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COSW vs. QYLE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

COSW vs. QYLE - Performance Comparison

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

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COSW vs. QYLE - Yearly Performance Comparison


Returns By Period


COSW

1D
-0.54%
1M
-2.62%
YTD
17.20%
6M
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)

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COSW vs. QYLE - Expense Ratio Comparison

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


Return for Risk

COSW vs. QYLE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Roundhill COST WeeklyPay ETF (COSW) 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.

COSW vs. QYLE - Sharpe Ratio Comparison


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Sharpe Ratios by Period


COSWQYLEDifference

Sharpe Ratio (All Time)

Calculated using the full available price history

0.44

Dividends

COSW vs. QYLE - Dividend Comparison

COSW's dividend yield for the trailing twelve months is around 12.26%, while QYLE has not paid dividends to shareholders.


Drawdowns

COSW vs. QYLE - Drawdown Comparison

The maximum COSW 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 COSW and QYLE.


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Drawdown Indicators


COSWQYLEDifference

Max Drawdown

Largest peak-to-trough decline

-12.17%

0.00%

-12.17%

Current Drawdown

Current decline from peak

-3.28%

0.00%

-3.28%

Average Drawdown

Average peak-to-trough decline

-4.05%

0.00%

-4.05%

Volatility

COSW vs. QYLE - Volatility Comparison


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Volatility by Period


COSWQYLEDifference

Volatility (1Y)

Calculated over the trailing 1-year period

25.36%

0.00%

+25.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.36%

0.00%

+25.36%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.36%

0.00%

+25.36%