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NYSX vs. QYLD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

NYSX vs. QYLD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X NYSE 100 ETF (NYSX) and Global X NASDAQ 100 Covered Call ETF (QYLD). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


NYSX

1D
-0.36%
1M
11.23%
YTD
6M
1Y
3Y*
5Y*
10Y*

QYLD

1D
0.00%
1M
1.40%
YTD
7.88%
6M
9.91%
1Y
23.70%
3Y*
13.76%
5Y*
8.43%
10Y*
9.81%
*Multi-year figures are annualized to reflect compound growth (CAGR)

NYSX vs. QYLD - Yearly Performance Comparison


Correlation

The correlation between NYSX and QYLD is 0.78, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (All Time)
Calculated using the full available price history since Mar 27, 2026

0.78

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Return for Risk

NYSX vs. QYLD — Risk / Return Rank

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

NYSX

QYLD
QYLD Risk / Return Rank: 8989
Overall Rank
QYLD Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
QYLD Sortino Ratio Rank: 8787
Sortino Ratio Rank
QYLD Omega Ratio Rank: 9292
Omega Ratio Rank
QYLD Calmar Ratio Rank: 8686
Calmar Ratio Rank
QYLD Martin Ratio Rank: 9494
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.

NYSX vs. QYLD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X NYSE 100 ETF (NYSX) 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

NYSX vs. QYLD - Sharpe Ratio Comparison


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Sharpe Ratios by Period


NYSXQYLDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.78

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.58

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.63

Sharpe Ratio (All Time)

Calculated using the full available price history

17.95

0.59

+17.36

Drawdowns

NYSX vs. QYLD - Drawdown Comparison

The maximum NYSX drawdown since its inception was -3.46%, smaller than the maximum QYLD drawdown of -24.75%. Use the drawdown chart below to compare losses from any high point for NYSX and QYLD.


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Drawdown Indicators


NYSXQYLDDifference

Max Drawdown

Largest peak-to-trough decline

-3.46%

-24.75%

+21.29%

Max Drawdown (1Y)

Largest decline over 1 year

-4.97%

Max Drawdown (3Y)

Largest decline over 3 years

-19.06%

Max Drawdown (5Y)

Largest decline over 5 years

-24.61%

Max Drawdown (10Y)

Largest decline over 10 years

-24.75%

Current Drawdown

Current decline from peak

-1.37%

-0.06%

-1.31%

Average Drawdown

Average peak-to-trough decline

-0.52%

-3.84%

+3.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.85%

Volatility

NYSX vs. QYLD - Volatility Comparison


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Volatility by Period


NYSXQYLDDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.84%

Volatility (6M)

Calculated over the trailing 6-month period

7.12%

Volatility (1Y)

Calculated over the trailing 1-year period

21.44%

8.57%

+12.87%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.44%

14.70%

+6.74%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.44%

15.49%

+5.95%

NYSX vs. QYLD - Expense Ratio Comparison

NYSX has a 0.09% expense ratio, which is lower than QYLD's 0.60% expense ratio.


Dividends

NYSX vs. QYLD - Dividend Comparison

NYSX has not paid dividends to shareholders, while QYLD's dividend yield for the trailing twelve months is around 11.46%.


PositionTTM20252024202320222021202020192018201720162015
NYSX
Global X NYSE 100 ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
QYLD
Global X NASDAQ 100 Covered Call ETF
11.46%11.55%12.50%11.78%13.75%12.85%11.16%9.84%12.44%7.69%9.15%9.42%

Frequently Asked Questions


NYSX and QYLD have a correlation of 0.78, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, NYSX is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.

NYSX is cheaper with a 0.09% expense ratio, compared with 0.60% for QYLD.

QYLD has the higher dividend yield at 11.46%, compared with 0.00% for NYSX.

NYSX is categorized as Large Cap Growth Equities, while QYLD is Nasdaq-100. NYSX tracks NYSE 100 Index, while QYLD tracks CBOE NASDAQ-100 Buy Write V2. Their fees differ too: 0.09% for NYSX and 0.60% for QYLD.

Portfolio Optimizer

Find the right allocation for NYSX and QYLD

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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