NFLP vs. QYLE

Last updated Apr 2, 2026

Compare and contrast key facts about Kurv Yield Premium Strategy Netflix ETF (NFLP) and Global X NASDAQ 100 ESG Covered Call ETF (QYLE).

NFLP and QYLE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. NFLP is an actively managed fund by Kurv. It was launched on Oct 26, 2023. 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

NFLP vs. QYLE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Kurv Yield Premium Strategy Netflix ETF (NFLP) and Global X NASDAQ 100 ESG Covered Call ETF (QYLE). The values are adjusted to include any dividend payments, if applicable.

NFLP vs. QYLE - Yearly Performance Comparison

	2026 (YTD)
NFLP Kurv Yield Premium Strategy Netflix ETF	15.24%
QYLE Global X NASDAQ 100 ESG Covered Call ETF	0.00%

Returns By Period

NFLP

• 1D: -0.60%
• 1M: -2.40%
• YTD: -0.30%
• 6M: -19.26%
• 1Y: -5.11%
• 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)

NFLP vs. QYLE - Expense Ratio Comparison

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

NFLP

Kurv Yield Premium Strategy Netflix ETF

QYLE

Global X NASDAQ 100 ESG Covered Call ETF

Return for Risk

NFLP vs. QYLE — Risk / Return Rank

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

NFLP

NFLP Risk / Return Rank: 9
NFLP Sharpe Ratio Rank: 9
NFLP Sortino Ratio Rank: 9
NFLP Omega Ratio Rank: 9
NFLP Calmar Ratio Rank: 10
NFLP Martin Ratio Rank: 10

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.

NFLP vs. QYLE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Kurv Yield Premium Strategy Netflix ETF (NFLP) 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.

	NFLP	QYLE	Difference
Sharpe ratio Return per unit of total volatility	-0.16	—	—
Sortino ratio Return per unit of downside risk	-0.00	—	—
Omega ratio Gain probability vs. loss probability	1.00	—	—
Calmar ratio Return relative to maximum drawdown	-0.13	—	—
Martin ratio Return relative to average drawdown	-0.28	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	NFLP	QYLE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.16	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.89	—	—

Dividends

NFLP vs. QYLE - Dividend Comparison

NFLP's dividend yield for the trailing twelve months is around 22.65%, while QYLE has not paid dividends to shareholders.

	TTM	2025	2024	2023
NFLP Kurv Yield Premium Strategy Netflix ETF	22.65%	26.56%	19.87%	3.21%
QYLE Global X NASDAQ 100 ESG Covered Call ETF	0.00%	0.00%	0.00%	0.00%

Drawdowns

NFLP vs. QYLE - Drawdown Comparison

The maximum NFLP drawdown since its inception was -43.48%, which is greater than QYLE's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for NFLP and QYLE.

Drawdown Indicators

	NFLP	QYLE	Difference
Max Drawdown Largest peak-to-trough decline	-43.48%	0.00%	-43.48%
Max Drawdown (1Y) Largest decline over 1 year	-43.48%	—	—
Current Drawdown Current decline from peak	-28.85%	0.00%	-28.85%
Average Drawdown Average peak-to-trough decline	-8.11%	0.00%	-8.11%
Ulcer Index Depth and duration of drawdowns from previous peaks	20.37%	—	—

Volatility

Volatility by Period

	NFLP	QYLE	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.78%	—	—
Volatility (6M) Calculated over the trailing 6-month period	26.24%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	32.50%	0.00%	+32.50%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	28.05%	0.00%	+28.05%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	28.05%	0.00%	+28.05%