HYUS.L vs. QYLD
Compare and contrast key facts about iShares Broad USD High Yield Corporate Bond UCITS ETF USD (Dist) (HYUS.L) and Global X NASDAQ 100 Covered Call ETF (QYLD).
HYUS.L and QYLD are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. HYUS.L is a passively managed fund by iShares that tracks the performance of the Bloomberg US Corporate High Yield TR USD. It was launched on Apr 5, 2022. QYLD is a passively managed fund by Global X that tracks the performance of the CBOE NASDAQ-100 Buy Write V2. It was launched on Dec 12, 2013. Both HYUS.L and QYLD are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
HYUS.L vs. QYLD - Performance Comparison
Loading graphics...
HYUS.L vs. QYLD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
HYUS.L iShares Broad USD High Yield Corporate Bond UCITS ETF USD (Dist) | -0.54% | 8.62% | 8.28% | 12.85% | -5.88% |
QYLD Global X NASDAQ 100 Covered Call ETF | 0.61% | 9.28% | 19.35% | 22.77% | -16.88% |
Returns By Period
In the year-to-date period, HYUS.L achieves a -0.54% return, which is significantly lower than QYLD's 0.61% return.
HYUS.L
- 1D
- 0.41%
- 1M
- -0.50%
- YTD
- -0.54%
- 6M
- 1.14%
- 1Y
- 7.13%
- 3Y*
- 8.56%
- 5Y*
- —
- 10Y*
- —
QYLD
- 1D
- 0.58%
- 1M
- -1.11%
- YTD
- 0.61%
- 6M
- 7.46%
- 1Y
- 16.36%
- 3Y*
- 13.19%
- 5Y*
- 7.01%
- 10Y*
- 8.96%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
HYUS.L vs. QYLD - Expense Ratio Comparison
HYUS.L has a 0.20% expense ratio, which is lower than QYLD's 0.60% expense ratio.
Return for Risk
HYUS.L vs. QYLD — Risk / Return Rank
HYUS.L
QYLD
HYUS.L vs. QYLD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Broad USD High Yield Corporate Bond UCITS ETF USD (Dist) (HYUS.L) and Global X NASDAQ 100 Covered Call ETF (QYLD). 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.
| HYUS.L | QYLD | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.32 | 1.00 | +0.32 |
Sortino ratioReturn per unit of downside risk | 1.89 | 1.61 | +0.28 |
Omega ratioGain probability vs. loss probability | 1.30 | 1.31 | -0.02 |
Calmar ratioReturn relative to maximum drawdown | 2.21 | 1.57 | +0.64 |
Martin ratioReturn relative to average drawdown | 11.01 | 10.32 | +0.68 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| HYUS.L | QYLD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.32 | 1.00 | +0.32 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.47 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.58 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.83 | 0.56 | +0.27 |
Correlation
The correlation between HYUS.L and QYLD is 0.34, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
HYUS.L vs. QYLD - Dividend Comparison
HYUS.L's dividend yield for the trailing twelve months is around 7.49%, less than QYLD's 11.85% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HYUS.L iShares Broad USD High Yield Corporate Bond UCITS ETF USD (Dist) | 7.49% | 7.38% | 7.54% | 6.30% | 1.52% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
QYLD Global X NASDAQ 100 Covered Call ETF | 11.85% | 11.55% | 12.50% | 11.78% | 13.75% | 12.85% | 11.16% | 9.84% | 12.44% | 7.69% | 9.15% | 9.42% |
Drawdowns
HYUS.L vs. QYLD - Drawdown Comparison
The maximum HYUS.L drawdown since its inception was -10.49%, smaller than the maximum QYLD drawdown of -24.75%. Use the drawdown chart below to compare losses from any high point for HYUS.L and QYLD.
Loading graphics...
Drawdown Indicators
| HYUS.L | QYLD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -10.49% | -24.75% | +14.26% |
Max Drawdown (1Y)Largest decline over 1 year | -4.22% | -10.84% | +6.62% |
Max Drawdown (5Y)Largest decline over 5 years | — | -24.61% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -24.75% | — |
Current DrawdownCurrent decline from peak | -1.21% | -1.84% | +0.63% |
Average DrawdownAverage peak-to-trough decline | -1.72% | -3.89% | +2.17% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.64% | 1.65% | -1.01% |
Volatility
HYUS.L vs. QYLD - Volatility Comparison
The current volatility for iShares Broad USD High Yield Corporate Bond UCITS ETF USD (Dist) (HYUS.L) is 1.57%, while Global X NASDAQ 100 Covered Call ETF (QYLD) has a volatility of 4.90%. This indicates that HYUS.L experiences smaller price fluctuations and is considered to be less risky than QYLD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| HYUS.L | QYLD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.57% | 4.90% | -3.33% |
Volatility (6M)Calculated over the trailing 6-month period | 2.80% | 7.50% | -4.70% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.37% | 16.43% | -11.06% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.76% | 14.84% | -8.08% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.76% | 15.51% | -8.75% |