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

Performance

METY.L vs. QYLD.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in IncomeShares META Options ETP (METY.L) and Global X Nasdaq 100 Covered Call UCITS ETF USD (Dist) (QYLD.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, METY.L achieves a -17.05% return, which is significantly lower than QYLD.L's 4.70% return.


METY.L

1D
0.00%
1M
11.42%
6M
-12.15%
YTD
-17.05%
1Y
-22.10%
3Y*
5Y*
10Y*

QYLD.L

1D
-2.15%
1M
-2.53%
6M
3.85%
YTD
4.70%
1Y
16.20%
3Y*
11.90%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

METY.L vs. QYLD.L - Yearly Performance Comparison


2026 (YTD)20252024
METY.L
IncomeShares META Options ETP
-17.05%6.34%0.58%
QYLD.L
Global X Nasdaq 100 Covered Call UCITS ETF USD (Dist)
4.70%5.36%8.45%

Correlation

The correlation between METY.L and QYLD.L is 0.39, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.39

Correlation (All Time)
Calculated using the full available price history since Oct 11, 2024

0.38

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Return for Risk

METY.L vs. QYLD.L — Risk / Return Rank

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

METY.L
METY.L Risk / Return Rank: 55
Overall Rank
METY.L Sharpe Ratio Rank: 44
Sharpe Ratio Rank
METY.L Sortino Ratio Rank: 44
Sortino Ratio Rank
METY.L Omega Ratio Rank: 44
Omega Ratio Rank
METY.L Calmar Ratio Rank: 55
Calmar Ratio Rank
METY.L Martin Ratio Rank: 55
Martin Ratio Rank

QYLD.L
QYLD.L Risk / Return Rank: 7676
Overall Rank
QYLD.L Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
QYLD.L Sortino Ratio Rank: 6666
Sortino Ratio Rank
QYLD.L Omega Ratio Rank: 7575
Omega Ratio Rank
QYLD.L Calmar Ratio Rank: 8585
Calmar Ratio Rank
QYLD.L Martin Ratio Rank: 9090
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.

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

This table presents a comparison of risk-adjusted performance metrics for IncomeShares META Options ETP (METY.L) and Global X Nasdaq 100 Covered Call UCITS ETF USD (Dist) (QYLD.L). 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.


METY.LQYLD.LDifference
Sharpe ratioReturn per unit of total volatility

-2.29

Sortino ratioReturn per unit of downside risk

-3.14

Omega ratioGain probability vs. loss probability

0.89

1.33

-0.44

Calmar ratioReturn relative to maximum drawdown

-0.53

3.44

-3.97

Martin ratioReturn relative to average drawdown

-0.89

15.06

-15.95

METY.L vs. QYLD.L - Sharpe Ratio Comparison

The current METY.L Sharpe Ratio is -0.68, which is lower than the QYLD.L Sharpe Ratio of 1.61. The chart below compares the historical Sharpe Ratios of METY.L and QYLD.L, 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

METY.L vs. QYLD.L - Drawdown Comparison

The maximum METY.L drawdown since its inception was -41.54%, which is greater than QYLD.L's maximum drawdown of -21.59%. Use the drawdown chart below to compare losses from any high point for METY.L and QYLD.L.


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Drawdown Indicators


METY.LQYLD.LDifference

Max Drawdown

Largest peak-to-trough decline

-41.54%

-21.59%

-19.95%

Max Drawdown (1Y)

Largest decline over 1 year

-41.54%

-4.68%

-36.86%

Max Drawdown (3Y)

Largest decline over 3 years

-21.59%

Current Drawdown

Current decline from peak

-31.57%

-3.81%

-27.76%

Average Drawdown

Average peak-to-trough decline

-16.26%

-2.76%

-13.50%

Ulcer Index

Depth and duration of drawdowns from previous peaks

24.86%

1.07%

+23.79%

Volatility

METY.L vs. QYLD.L - Volatility Comparison

IncomeShares META Options ETP (METY.L) has a higher volatility of 12.28% compared to Global X Nasdaq 100 Covered Call UCITS ETF USD (Dist) (QYLD.L) at 5.08%. This indicates that METY.L's price experiences larger fluctuations and is considered to be riskier than QYLD.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


METY.LQYLD.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.28%

5.08%

+7.20%

Volatility (6M)

Calculated over the trailing 6-month period

26.32%

8.46%

+17.86%

Volatility (1Y)

Calculated over the trailing 1-year period

32.35%

9.99%

+22.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

31.68%

16.29%

+15.39%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

31.68%

16.29%

+15.39%

METY.L vs. QYLD.L - Expense Ratio Comparison

METY.L has a 0.55% expense ratio, which is higher than QYLD.L's 0.45% expense ratio.


Dividends

METY.L vs. QYLD.L - Dividend Comparison

METY.L's dividend yield for the trailing twelve months is around 20.51%, more than QYLD.L's 11.85% yield.


PositionTTM202520242023
METY.L
IncomeShares META Options ETP
20.51%19.94%3.15%0.00%
QYLD.L
Global X Nasdaq 100 Covered Call UCITS ETF USD (Dist)
11.85%11.41%12.28%10.88%

Frequently Asked Questions


METY.L and QYLD.L have a correlation of 0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, QYLD.L is cheaper at 0.45% per year. The better choice depends on whether you care most about return, fees, risk, or income.

QYLD.L is cheaper with a 0.45% expense ratio, compared with 0.55% for METY.L.

METY.L is categorized as Derivative Income, while QYLD.L is Nasdaq-100. They also come from different issuers: Leverage Shares and Global X. Their fees differ too: 0.55% for METY.L and 0.45% for QYLD.L.

Portfolio Optimizer

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