.19%
QYLE Global X NASDAQ 100 ESG Covered Call ETF	0.00%	0.00%

Drawdowns

CHPY vs. QYLE - Drawdown Comparison

The maximum CHPY drawdown since its inception was -12.17%, which is greater than QYLE's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for CHPY and QYLE.

Drawdown Indicators

	CHPY	QYLE	Difference
Max Drawdown Largest peak-to-trough decline	-12.17%	0.00%	-12.17%
Current Drawdown Current decline from peak	-4.98%	0.00%	-4.98%
Average Drawdown Average peak-to-trough decline	-2.16%	0.00%	-2.16%

Volatility

Volatility by Period

	CHPY	QYLE	Difference
Volatility (1Y) Calculated over the trailing 1-year period	32.72%	0.00%	+32.72%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	32.72%	0.00%	+32.72%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	32.72%	0.00%	+32.72%