DOGG vs. QYLE

Last updated Apr 1, 2026

Compare and contrast key facts about FT Vest DJIA Dogs 10 Target Income ETF (DOGG) and Global X NASDAQ 100 ESG Covered Call ETF (QYLE).

DOGG and QYLE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. DOGG is an actively managed fund by FT Vest. It was launched on Apr 26, 2023. 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

DOGG vs. QYLE - Performance Comparison

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

DOGG vs. QYLE - Yearly Performance Comparison

	2026 (YTD)
DOGG FT Vest DJIA Dogs 10 Target Income ETF	-3.51%
QYLE Global X NASDAQ 100 ESG Covered Call ETF	0.00%

Returns By Period

DOGG

• 1D: 0.51%
• 1M: -6.08%
• YTD: 6.85%
• 6M: 13.65%
• 1Y: 14.06%
• 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)

DOGG vs. QYLE - Expense Ratio Comparison

DOGG has a 0.75% expense ratio, which is higher than QYLE's 0.61% expense ratio.

DOGG

FT Vest DJIA Dogs 10 Target Income ETF

QYLE

Global X NASDAQ 100 ESG Covered Call ETF

Return for Risk

DOGG vs. QYLE — Risk / Return Rank

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

DOGG

DOGG Risk / Return Rank: 60
DOGG Sharpe Ratio Rank: 63
DOGG Sortino Ratio Rank: 61
DOGG Omega Ratio Rank: 57
DOGG Calmar Ratio Rank: 65
DOGG Martin Ratio Rank: 53

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.

DOGG vs. QYLE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for FT Vest DJIA Dogs 10 Target Income ETF (DOGG) 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.

	DOGG	QYLE	Difference
Sharpe ratio Return per unit of total volatility	1.11	—	—
Sortino ratio Return per unit of downside risk	1.55	—	—
Omega ratio Gain probability vs. loss probability	1.21	—	—
Calmar ratio Return relative to maximum drawdown	1.62	—	—
Martin ratio Return relative to average drawdown	5.13	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	DOGG	QYLE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.11	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.95	—	—

Dividends

DOGG vs. QYLE - Dividend Comparison

DOGG's dividend yield for the trailing twelve months is around 8.53%, while QYLE has not paid dividends to shareholders.

	TTM	2025	2024	2023
DOGG FT Vest DJIA Dogs 10 Target Income ETF	8.53%	8.75%	9.92%	5.89%
QYLE Global X NASDAQ 100 ESG Covered Call ETF	0.00%	0.00%	0.00%	0.00%

Drawdowns

DOGG vs. QYLE - Drawdown Comparison

The maximum DOGG drawdown since its inception was -11.19%, which is greater than QYLE's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for DOGG and QYLE.

Drawdown Indicators

	DOGG	QYLE	Difference
Max Drawdown Largest peak-to-trough decline	-11.19%	0.00%	-11.19%
Max Drawdown (1Y) Largest decline over 1 year	-8.51%	—	—
Current Drawdown Current decline from peak	-6.08%	0.00%	-6.08%
Average Drawdown Average peak-to-trough decline	-2.98%	0.00%	-2.98%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.01%	—	—

Volatility

Volatility by Period

	DOGG	QYLE	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.19%	—	—
Volatility (6M) Calculated over the trailing 6-month period	7.72%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	12.83%	0.00%	+12.83%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.01%	0.00%	+13.01%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	13.01%	0.00%	+13.01%