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IDVY.L vs. QYLD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

IDVY.L vs. QYLD

Last updated Jun 10, 2026

IDVY.L (iShares EURO Dividend UCITS) and QYLD (Global X NASDAQ 100 Covered Call ETF) are both exchange-traded funds - IDVY.L is a Europe Equities fund tracking the MSCI EMU NR EUR, while QYLD is a Nasdaq-100 fund tracking the CBOE NASDAQ-100 Buy Write V2. Both are passively managed. Over the past 10 years, IDVY.L returned 8.60%/yr vs 10.39%/yr for QYLD. At a 0.27 correlation, their price movements are largely independent. IDVY.L charges 0.40%/yr vs 0.60%/yr for QYLD.

Performance

IDVY.L vs. QYLD - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares EURO Dividend UCITS (IDVY.L) and Global X NASDAQ 100 Covered Call ETF (QYLD). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

IDVY.L is traded in GBp, while QYLD is traded in USD. To make them comparable, the QYLD values have been converted to GBp using the latest available exchange rates.

Returns By Period

The year-to-date returns for both investments are quite close, with IDVY.L having a 6.92% return and QYLD slightly higher at 6.99%. Over the past 10 years, IDVY.L has underperformed QYLD with an annualized return of 8.60%, while QYLD has yielded a comparatively higher 10.39% annualized return.

IDVY.L

1D
-0.05%
1M
1.87%
YTD
6.92%
6M
8.25%
1Y
23.35%
3Y*
20.36%
5Y*
9.09%
10Y*
8.60%

QYLD

1D
-1.05%
1M
1.35%
YTD
6.99%
6M
7.46%
1Y
22.84%
3Y*
10.82%
5Y*
9.29%
10Y*
10.39%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IDVY.L vs. QYLD - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
IDVY.L
iShares EURO Dividend UCITS		6.92%48.82%3.38%2.07%-8.05%15.68%-13.27%15.14%-9.98%13.82%
QYLD
Global X NASDAQ 100 Covered Call ETF		6.99%1.50%21.44%16.64%-9.45%11.46%5.53%18.03%2.68%8.52%

Correlation

The correlation between IDVY.L and QYLD is 0.14, which is low. Their price movements are largely independent, making them effective diversification partners.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.14

Correlation (3Y)
Calculated over the trailing 3-year period

0.08

Correlation (5Y)
Calculated over the trailing 5-year period

0.13

Correlation (10Y)
Calculated over the trailing 10-year period

0.23

Correlation (All Time)
Calculated using the full available price history since Dec 12, 2013

0.27

The correlation between IDVY.L and QYLD shifts across timeframes, from 0.08 (3 years) to 0.27 (all time), reflecting how their relationship changes across market environments.

IDVY.L vs. QYLD - Sectors Allocation Comparison

Sectors
IDVY.L
QYLD

Financial Services

47.1%
0.2%

Industrials

15.9%
2.8%

Consumer Cyclical

9.7%
12.3%

Utilities

8.6%
1.4%

Communication Services

5.8%
15.8%

Energy

5.0%
0.6%

Consumer Defensive

4.5%
7.7%

Healthcare

3.3%
4.2%

Basic Materials

-

1.1%

Real Estate

-

0.1%

Technology

-

53.8%

Financial Services

IDVY.L
47.1%
QYLD
0.2%

Industrials

IDVY.L
15.9%
QYLD
2.8%

Consumer Cyclical

IDVY.L
9.7%
QYLD
12.3%

Utilities

IDVY.L
8.6%
QYLD
1.4%

Communication Services

IDVY.L
5.8%
QYLD
15.8%

Energy

IDVY.L
5.0%
QYLD
0.6%

Consumer Defensive

IDVY.L
4.5%
QYLD
7.7%

Healthcare

IDVY.L
3.3%
QYLD
4.2%

Basic Materials

IDVY.L

-

QYLD
1.1%

Real Estate

IDVY.L

-

QYLD
0.1%

Technology

IDVY.L

-

QYLD
53.8%

Compare stocks, funds, or ETFs

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

iShares EURO Dividend UCITS

Global X NASDAQ 100 Covered Call ETF

Often compared with IDVY.L:
IDVY.L vs. EUDI.LIDVY.L vs. IUKD.LIDVY.L vs. CSX5.LIDVY.L vs. DGROIDVY.L vs. FEV.LIDVY.L vs. FLXD.LIDVY.L vs. DVY
Often compared with QYLD:
QYLD vs. JEPQQYLD vs. JEPIQYLD vs. QQQQYLD vs. XYLDQYLD vs. RYLDQYLD vs. SCHDQYLD vs. QYLG

Return for Risk

IDVY.L vs. QYLD — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
IDVY.L
IDVY.L Risk / Return Rank: 6464
Overall Rank
IDVY.L Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
IDVY.L Sortino Ratio Rank: 6666
Sortino Ratio Rank
IDVY.L Omega Ratio Rank: 7070
Omega Ratio Rank
IDVY.L Calmar Ratio Rank: 5858
Calmar Ratio Rank
IDVY.L Martin Ratio Rank: 5757
Martin Ratio Rank
QYLD
QYLD Risk / Return Rank: 8888
Overall Rank
QYLD Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
QYLD Sortino Ratio Rank: 8484
Sortino Ratio Rank
QYLD Omega Ratio Rank: 9191
Omega Ratio Rank
QYLD Calmar Ratio Rank: 8686
Calmar Ratio Rank
QYLD Martin Ratio Rank: 9494
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.

