NUSI vs. QYLD

In the year-to-date period, NUSI achieves a 98.33% return, which is significantly higher than QYLD's -8.09% return.

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NUSI has a 0.68% expense ratio, which is higher than QYLD's 0.60% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Nationwide Risk-Managed Income ETF (NUSI) and Global X NASDAQ 100 Covered Call ETF (QYLD). 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.

The current NUSI Sharpe Ratio is 1.30, which is higher than the QYLD Sharpe Ratio of -0.18. The chart below compares the historical Sharpe Ratios of NUSI and QYLD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

NUSI's dividend yield for the trailing twelve months is around 6.97%, less than QYLD's 13.71% yield.

The maximum NUSI drawdown since its inception was -31.23%, smaller than the maximum QYLD drawdown of -40.69%. Use the drawdown chart below to compare losses from any high point for NUSI and QYLD. For additional features, visit the drawdowns tool.

Nationwide Risk-Managed Income ETF (NUSI) has a higher volatility of 5.17% compared to Global X NASDAQ 100 Covered Call ETF (QYLD) at 4.47%. This indicates that NUSI's price experiences larger fluctuations and is considered to be riskier than QYLD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.