EUNY.DE vs. QYLE.DE
EUNY.DE (iShares Emerging Markets Dividend UCITS ETF) and QYLE.DE (Global X Nasdaq 100 Covered Call UCITS ETF D) are both exchange-traded funds - EUNY.DE is a Emerging Markets Equities fund tracking the Dow Jones Emerging Markets Select Dividend, while QYLE.DE is a Nasdaq-100 fund tracking the Cboe Nasdaq-100 BuyWrite. Both are passively managed. Over the past 3 years, EUNY.DE returned 17.26%/yr vs 12.74%/yr for QYLE.DE. At a 0.26 correlation, their price movements are largely independent. EUNY.DE charges 0.65%/yr vs 0.45%/yr for QYLE.DE.
Performance
EUNY.DE vs. QYLE.DE - Performance Comparison
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Returns By Period
In the year-to-date period, EUNY.DE achieves a 11.46% return, which is significantly higher than QYLE.DE's 6.53% return.
EUNY.DE
- 1D
- -0.55%
- 1M
- -1.57%
- YTD
- 11.46%
- 6M
- 10.81%
- 1Y
- 25.49%
- 3Y*
- 17.26%
- 5Y*
- 5.28%
- 10Y*
- 7.14%
QYLE.DE
- 1D
- -1.00%
- 1M
- 2.37%
- YTD
- 6.53%
- 6M
- 7.35%
- 1Y
- 16.23%
- 3Y*
- 12.74%
- 5Y*
- —
- 10Y*
- —
EUNY.DE vs. QYLE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
EUNY.DE iShares Emerging Markets Dividend UCITS ETF | 11.46% | 13.97% | 12.39% | 15.37% | 1.73% |
QYLE.DE Global X Nasdaq 100 Covered Call UCITS ETF D | 6.53% | -7.62% | 37.36% | 30.02% | -5.59% |
Correlation
The correlation between EUNY.DE and QYLE.DE is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.28 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.27 |
Correlation (All Time) Calculated using the full available price history since Nov 24, 2022 | 0.26 |
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Return for Risk
EUNY.DE vs. QYLE.DE — Risk / Return Rank
EUNY.DE
QYLE.DE
EUNY.DE vs. QYLE.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Emerging Markets Dividend UCITS ETF (EUNY.DE) and Global X Nasdaq 100 Covered Call UCITS ETF D (QYLE.DE). 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.
| EUNY.DE | QYLE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.45 | ||
| Sortino ratioReturn per unit of downside risk | +0.62 | ||
| Omega ratioGain probability vs. loss probability | 1.38 | 1.30 | +0.08 |
| Calmar ratioReturn relative to maximum drawdown | 6.17 | 3.87 | +2.30 |
| Martin ratioReturn relative to average drawdown | 16.86 | 10.46 | +6.40 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| EUNY.DE | QYLE.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.13 | 1.68 | +0.45 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.34 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.42 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.22 | 1.16 | -0.93 |
Drawdowns
EUNY.DE vs. QYLE.DE - Drawdown Comparison
The maximum EUNY.DE drawdown since its inception was -40.65%, which is greater than QYLE.DE's maximum drawdown of -24.06%. Use the drawdown chart below to compare losses from any high point for EUNY.DE and QYLE.DE.
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Drawdown Indicators
| EUNY.DE | QYLE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.65% | -24.06% | -16.59% |
Max Drawdown (1Y)Largest decline over 1 year | -4.11% | -4.17% | +0.06% |
Max Drawdown (3Y)Largest decline over 3 years | -15.70% | -24.06% | +8.36% |
Max Drawdown (5Y)Largest decline over 5 years | -31.43% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -36.29% | — | — |
Current DrawdownCurrent decline from peak | -2.82% | -5.04% | +2.22% |
Average DrawdownAverage peak-to-trough decline | -12.34% | -5.68% | -6.66% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.51% | 1.55% | -0.04% |
Volatility
EUNY.DE vs. QYLE.DE - Volatility Comparison
iShares Emerging Markets Dividend UCITS ETF (EUNY.DE) has a higher volatility of 4.52% compared to Global X Nasdaq 100 Covered Call UCITS ETF D (QYLE.DE) at 2.32%. This indicates that EUNY.DE's price experiences larger fluctuations and is considered to be riskier than QYLE.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EUNY.DE | QYLE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.52% | 2.32% | +2.20% |
Volatility (6M)Calculated over the trailing 6-month period | 9.70% | 6.14% | +3.56% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.90% | 9.63% | +2.27% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.58% | 13.25% | +2.33% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.73% | 13.25% | +3.48% |
EUNY.DE vs. QYLE.DE - Expense Ratio Comparison
EUNY.DE has a 0.65% expense ratio, which is higher than QYLE.DE's 0.45% expense ratio.
Dividends
EUNY.DE vs. QYLE.DE - Dividend Comparison
EUNY.DE's dividend yield for the trailing twelve months is around 5.32%, less than QYLE.DE's 8.84% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EUNY.DE iShares Emerging Markets Dividend UCITS ETF | 5.32% | 5.82% | 7.72% | 8.04% | 9.56% | 6.35% | 5.09% | 5.57% | 5.65% | 4.09% | 4.35% | 6.37% |
QYLE.DE Global X Nasdaq 100 Covered Call UCITS ETF D | 8.84% | 10.67% | 15.00% | 20.20% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
EUNY.DE and QYLE.DE have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, QYLE.DE is cheaper at 0.45% per year. The better choice depends on whether you care most about return, fees, risk, or income.
QYLE.DE is cheaper with a 0.45% expense ratio, compared with 0.65% for EUNY.DE.
EUNY.DE is categorized as Emerging Markets Equities, while QYLE.DE is Nasdaq-100. EUNY.DE tracks Dow Jones Emerging Markets Select Dividend, while QYLE.DE tracks Cboe Nasdaq-100 BuyWrite. They also come from different issuers: iShares and Global X. Their fees differ too: 0.65% for EUNY.DE and 0.45% for QYLE.DE.
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