IDVY.L vs. QYLD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares EURO Dividend UCITS (IDVY.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.

IDVY.LQYLDDifference
Sharpe ratioReturn per unit of total volatility
1.95
2.45

-0.50

Sortino ratioReturn per unit of downside risk
2.67
3.32

-0.65

Omega ratioGain probability vs. loss probability

1.36

1.47

-0.11

Calmar ratioReturn relative to maximum drawdown

2.60

5.93

-3.33

Martin ratioReturn relative to average drawdown

8.88

21.16

-12.28

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

IDVY.L vs. QYLD - Sharpe Ratio Comparison

The current IDVY.L Sharpe Ratio is 1.95, which is comparable to the QYLD Sharpe Ratio of 2.45. The chart below compares the historical Sharpe Ratios of IDVY.L and QYLD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Sharpe Ratios by Period

IDVY.LQYLDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.95

2.45

-0.50

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.59

0.64

-0.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.49

0.62

-0.13

Sharpe Ratio (All Time)

Calculated using the full available price history

0.09

0.64

-0.55

Drawdowns

IDVY.L vs. QYLD - Drawdown Comparison

The maximum IDVY.L drawdown since its inception was -74.07%, which is greater than QYLD's maximum drawdown of -21.03%. Use the drawdown chart below to compare losses from any high point for IDVY.L and QYLD.

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Drawdown Indicators

IDVY.LQYLDDifference

Max Drawdown

Largest peak-to-trough decline

-74.07%

-21.03%

-53.04%

Max Drawdown (1Y)

Largest decline over 1 year

-8.95%

-3.87%

-5.08%

Max Drawdown (3Y)

Largest decline over 3 years

-10.50%

-20.96%

+10.46%

Max Drawdown (5Y)

Largest decline over 5 years

-20.98%

-20.96%

-0.02%

Max Drawdown (10Y)

Largest decline over 10 years

-39.12%

-21.03%

-18.09%

Current Drawdown

Current decline from peak

-1.45%

-1.23%

-0.22%

Average Drawdown

Average peak-to-trough decline

-33.84%

-3.73%

-30.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.62%

1.08%

+1.54%

Volatility

IDVY.L vs. QYLD - Volatility Comparison

The current volatility for iShares EURO Dividend UCITS (IDVY.L) is 2.43%, while Global X NASDAQ 100 Covered Call ETF (QYLD) has a volatility of 2.68%. This indicates that IDVY.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.

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Volatility by Period

IDVY.LQYLDDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.43%

2.68%

-0.25%

Volatility (6M)

Calculated over the trailing 6-month period

9.35%

7.12%

+2.23%

Volatility (1Y)

Calculated over the trailing 1-year period

11.93%

9.38%

+2.55%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.39%

14.64%

+0.75%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.41%

16.79%

+0.62%

IDVY.L vs. QYLD - Expense Ratio Comparison

IDVY.L has a 0.40% expense ratio, which is lower than QYLD's 0.60% expense ratio.

Dividends

IDVY.L vs. QYLD - Dividend Comparison

IDVY.L's dividend yield for the trailing twelve months is around 3.98%, less than QYLD's 11.64% yield.

PositionTTM20252024202320222021202020192018201720162015
IDVY.L
iShares EURO Dividend UCITS		3.98%4.28%5.94%5.75%5.08%3.76%3.59%5.03%4.68%3.85%3.69%3.93%
QYLD
Global X NASDAQ 100 Covered Call ETF		11.64%11.55%12.50%11.78%13.75%12.85%11.16%9.84%12.44%7.69%9.15%9.42%

Frequently Asked Questions

IDVY.L and QYLD have a correlation of 0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IDVY.L is cheaper at 0.40% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IDVY.L is cheaper with a 0.40% expense ratio, compared with 0.60% for QYLD.

IDVY.L is categorized as Europe Equities, while QYLD is Nasdaq-100. IDVY.L tracks MSCI EMU NR EUR, while QYLD tracks CBOE NASDAQ-100 Buy Write V2. They also come from different issuers: iShares and Global X. Their fees differ too: 0.40% for IDVY.L and 0.60% for QYLD.

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