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ETW vs. QQQX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ETW vs. QQQX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Eaton Vance Tax-Managed Global Buy-Write Opportunities Fund (ETW) and Nuveen NASDAQ 100 Dynamic Overwrite Fund (QQQX). The values are adjusted to include any dividend payments, if applicable.

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ETW vs. QQQX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ETW
Eaton Vance Tax-Managed Global Buy-Write Opportunities Fund
-1.13%20.10%19.03%9.34%-23.87%25.36%3.24%18.87%-12.10%30.42%
QQQX
Nuveen NASDAQ 100 Dynamic Overwrite Fund
-0.51%14.87%25.61%21.68%-27.39%25.32%15.75%28.83%-11.68%39.19%

Fundamentals

Market Cap

ETW:

$968.69M

QQQX:

$1.39B

EPS

ETW:

$2.74

QQQX:

$7.57

PE Ratio

ETW:

3.26

QQQX:

3.75

PEG Ratio

ETW:

0.09

QQQX:

0.43

PS Ratio

ETW:

5.71

QQQX:

8.63

PB Ratio

ETW:

0.87

QQQX:

1.01

Total Revenue (TTM)

ETW:

$169.79M

QQQX:

$160.60M

Gross Profit (TTM)

ETW:

$121.86M

QQQX:

$152.14M

EBITDA (TTM)

ETW:

$296.96M

QQQX:

$369.75M

Returns By Period

In the year-to-date period, ETW achieves a -1.13% return, which is significantly lower than QQQX's -0.51% return. Over the past 10 years, ETW has underperformed QQQX with an annualized return of 7.94%, while QQQX has yielded a comparatively higher 11.87% annualized return.


ETW

1D
1.59%
1M
-4.90%
YTD
-1.13%
6M
2.63%
1Y
18.63%
3Y*
13.24%
5Y*
6.18%
10Y*
7.94%

QQQX

1D
4.05%
1M
1.77%
YTD
-0.51%
6M
4.98%
1Y
26.55%
3Y*
13.53%
5Y*
8.16%
10Y*
11.87%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

ETW vs. QQQX — Risk / Return Rank

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

ETW
ETW Risk / Return Rank: 7474
Overall Rank
ETW Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
ETW Sortino Ratio Rank: 6969
Sortino Ratio Rank
ETW Omega Ratio Rank: 7474
Omega Ratio Rank
ETW Calmar Ratio Rank: 6969
Calmar Ratio Rank
ETW Martin Ratio Rank: 8383
Martin Ratio Rank

QQQX
QQQX Risk / Return Rank: 7878
Overall Rank
QQQX Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
QQQX Sortino Ratio Rank: 7373
Sortino Ratio Rank
QQQX Omega Ratio Rank: 7575
Omega Ratio Rank
QQQX Calmar Ratio Rank: 8484
Calmar Ratio Rank
QQQX Martin Ratio Rank: 9191
Martin Ratio Rank
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.

ETW vs. QQQX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Eaton Vance Tax-Managed Global Buy-Write Opportunities Fund (ETW) and Nuveen NASDAQ 100 Dynamic Overwrite Fund (QQQX). 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.


ETWQQQXDifference

Sharpe ratio

Return per unit of total volatility

1.02

1.26

-0.24

Sortino ratio

Return per unit of downside risk

1.60

1.87

-0.26

Omega ratio

Gain probability vs. loss probability

1.25

1.29

-0.05

Calmar ratio

Return relative to maximum drawdown

1.45

2.10

-0.64

Martin ratio

Return relative to average drawdown

7.33

10.38

-3.05

ETW vs. QQQX - Sharpe Ratio Comparison

The current ETW Sharpe Ratio is 1.02, which is comparable to the QQQX Sharpe Ratio of 1.26. The chart below compares the historical Sharpe Ratios of ETW and QQQX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


ETWQQQXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.02

1.26

-0.24

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.37

0.41

-0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.40

0.57

-0.16

Sharpe Ratio (All Time)

Calculated using the full available price history

0.33

0.46

-0.12

Correlation

The correlation between ETW and QQQX is 0.65, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

ETW vs. QQQX - Dividend Comparison

ETW's dividend yield for the trailing twelve months is around 8.93%, more than QQQX's 8.27% yield.


TTM20252024202320222021202020192018201720162015
ETW
Eaton Vance Tax-Managed Global Buy-Write Opportunities Fund
8.93%8.64%9.17%8.99%10.87%7.80%9.01%8.41%11.46%9.27%11.59%10.40%
QQQX
Nuveen NASDAQ 100 Dynamic Overwrite Fund
8.27%7.85%6.73%7.26%9.66%5.85%6.00%6.49%8.40%5.95%7.54%7.23%

Drawdowns

ETW vs. QQQX - Drawdown Comparison

The maximum ETW drawdown since its inception was -54.13%, smaller than the maximum QQQX drawdown of -57.25%. Use the drawdown chart below to compare losses from any high point for ETW and QQQX.


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Drawdown Indicators


ETWQQQXDifference

Max Drawdown

Largest peak-to-trough decline

-54.13%

-57.25%

+3.12%

Max Drawdown (1Y)

Largest decline over 1 year

-12.62%

-12.93%

+0.31%

Max Drawdown (5Y)

Largest decline over 5 years

-27.94%

-29.33%

+1.39%

Max Drawdown (10Y)

Largest decline over 10 years

-47.96%

-35.96%

-12.00%

Current Drawdown

Current decline from peak

-5.50%

-0.86%

-4.64%

Average Drawdown

Average peak-to-trough decline

-7.75%

-8.09%

+0.34%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.50%

2.61%

-0.11%

Volatility

ETW vs. QQQX - Volatility Comparison

The current volatility for Eaton Vance Tax-Managed Global Buy-Write Opportunities Fund (ETW) is 6.68%, while Nuveen NASDAQ 100 Dynamic Overwrite Fund (QQQX) has a volatility of 8.15%. This indicates that ETW experiences smaller price fluctuations and is considered to be less risky than QQQX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ETWQQQXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.68%

8.15%

-1.47%

Volatility (6M)

Calculated over the trailing 6-month period

9.65%

11.99%

-2.34%

Volatility (1Y)

Calculated over the trailing 1-year period

18.27%

21.13%

-2.86%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.75%

19.80%

-3.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.83%

21.05%

-1.22%