HIGH vs. QYLE

Last updated Apr 1, 2026

Compare and contrast key facts about Simplify Enhanced Income ETF (HIGH) and Global X NASDAQ 100 ESG Covered Call ETF (QYLE).

HIGH and QYLE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. HIGH is an actively managed fund by Simplify. It was launched on Oct 27, 2022. 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

HIGH vs. QYLE - Performance Comparison

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

HIGH vs. QYLE - Yearly Performance Comparison

	2026 (YTD)
HIGH Simplify Enhanced Income ETF	-2.18%
QYLE Global X NASDAQ 100 ESG Covered Call ETF	0.00%

Returns By Period

HIGH

• 1D: -0.12%
• 1M: -0.90%
• YTD: -2.89%
• 6M: -4.38%
• 1Y: 4.90%
• 3Y*: 2.90%
• 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)

HIGH vs. QYLE - Expense Ratio Comparison

HIGH has a 0.51% expense ratio, which is lower than QYLE's 0.61% expense ratio.

QYLE

Global X NASDAQ 100 ESG Covered Call ETF

HIGH

Simplify Enhanced Income ETF

Return for Risk

HIGH vs. QYLE — Risk / Return Rank

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

HIGH

HIGH Risk / Return Rank: 23
HIGH Sharpe Ratio Rank: 21
HIGH Sortino Ratio Rank: 26
HIGH Omega Ratio Rank: 26
HIGH Calmar Ratio Rank: 25
HIGH Martin Ratio Rank: 19

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.

HIGH vs. QYLE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Simplify Enhanced Income ETF (HIGH) 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.

	HIGH	QYLE	Difference
Sharpe ratio Return per unit of total volatility	0.30	—	—
Sortino ratio Return per unit of downside risk	0.71	—	—
Omega ratio Gain probability vs. loss probability	1.09	—	—
Calmar ratio Return relative to maximum drawdown	0.51	—	—
Martin ratio Return relative to average drawdown	0.85	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	HIGH	QYLE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.30	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.32	—	—

Dividends

HIGH vs. QYLE - Dividend Comparison

HIGH's dividend yield for the trailing twelve months is around 8.15%, while QYLE has not paid dividends to shareholders.

	TTM	2025	2024	2023	2022
HIGH Simplify Enhanced Income ETF	8.15%	7.71%	8.34%	9.40%	0.62%
QYLE Global X NASDAQ 100 ESG Covered Call ETF	0.00%	0.00%	0.00%	0.00%	0.00%

Drawdowns

HIGH vs. QYLE - Drawdown Comparison

The maximum HIGH drawdown since its inception was -9.50%, which is greater than QYLE's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for HIGH and QYLE.

Drawdown Indicators

	HIGH	QYLE	Difference
Max Drawdown Largest peak-to-trough decline	-9.50%	0.00%	-9.50%
Max Drawdown (1Y) Largest decline over 1 year	-9.50%	—	—
Current Drawdown Current decline from peak	-9.46%	0.00%	-9.46%
Average Drawdown Average peak-to-trough decline	-2.07%	0.00%	-2.07%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.71%	—	—

Volatility

Volatility by Period

	HIGH	QYLE	Difference
Volatility (1M) Calculated over the trailing 1-month period	0.57%	—	—
Volatility (6M) Calculated over the trailing 6-month period	5.32%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	16.32%	0.00%	+16.32%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	9.75%	0.00%	+9.75%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	9.75%	0.00%	+9.75%