GLDW vs. QYLE

Last updated Apr 1, 2026

Compare and contrast key facts about Roundhill Gold WeeklyPay ETF (GLDW) and Global X NASDAQ 100 ESG Covered Call ETF (QYLE).

GLDW and QYLE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. GLDW is an actively managed fund by State Street. It was launched on Oct 30, 2025. 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.

Performance

GLDW vs. QYLE - Performance Comparison

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

GLDW vs. QYLE - Yearly Performance Comparison

	2026 (YTD)
GLDW Roundhill Gold WeeklyPay ETF	-7.50%
QYLE Global X NASDAQ 100 ESG Covered Call ETF	0.00%

Returns By Period

GLDW

• 1D: 4.69%
• 1M: -13.64%
• YTD: 8.62%
• 6M: —
• 1Y: —
• 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)

GLDW vs. QYLE - Expense Ratio Comparison

GLDW has a 0.99% expense ratio, which is higher than QYLE's 0.61% expense ratio.

GLDW

Roundhill Gold WeeklyPay ETF

QYLE

Global X NASDAQ 100 ESG Covered Call ETF

Return for Risk

GLDW vs. QYLE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Roundhill Gold WeeklyPay ETF (GLDW) 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.

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

Sharpe Ratios by Period

	GLDW	QYLE	Difference
Sharpe Ratio (All Time) Calculated using the full available price history	1.13	—	—

Dividends

GLDW vs. QYLE - Dividend Comparison

GLDW's dividend yield for the trailing twelve months is around 12.11%, while QYLE has not paid dividends to shareholders.

	TTM	2025
GLDW Roundhill Gold WeeklyPay ETF	12.11%	3.75%
QYLE Global X NASDAQ 100 ESG Covered Call ETF	0.00%	0.00%

Drawdowns

GLDW vs. QYLE - Drawdown Comparison

The maximum GLDW drawdown since its inception was -23.59%, which is greater than QYLE's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for GLDW and QYLE.

Drawdown Indicators

	GLDW	QYLE	Difference
Max Drawdown Largest peak-to-trough decline	-23.59%	0.00%	-23.59%
Current Drawdown Current decline from peak	-16.66%	0.00%	-16.66%
Average Drawdown Average peak-to-trough decline	-5.11%	0.00%	-5.11%

Volatility

Volatility by Period

	GLDW	QYLE	Difference
Volatility (1Y) Calculated over the trailing 1-year period	41.26%	0.00%	+41.26%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	41.26%	0.00%	+41.26%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	41.26%	0.00%	+41.26%