NASD.L vs. QYLU.L
NASD.L (Lyxor Nasdaq-100 Ucits ETF Acc USD) and QYLU.L (Global X Nasdaq 100 Covered Call UCITS ETF USD (Acc)) are both Nasdaq-100 funds - NASD.L tracks the NASDAQ-100 Index while QYLU.L tracks the Cboe Nasdaq-100 BuyWrite v2 UCITS Index. Both are passively managed. Over the past 3 years, NASD.L returned 22.81%/yr vs 11.41%/yr for QYLU.L. A 0.71 correlation means they provide meaningful diversification when combined. NASD.L charges 0.30%/yr vs 0.45%/yr for QYLU.L.
Performance
NASD.L vs. QYLU.L - Performance Comparison
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Returns By Period
In the year-to-date period, NASD.L achieves a 12.60% return, which is significantly higher than QYLU.L's 4.87% return.
NASD.L
- 1D
- -2.22%
- 1M
- -5.09%
- 6M
- 11.98%
- YTD
- 12.60%
- 1Y
- 24.37%
- 3Y*
- 22.81%
- 5Y*
- 14.79%
- 10Y*
- 21.92%
QYLU.L
- 1D
- -2.37%
- 1M
- -2.67%
- 6M
- 3.99%
- YTD
- 4.87%
- 1Y
- 16.53%
- 3Y*
- 11.41%
- 5Y*
- —
- 10Y*
- —
NASD.L vs. QYLU.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
NASD.L Lyxor Nasdaq-100 Ucits ETF Acc USD | 12.60% | 19.86% | 26.83% | 56.40% | -6.19% |
QYLU.L Global X Nasdaq 100 Covered Call UCITS ETF USD (Acc) | 4.87% | 5.59% | 22.94% | 22.59% | -2.11% |
Correlation
The correlation between NASD.L and QYLU.L 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 | 0.69 |
Correlation (All Time) Calculated using the full available price history since Nov 22, 2022 | 0.71 |
The correlation between NASD.L and QYLU.L shifts across timeframes, from 0.57 (1 year) to 0.71 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
NASD.L vs. QYLU.L — Risk / Return Rank
NASD.L
QYLU.L
NASD.L vs. QYLU.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Lyxor Nasdaq-100 Ucits ETF Acc USD (NASD.L) and Global X Nasdaq 100 Covered Call UCITS ETF USD (Acc) (QYLU.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.
| NASD.L | QYLU.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.15 | ||
| Sortino ratioReturn per unit of downside risk | +0.19 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 1.23 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 2.22 | 3.31 | -1.09 |
| Martin ratioReturn relative to average drawdown | 7.36 | 11.23 | -3.87 |
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Drawdowns
NASD.L vs. QYLU.L - Drawdown Comparison
The maximum NASD.L drawdown since its inception was -41.96%, which is greater than QYLU.L's maximum drawdown of -19.93%. Use the drawdown chart below to compare losses from any high point for NASD.L and QYLU.L.
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Drawdown Indicators
| NASD.L | QYLU.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.96% | -19.93% | -22.03% |
Max Drawdown (1Y)Largest decline over 1 year | -10.93% | -4.97% | -5.96% |
Max Drawdown (3Y)Largest decline over 3 years | -22.36% | -19.93% | -2.43% |
Max Drawdown (5Y)Largest decline over 5 years | -35.01% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -35.01% | — | — |
Current DrawdownCurrent decline from peak | -6.65% | -3.70% | -2.95% |
Average DrawdownAverage peak-to-trough decline | -7.40% | -2.43% | -4.97% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.30% | 1.47% | +1.83% |
Volatility
NASD.L vs. QYLU.L - Volatility Comparison
Lyxor Nasdaq-100 Ucits ETF Acc USD (NASD.L) has a higher volatility of 6.57% compared to Global X Nasdaq 100 Covered Call UCITS ETF USD (Acc) (QYLU.L) at 5.42%. This indicates that NASD.L's price experiences larger fluctuations and is considered to be riskier than QYLU.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| NASD.L | QYLU.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.57% | 5.42% | +1.15% |
Volatility (6M)Calculated over the trailing 6-month period | 14.07% | 9.59% | +4.48% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.60% | 13.32% | +4.28% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.76% | 15.65% | +6.11% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.67% | 15.65% | +6.02% |
NASD.L vs. QYLU.L - Expense Ratio Comparison
NASD.L has a 0.30% expense ratio, which is lower than QYLU.L's 0.45% expense ratio.
Dividends
NASD.L vs. QYLU.L - Dividend Comparison
Neither NASD.L nor QYLU.L has paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
NASD.L Lyxor Nasdaq-100 Ucits ETF Acc USD | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.66% | 0.69% | 0.87% |
QYLU.L Global X Nasdaq 100 Covered Call UCITS ETF USD (Acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
NASD.L and QYLU.L 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, NASD.L is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.
NASD.L is cheaper with a 0.30% expense ratio, compared with 0.45% for QYLU.L.
NASD.L tracks NASDAQ-100 Index, while QYLU.L tracks Cboe Nasdaq-100 BuyWrite v2 UCITS Index. They also come from different issuers: Amundi and Global X. Their fees differ too: 0.30% for NASD.L and 0.45% for QYLU.L.
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