NVDW vs. QYLE

Last updated Apr 2, 2026

Compare and contrast key facts about Roundhill ETF Trust Roundhill NVDA WeeklyPay ETF (NVDW) and Global X NASDAQ 100 ESG Covered Call ETF (QYLE).

NVDW and QYLE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. NVDW is an actively managed fund by Roundhill. It was launched on Feb 19, 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

NVDW vs. QYLE - Performance Comparison

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

NVDW vs. QYLE - Yearly Performance Comparison

	2026 (YTD)
NVDW Roundhill ETF Trust Roundhill NVDA WeeklyPay ETF	-7.14%
QYLE Global X NASDAQ 100 ESG Covered Call ETF	0.00%

Returns By Period

NVDW

• 1D: 0.85%
• 1M: -4.80%
• YTD: -8.24%
• 6M: -9.98%
• 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)

NVDW vs. QYLE - Expense Ratio Comparison

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

NVDW

Roundhill ETF Trust Roundhill NVDA WeeklyPay ETF

QYLE

Global X NASDAQ 100 ESG Covered Call ETF

Return for Risk

NVDW vs. QYLE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Roundhill ETF Trust Roundhill NVDA WeeklyPay ETF (NVDW) 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

	NVDW	QYLE	Difference
Sharpe Ratio (All Time) Calculated using the full available price history	0.88	—	—

Dividends

NVDW vs. QYLE - Dividend Comparison

NVDW's dividend yield for the trailing twelve months is around 59.87%, while QYLE has not paid dividends to shareholders.

	TTM	2025
NVDW Roundhill ETF Trust Roundhill NVDA WeeklyPay ETF	59.87%	38.94%
QYLE Global X NASDAQ 100 ESG Covered Call ETF	0.00%	0.00%

Drawdowns

NVDW vs. QYLE - Drawdown Comparison

The maximum NVDW drawdown since its inception was -25.54%, which is greater than QYLE's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for NVDW and QYLE.

Drawdown Indicators

	NVDW	QYLE	Difference
Max Drawdown Largest peak-to-trough decline	-25.54%	0.00%	-25.54%
Current Drawdown Current decline from peak	-19.77%	0.00%	-19.77%
Average Drawdown Average peak-to-trough decline	-8.25%	0.00%	-8.25%

Volatility

Volatility by Period

	NVDW	QYLE	Difference
Volatility (1Y) Calculated over the trailing 1-year period	40.04%	0.00%	+40.04%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	40.04%	0.00%	+40.04%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	40.04%	0.00%	+40.04%