EGGY vs. QYLD

Last updated Jun 5, 2026

EGGY (NestYield Dynamic Income ETF) and QYLD (Global X NASDAQ 100 Covered Call ETF) are both exchange-traded funds - EGGY is a Derivative Income fund actively managed by NestYield, while QYLD is a Nasdaq-100 fund tracking the CBOE NASDAQ-100 Buy Write V2. EGGY is actively managed, while QYLD is passively managed. Over the past year, EGGY returned 47.78% vs 23.70% for QYLD. A 0.68 correlation means they provide meaningful diversification when combined. EGGY charges 0.95%/yr vs 0.60%/yr for QYLD.

Performance

EGGY vs. QYLD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in NestYield Dynamic Income ETF (EGGY) 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, EGGY achieves a 36.97% return, which is significantly higher than QYLD's 7.88% return.

EGGY

• 1D: -1.16%
• 1M: 8.97%
• YTD: 36.97%
• 6M: 34.02%
• 1Y: 47.78%
• 3Y*: —
• 5Y*: —
• 10Y*: —

QYLD

• 1D: 0.00%
• 1M: 1.40%
• YTD: 7.88%
• 6M: 9.91%
• 1Y: 23.70%
• 3Y*: 13.76%
• 5Y*: 8.43%
• 10Y*: 9.81%

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

EGGY vs. QYLD - Yearly Performance Comparison

	2026 (YTD)	2025	2024
EGGY NestYield Dynamic Income ETF	36.97%	16.46%	-1.22%
QYLD Global X NASDAQ 100 Covered Call ETF	7.88%	9.28%	-0.88%

Correlation

The correlation between EGGY and QYLD is 0.62, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.62
Correlation (All Time) Calculated using the full available price history since Dec 30, 2024	0.68

The correlation between EGGY and QYLD has been stable across timeframes, ranging from 0.62 to 0.68 - a consistent structural relationship.

Return for Risk

EGGY vs. QYLD — Risk / Return Rank

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

EGGY

EGGY Risk / Return Rank: 47
EGGY Sharpe Ratio Rank: 49
EGGY Sortino Ratio Rank: 42
EGGY Omega Ratio Rank: 49
EGGY Calmar Ratio Rank: 54
EGGY Martin Ratio Rank: 42

QYLD

QYLD Risk / Return Rank: 89
QYLD Sharpe Ratio Rank: 86
QYLD Sortino Ratio Rank: 87
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.

EGGY vs. QYLD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for NestYield Dynamic Income ETF (EGGY) 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.

	EGGY	QYLD	Difference
Sharpe ratio: Return per unit of total volatility	1.65	2.78	-1.12
Sortino ratio: Return per unit of downside risk	2.08	3.89	-1.81
Omega ratio: Gain probability vs. loss probability	1.30	1.63	-0.33
Calmar ratio: Return relative to maximum drawdown	2.62	4.79	-2.17
Martin ratio: Return relative to average drawdown	6.60	28.10	-21.50
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

EGGY vs. QYLD - Sharpe Ratio Comparison

The current EGGY Sharpe Ratio is 1.65, which is lower than the QYLD Sharpe Ratio of 2.78. The chart below compares the historical Sharpe Ratios of EGGY and QYLD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	EGGY	QYLD	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.65	2.78	-1.12
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	1.32	0.59	+0.73

Drawdowns

EGGY vs. QYLD - Drawdown Comparison

The maximum EGGY drawdown since its inception was -18.34%, smaller than the maximum QYLD drawdown of -24.75%. Use the drawdown chart below to compare losses from any high point for EGGY and QYLD.

Drawdown Indicators

	EGGY	QYLD	Difference
Max Drawdown Largest peak-to-trough decline	-18.34%	-24.75%	+6.41%
Max Drawdown (1Y) Largest decline over 1 year	-18.34%	-4.97%	-13.37%
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	-2.48%	-0.06%	-2.42%
Average Drawdown Average peak-to-trough decline	-5.24%	-3.84%	-1.40%
Ulcer Index Depth and duration of drawdowns from previous peaks	7.26%	0.85%	+6.41%

Volatility

EGGY vs. QYLD - Volatility Comparison

NestYield Dynamic Income ETF (EGGY) has a higher volatility of 12.23% compared to Global X NASDAQ 100 Covered Call ETF (QYLD) at 1.84%. This indicates that EGGY's price experiences larger fluctuations and is considered to be riskier than QYLD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	EGGY	QYLD	Difference
Volatility (1M) Calculated over the trailing 1-month period	12.23%	1.84%	+10.39%
Volatility (6M) Calculated over the trailing 6-month period	23.98%	7.12%	+16.86%
Volatility (1Y) Calculated over the trailing 1-year period	29.06%	8.57%	+20.49%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	28.62%	14.70%	+13.92%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	28.62%	15.49%	+13.13%

EGGY vs. QYLD - Expense Ratio Comparison

EGGY has a 0.95% expense ratio, which is higher than QYLD's 0.60% expense ratio.

Dividends

EGGY vs. QYLD - Dividend Comparison

EGGY's dividend yield for the trailing twelve months is around 26.05%, more than QYLD's 11.46% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
EGGY NestYield Dynamic Income ETF	26.05%	28.26%	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 EGGY and QYLD in my portfolio?

EGGY and QYLD have a correlation of 0.62, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, EGGY or QYLD?

EGGY has higher volatility (12.23%) compared to QYLD (1.84%). In terms of maximum drawdown, EGGY dropped -18.34% vs QYLD's -24.75%.

Which ETF is better, EGGY or QYLD?

On 1-year performance, EGGY leads with 47.78% vs 23.70% for QYLD. On fees, QYLD is cheaper at 0.60% per year. On volatility, QYLD has been the lower-risk option at 1.84%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, EGGY or QYLD?

Over the 1-year period, EGGY has performed better with a 47.78% return vs 23.70%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, EGGY or QYLD?

QYLD is cheaper with a 0.60% expense ratio, compared with 0.95% for EGGY.

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

EGGY has the higher dividend yield at 26.05%, compared with 11.46% for QYLD.

What is the main difference between EGGY and QYLD?

EGGY is categorized as Derivative Income, while QYLD is Nasdaq-100. They also come from different issuers: NestYield and Global X. Their fees differ too: 0.95% for EGGY and 0.60% for QYLD.

Which has better risk-adjusted returns?

QYLD currently has the higher Sharpe Ratio (2.78 vs 1.65), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.