FTGQ.DE vs. QYLE.DE
FTGQ.DE (First Trust Vest Nasdaq-100 Moderate Buffer UCITS ETF December Class A Accumulation) and QYLE.DE (Global X Nasdaq 100 Covered Call UCITS ETF D) are both Nasdaq-100 funds. FTGQ.DE is actively managed, while QYLE.DE is passively managed. Over the past year, FTGQ.DE returned 16.15% vs 16.40% for QYLE.DE. A 0.70 correlation means they provide meaningful diversification when combined. FTGQ.DE charges 0.90%/yr vs 0.45%/yr for QYLE.DE.
Performance
FTGQ.DE vs. QYLE.DE - Performance Comparison
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Returns By Period
In the year-to-date period, FTGQ.DE achieves a 7.60% return, which is significantly higher than QYLE.DE's 6.53% return.
FTGQ.DE
- 1D
- -0.17%
- 1M
- 2.82%
- YTD
- 7.60%
- 6M
- 7.77%
- 1Y
- 16.15%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
QYLE.DE
- 1D
- -1.00%
- 1M
- 2.58%
- YTD
- 6.53%
- 6M
- 7.45%
- 1Y
- 16.40%
- 3Y*
- 12.74%
- 5Y*
- —
- 10Y*
- —
FTGQ.DE vs. QYLE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
FTGQ.DE First Trust Vest Nasdaq-100 Moderate Buffer UCITS ETF December Class A Accumulation | 7.60% | 1.05% | -3.86% |
QYLE.DE Global X Nasdaq 100 Covered Call UCITS ETF D | 6.53% | -7.62% | -0.23% |
Correlation
The correlation between FTGQ.DE and QYLE.DE is 0.72, 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 | 0.72 |
Correlation (All Time) Calculated using the full available price history since Dec 27, 2024 | 0.70 |
The correlation between FTGQ.DE and QYLE.DE has been stable across timeframes, ranging from 0.70 to 0.72 - a consistent structural relationship.
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Return for Risk
FTGQ.DE vs. QYLE.DE — Risk / Return Rank
FTGQ.DE
QYLE.DE
FTGQ.DE vs. QYLE.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for First Trust Vest Nasdaq-100 Moderate Buffer UCITS ETF December Class A Accumulation (FTGQ.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.
| FTGQ.DE | QYLE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.18 | ||
| Sortino ratioReturn per unit of downside risk | +0.27 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.30 | +0.04 |
| Calmar ratioReturn relative to maximum drawdown | 4.23 | 3.87 | +0.36 |
| Martin ratioReturn relative to average drawdown | 11.47 | 10.46 | +1.01 |
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
| FTGQ.DE | QYLE.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.86 | 1.68 | +0.18 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.25 | 1.16 | -0.91 |
Drawdowns
FTGQ.DE vs. QYLE.DE - Drawdown Comparison
The maximum FTGQ.DE drawdown since its inception was -19.13%, smaller than the maximum QYLE.DE drawdown of -24.06%. Use the drawdown chart below to compare losses from any high point for FTGQ.DE and QYLE.DE.
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Drawdown Indicators
| FTGQ.DE | QYLE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.13% | -24.06% | +4.93% |
Max Drawdown (1Y)Largest decline over 1 year | -3.80% | -4.17% | +0.37% |
Max Drawdown (3Y)Largest decline over 3 years | — | -24.06% | — |
Current DrawdownCurrent decline from peak | -0.17% | -5.04% | +4.87% |
Average DrawdownAverage peak-to-trough decline | -5.88% | -5.68% | -0.20% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.41% | 1.55% | -0.14% |
Volatility
FTGQ.DE vs. QYLE.DE - Volatility Comparison
The current volatility for First Trust Vest Nasdaq-100 Moderate Buffer UCITS ETF December Class A Accumulation (FTGQ.DE) is 1.30%, while Global X Nasdaq 100 Covered Call UCITS ETF D (QYLE.DE) has a volatility of 2.32%. This indicates that FTGQ.DE experiences smaller price fluctuations and is considered to be less risky 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
| FTGQ.DE | QYLE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.30% | 2.32% | -1.02% |
Volatility (6M)Calculated over the trailing 6-month period | 5.09% | 6.14% | -1.05% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.64% | 9.63% | -0.99% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.69% | 13.25% | -0.56% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.69% | 13.25% | -0.56% |
FTGQ.DE vs. QYLE.DE - Expense Ratio Comparison
FTGQ.DE has a 0.90% expense ratio, which is higher than QYLE.DE's 0.45% expense ratio.
Dividends
FTGQ.DE vs. QYLE.DE - Dividend Comparison
FTGQ.DE has not paid dividends to shareholders, while QYLE.DE's dividend yield for the trailing twelve months is around 8.84%.
| Position | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
FTGQ.DE First Trust Vest Nasdaq-100 Moderate Buffer UCITS ETF December Class A Accumulation | 0.00% | 0.00% | 0.00% | 0.00% |
QYLE.DE Global X Nasdaq 100 Covered Call UCITS ETF D | 8.84% | 10.67% | 15.00% | 20.20% |
Frequently Asked Questions
FTGQ.DE and QYLE.DE have a correlation of 0.72, 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 0.90% for FTGQ.DE.
They also come from different issuers: First Trust and Global X. Their fees differ too: 0.90% for FTGQ.DE and 0.45% for QYLE.DE.
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