CHRI vs. QYLD

Last updated Jun 4, 2026

CHRI (Global X S&P 500 Christian Values ETF) and QYLD (Global X NASDAQ 100 Covered Call ETF) are both exchange-traded funds - CHRI is a S&P 500 fund tracking the S&P 500 Christian Values Screened Index, while QYLD is a Nasdaq-100 fund tracking the CBOE NASDAQ-100 Buy Write V2. Both are passively managed. Their correlation of 0.87 suggests significant overlap in exposure. CHRI charges 0.29%/yr vs 0.60%/yr for QYLD.

Performance

CHRI vs. QYLD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X S&P 500 Christian Values ETF (CHRI) and Global X NASDAQ 100 Covered Call ETF (QYLD). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, CHRI achieves a 10.12% return, which is significantly higher than QYLD's 7.88% return.

CHRI

• 1D: -0.67%
• 1M: 5.01%
• YTD: 10.12%
• 6M: 9.91%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

QYLD

• 1D: -0.06%
• 1M: 1.62%
• YTD: 7.88%
• 6M: 9.97%
• 1Y: 23.93%
• 3Y*: 13.80%
• 5Y*: 8.43%
• 10Y*: 9.80%

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

CHRI vs. QYLD - Yearly Performance Comparison

	2026 (YTD)	2025
CHRI Global X S&P 500 Christian Values ETF	10.12%	2.78%
QYLD Global X NASDAQ 100 Covered Call ETF	7.88%	7.89%

Correlation

The correlation between CHRI and QYLD is 0.87, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (All Time) Calculated using the full available price history since Sep 25, 2025	0.87

Return for Risk

CHRI vs. QYLD — Risk / Return Rank

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

QYLD

QYLD Risk / Return Rank: 88
QYLD Sharpe Ratio Rank: 84
QYLD Sortino Ratio Rank: 85
QYLD Omega Ratio Rank: 92
QYLD Calmar Ratio Rank: 86
QYLD Martin Ratio Rank: 94

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.

CHRI vs. QYLD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X S&P 500 Christian Values ETF (CHRI) 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.

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

Sharpe Ratios by Period

	CHRI	QYLD	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	2.80	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.58	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.63	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.49	0.59	+0.90

Drawdowns

CHRI vs. QYLD - Drawdown Comparison

The maximum CHRI drawdown since its inception was -9.36%, smaller than the maximum QYLD drawdown of -24.75%. Use the drawdown chart below to compare losses from any high point for CHRI and QYLD.

Drawdown Indicators

	CHRI	QYLD	Difference
Max Drawdown Largest peak-to-trough decline	-9.36%	-24.75%	+15.39%
Max Drawdown (1Y) Largest decline over 1 year	—	-4.97%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-19.06%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-24.61%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-24.75%	—
Current Drawdown Current decline from peak	-0.67%	-0.06%	-0.61%
Average Drawdown Average peak-to-trough decline	-1.57%	-3.84%	+2.27%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	0.85%	—

Volatility

Volatility by Period

	CHRI	QYLD	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	1.85%	—
Volatility (6M) Calculated over the trailing 6-month period	—	7.12%	—
Volatility (1Y) Calculated over the trailing 1-year period	13.26%	8.58%	+4.68%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.26%	14.70%	-1.44%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	13.26%	15.49%	-2.23%

CHRI vs. QYLD - Expense Ratio Comparison

CHRI has a 0.29% expense ratio, which is lower than QYLD's 0.60% expense ratio.

Dividends

CHRI vs. QYLD - Dividend Comparison

CHRI's dividend yield for the trailing twelve months is around 0.16%, less than QYLD's 11.46% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
CHRI Global X S&P 500 Christian Values ETF	0.16%	0.17%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
QYLD Global X NASDAQ 100 Covered Call ETF	11.46%	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

Can I hold both CHRI and QYLD in my portfolio?

CHRI and QYLD have a correlation of 0.87, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, CHRI or QYLD?

On fees, CHRI is cheaper at 0.29% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, CHRI or QYLD?

CHRI is cheaper with a 0.29% expense ratio, compared with 0.60% for QYLD.

Which ETF pays a higher dividend yield, CHRI or QYLD?

QYLD has the higher dividend yield at 11.46%, compared with 0.16% for CHRI.

What is the main difference between CHRI and QYLD?

CHRI is categorized as S&P 500, while QYLD is Nasdaq-100. CHRI tracks S&P 500 Christian Values Screened Index, while QYLD tracks CBOE NASDAQ-100 Buy Write V2. Their fees differ too: 0.29% for CHRI and 0.60% for QYLD.