MAGY vs. QYLE

Last updated Apr 1, 2026

Compare and contrast key facts about Roundhill Magnificent Seven Covered Call ETF (MAGY) and Global X NASDAQ 100 ESG Covered Call ETF (QYLE).

MAGY and QYLE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. MAGY is an actively managed fund by Roundhill. It was launched on Apr 23, 2025. 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

MAGY vs. QYLE - Performance Comparison

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

MAGY vs. QYLE - Yearly Performance Comparison

	2026 (YTD)
MAGY Roundhill Magnificent Seven Covered Call ETF	-6.39%
QYLE Global X NASDAQ 100 ESG Covered Call ETF	0.00%

Returns By Period

MAGY

• 1D: 2.97%
• 1M: -4.78%
• YTD: -9.64%
• 6M: -7.29%
• 1Y: —
• 3Y*: —
• 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)

MAGY vs. QYLE - Expense Ratio Comparison

MAGY has a 0.99% expense ratio, which is higher than QYLE's 0.61% expense ratio.

MAGY

Roundhill Magnificent Seven Covered Call ETF

QYLE

Global X NASDAQ 100 ESG Covered Call ETF

Return for Risk

MAGY vs. QYLE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Roundhill Magnificent Seven Covered Call ETF (MAGY) 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.

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

Sharpe Ratios by Period

	MAGY	QYLE	Difference
Sharpe Ratio (All Time) Calculated using the full available price history	1.06	—	—

Dividends

MAGY vs. QYLE - Dividend Comparison

MAGY's dividend yield for the trailing twelve months is around 37.14%, while QYLE has not paid dividends to shareholders.

	TTM	2025
MAGY Roundhill Magnificent Seven Covered Call ETF	37.14%	23.38%
QYLE Global X NASDAQ 100 ESG Covered Call ETF	0.00%	0.00%

Drawdowns

MAGY vs. QYLE - Drawdown Comparison

The maximum MAGY drawdown since its inception was -14.29%, which is greater than QYLE's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for MAGY and QYLE.

Drawdown Indicators

	MAGY	QYLE	Difference
Max Drawdown Largest peak-to-trough decline	-14.29%	0.00%	-14.29%
Current Drawdown Current decline from peak	-11.60%	0.00%	-11.60%
Average Drawdown Average peak-to-trough decline	-2.20%	0.00%	-2.20%

Volatility

Volatility by Period

	MAGY	QYLE	Difference
Volatility (1Y) Calculated over the trailing 1-year period	14.87%	0.00%	+14.87%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.87%	0.00%	+14.87%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.87%	0.00%	+14.87%