DYLG vs. QYLE

Last updated Apr 1, 2026

Compare and contrast key facts about Global X Dow 30 Covered Call & Growth ETF (DYLG) and Global X NASDAQ 100 ESG Covered Call ETF (QYLE).

DYLG and QYLE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. DYLG is a passively managed fund by Global X that tracks the performance of the Cboe DJIA Half BuyWrite Index - Benchmark TR Gross. It was launched on Jul 25, 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. Both DYLG and QYLE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

DYLG vs. QYLE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X Dow 30 Covered Call & Growth ETF (DYLG) and Global X NASDAQ 100 ESG Covered Call ETF (QYLE). The values are adjusted to include any dividend payments, if applicable.

DYLG vs. QYLE - Yearly Performance Comparison

	2026 (YTD)
DYLG Global X Dow 30 Covered Call & Growth ETF	-6.13%
QYLE Global X NASDAQ 100 ESG Covered Call ETF	0.00%

Returns By Period

DYLG

• 1D: 1.91%
• 1M: -5.06%
• YTD: -3.16%
• 6M: 1.69%
• 1Y: 9.13%
• 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)

DYLG vs. QYLE - Expense Ratio Comparison

DYLG has a 0.35% expense ratio, which is lower than QYLE's 0.61% expense ratio.

QYLE

Global X NASDAQ 100 ESG Covered Call ETF

DYLG

Global X Dow 30 Covered Call & Growth ETF

Return for Risk

DYLG vs. QYLE — Risk / Return Rank

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

DYLG

DYLG Risk / Return Rank: 39
DYLG Sharpe Ratio Rank: 35
DYLG Sortino Ratio Rank: 36
DYLG Omega Ratio Rank: 39
DYLG Calmar Ratio Rank: 40
DYLG Martin Ratio Rank: 44

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.

DYLG vs. QYLE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Dow 30 Covered Call & Growth ETF (DYLG) 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.

	DYLG	QYLE	Difference
Sharpe ratio Return per unit of total volatility	0.63	—	—
Sortino ratio Return per unit of downside risk	1.01	—	—
Omega ratio Gain probability vs. loss probability	1.15	—	—
Calmar ratio Return relative to maximum drawdown	0.98	—	—
Martin ratio Return relative to average drawdown	4.10	—	—
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

	DYLG	QYLE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.63	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.89	—	—

Dividends

DYLG vs. QYLE - Dividend Comparison

DYLG's dividend yield for the trailing twelve months is around 10.33%, while QYLE has not paid dividends to shareholders.

	TTM	2025	2024	2023
DYLG Global X Dow 30 Covered Call & Growth ETF	10.33%	9.63%	16.55%	1.38%
QYLE Global X NASDAQ 100 ESG Covered Call ETF	0.00%	0.00%	0.00%	0.00%

Drawdowns

DYLG vs. QYLE - Drawdown Comparison

The maximum DYLG drawdown since its inception was -13.98%, which is greater than QYLE's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for DYLG and QYLE.

Drawdown Indicators

	DYLG	QYLE	Difference
Max Drawdown Largest peak-to-trough decline	-13.98%	0.00%	-13.98%
Max Drawdown (1Y) Largest decline over 1 year	-10.25%	—	—
Current Drawdown Current decline from peak	-6.28%	0.00%	-6.28%
Average Drawdown Average peak-to-trough decline	-1.86%	0.00%	-1.86%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.43%	—	—

Volatility

Volatility by Period

	DYLG	QYLE	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.38%	—	—
Volatility (6M) Calculated over the trailing 6-month period	7.31%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	14.59%	0.00%	+14.59%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	11.55%	0.00%	+11.55%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	11.55%	0.00%	+11.55%