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IWDA.AS vs. QYLE.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IWDA.AS vs. QYLE.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Core MSCI World UCITS ETF USD (Acc) (IWDA.AS) and Global X Nasdaq 100 Covered Call UCITS ETF D (QYLE.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IWDA.AS achieves a 10.11% return, which is significantly higher than QYLE.DE's 6.53% return.


IWDA.AS

1D
1.59%
1M
1.50%
YTD
10.11%
6M
11.35%
1Y
23.74%
3Y*
16.75%
5Y*
12.46%
10Y*
12.98%

QYLE.DE

1D
-1.00%
1M
2.06%
YTD
6.53%
6M
7.92%
1Y
16.41%
3Y*
12.74%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IWDA.AS vs. QYLE.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022
IWDA.AS
iShares Core MSCI World UCITS ETF USD (Acc)
10.11%7.08%27.23%19.89%-6.24%
QYLE.DE
Global X Nasdaq 100 Covered Call UCITS ETF D
6.53%-7.62%37.36%30.02%-5.65%

Correlation

The correlation between IWDA.AS and QYLE.DE is 0.57, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.57

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

0.65

Correlation (All Time)
Calculated using the full available price history since Nov 23, 2022

0.64

The correlation between IWDA.AS and QYLE.DE has been stable across timeframes, ranging from 0.57 to 0.65 - a consistent structural relationship.

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Return for Risk

IWDA.AS vs. QYLE.DE — Risk / Return Rank

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

IWDA.AS
IWDA.AS Risk / Return Rank: 7878
Overall Rank
IWDA.AS Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
IWDA.AS Sortino Ratio Rank: 7676
Sortino Ratio Rank
IWDA.AS Omega Ratio Rank: 7676
Omega Ratio Rank
IWDA.AS Calmar Ratio Rank: 7979
Calmar Ratio Rank
IWDA.AS Martin Ratio Rank: 8282
Martin Ratio Rank

QYLE.DE
QYLE.DE Risk / Return Rank: 5757
Overall Rank
QYLE.DE Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
QYLE.DE Sortino Ratio Rank: 4949
Sortino Ratio Rank
QYLE.DE Omega Ratio Rank: 4949
Omega Ratio Rank
QYLE.DE Calmar Ratio Rank: 7878
Calmar Ratio Rank
QYLE.DE Martin Ratio Rank: 6060
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.

IWDA.AS vs. QYLE.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core MSCI World UCITS ETF USD (Acc) (IWDA.AS) and Global X Nasdaq 100 Covered Call UCITS ETF D (QYLE.DE). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


IWDA.ASQYLE.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.40

Sortino ratioReturn per unit of downside risk

+0.57

Omega ratioGain probability vs. loss probability

1.39

1.30

+0.09

Calmar ratioReturn relative to maximum drawdown

3.57

3.87

-0.30

Martin ratioReturn relative to average drawdown

14.14

10.46

+3.69

IWDA.AS vs. QYLE.DE - Sharpe Ratio Comparison

The current IWDA.AS Sharpe Ratio is 2.07, which is comparable to the QYLE.DE Sharpe Ratio of 1.68. The chart below compares the historical Sharpe Ratios of IWDA.AS and QYLE.DE, 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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Drawdowns

IWDA.AS vs. QYLE.DE - Drawdown Comparison

The maximum IWDA.AS drawdown since its inception was -33.63%, which is greater than QYLE.DE's maximum drawdown of -24.06%. Use the drawdown chart below to compare losses from any high point for IWDA.AS and QYLE.DE.


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Drawdown Indicators


IWDA.ASQYLE.DEDifference

Max Drawdown

Largest peak-to-trough decline

-33.63%

-24.06%

-9.57%

Max Drawdown (1Y)

Largest decline over 1 year

-6.45%

-4.17%

-2.28%

Max Drawdown (3Y)

Largest decline over 3 years

-21.59%

-24.06%

+2.47%

Max Drawdown (5Y)

Largest decline over 5 years

-21.59%

Max Drawdown (10Y)

Largest decline over 10 years

-33.63%

Current Drawdown

Current decline from peak

-1.19%

-5.04%

+3.85%

Average Drawdown

Average peak-to-trough decline

-4.24%

-5.67%

+1.43%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.64%

1.55%

+0.09%

Volatility

IWDA.AS vs. QYLE.DE - Volatility Comparison

iShares Core MSCI World UCITS ETF USD (Acc) (IWDA.AS) has a higher volatility of 3.07% compared to Global X Nasdaq 100 Covered Call UCITS ETF D (QYLE.DE) at 2.32%. This indicates that IWDA.AS's price experiences larger fluctuations and is considered to be riskier than QYLE.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IWDA.ASQYLE.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.07%

2.32%

+0.75%

Volatility (6M)

Calculated over the trailing 6-month period

7.94%

6.14%

+1.80%

Volatility (1Y)

Calculated over the trailing 1-year period

11.14%

9.63%

+1.51%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.12%

13.25%

+0.87%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.00%

13.25%

+1.75%

IWDA.AS vs. QYLE.DE - Expense Ratio Comparison

IWDA.AS has a 0.20% expense ratio, which is lower than QYLE.DE's 0.45% expense ratio.


Dividends

IWDA.AS vs. QYLE.DE - Dividend Comparison

IWDA.AS has not paid dividends to shareholders, while QYLE.DE's dividend yield for the trailing twelve months is around 8.84%.


PositionTTM202520242023
IWDA.AS
iShares Core MSCI World UCITS ETF USD (Acc)
0.00%0.00%0.00%0.00%
QYLE.DE
Global X Nasdaq 100 Covered Call UCITS ETF D
8.84%10.67%15.00%20.20%

Frequently Asked Questions


IWDA.AS and QYLE.DE have a correlation of 0.57, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IWDA.AS is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IWDA.AS is cheaper with a 0.20% expense ratio, compared with 0.45% for QYLE.DE.

IWDA.AS is categorized as Global Equities, while QYLE.DE is Nasdaq-100. IWDA.AS tracks MSCI World Index, while QYLE.DE tracks Cboe Nasdaq-100 BuyWrite. They also come from different issuers: iShares and Global X. Their fees differ too: 0.20% for IWDA.AS and 0.45% for QYLE.DE.

Portfolio Optimizer

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