PortfoliosLab logoPortfoliosLab logo
HYLD vs. QQCL.TO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

HYLD vs. QQCL.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in High Yield ETF (HYLD) and Global X Enhanced NASDAQ-100 Covered Call ETF (QQCL.TO). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

HYLD vs. QQCL.TO - Yearly Performance Comparison


2026 (YTD)202520242023
HYLD
High Yield ETF
0.00%0.00%0.00%0.00%
QQCL.TO
Global X Enhanced NASDAQ-100 Covered Call ETF
-5.89%18.52%30.22%8.23%
Different Trading Currencies

HYLD is traded in USD, while QQCL.TO is traded in CAD. To make them comparable, the QQCL.TO values have been converted to USD using the latest available exchange rates.

Returns By Period


HYLD

1D
1M
YTD
6M
1Y
3Y*
5Y*
10Y*

QQCL.TO

1D
2.75%
1M
-5.77%
YTD
-5.89%
6M
-2.41%
1Y
22.01%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


HYLD vs. QQCL.TO - Expense Ratio Comparison

HYLD has a 1.29% expense ratio, which is higher than QQCL.TO's 0.85% expense ratio.


Return for Risk

HYLD vs. QQCL.TO — Risk / Return Rank

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

HYLD

QQCL.TO
QQCL.TO Risk / Return Rank: 4848
Overall Rank
QQCL.TO Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
QQCL.TO Sortino Ratio Rank: 4545
Sortino Ratio Rank
QQCL.TO Omega Ratio Rank: 5151
Omega Ratio Rank
QQCL.TO Calmar Ratio Rank: 4949
Calmar Ratio Rank
QQCL.TO Martin Ratio Rank: 5151
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.

HYLD vs. QQCL.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for High Yield ETF (HYLD) and Global X Enhanced NASDAQ-100 Covered Call ETF (QQCL.TO). 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.

HYLD vs. QQCL.TO - Sharpe Ratio Comparison


Loading graphics...

Sharpe Ratios by Period


HYLDQQCL.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.90

Sharpe Ratio (All Time)

Calculated using the full available price history

0.96

Dividends

HYLD vs. QQCL.TO - Dividend Comparison

HYLD has not paid dividends to shareholders, while QQCL.TO's dividend yield for the trailing twelve months is around 14.48%.


TTM20252024202320222021202020192018201720162015
HYLD
High Yield ETF
0.00%0.00%0.00%4.67%7.86%6.45%7.52%7.46%7.97%7.18%6.59%10.87%
QQCL.TO
Global X Enhanced NASDAQ-100 Covered Call ETF
14.48%14.54%11.87%3.68%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

HYLD vs. QQCL.TO - Drawdown Comparison


Loading graphics...

Drawdown Indicators


HYLDQQCL.TODifference

Max Drawdown

Largest peak-to-trough decline

-25.63%

Max Drawdown (1Y)

Largest decline over 1 year

-16.21%

Current Drawdown

Current decline from peak

-8.32%

Average Drawdown

Average peak-to-trough decline

-3.48%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.04%

Volatility

HYLD vs. QQCL.TO - Volatility Comparison


Loading graphics...

Volatility by Period


HYLDQQCL.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

7.01%

Volatility (6M)

Calculated over the trailing 6-month period

12.98%

Volatility (1Y)

Calculated over the trailing 1-year period

24.51%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.06%