PLTW vs. QYLE

Last updated Apr 1, 2026

Compare and contrast key facts about PLTR WeeklyPay™ ETF (PLTW) and Global X NASDAQ 100 ESG Covered Call ETF (QYLE).

PLTW and QYLE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. PLTW is an actively managed fund by Roundhill. It was launched on Feb 18, 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

PLTW vs. QYLE - Performance Comparison

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

PLTW vs. QYLE - Yearly Performance Comparison

	2026 (YTD)
PLTW PLTR WeeklyPay™ ETF	8.01%
QYLE Global X NASDAQ 100 ESG Covered Call ETF	0.00%

Returns By Period

PLTW

• 1D: 7.69%
• 1M: 6.93%
• YTD: -22.36%
• 6M: -26.84%
• 1Y: 75.79%
• 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)

PLTW vs. QYLE - Expense Ratio Comparison

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

PLTW

PLTR WeeklyPay™ ETF

QYLE

Global X NASDAQ 100 ESG Covered Call ETF

Return for Risk

PLTW vs. QYLE — Risk / Return Rank

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

PLTW

PLTW Risk / Return Rank: 61
PLTW Sharpe Ratio Rank: 65
PLTW Sortino Ratio Rank: 71
PLTW Omega Ratio Rank: 65
PLTW Calmar Ratio Rank: 63
PLTW Martin Ratio Rank: 40

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.

PLTW vs. QYLE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PLTR WeeklyPay™ ETF (PLTW) 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.

	PLTW	QYLE	Difference
Sharpe ratio Return per unit of total volatility	1.10	—	—
Sortino ratio Return per unit of downside risk	1.72	—	—
Omega ratio Gain probability vs. loss probability	1.23	—	—
Calmar ratio Return relative to maximum drawdown	1.47	—	—
Martin ratio Return relative to average drawdown	3.51	—	—
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

	PLTW	QYLE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.10	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.29	—	—

Dividends

PLTW vs. QYLE - Dividend Comparison

PLTW's dividend yield for the trailing twelve months is around 114.73%, while QYLE has not paid dividends to shareholders.

	TTM	2025
PLTW PLTR WeeklyPay™ ETF	114.73%	72.40%
QYLE Global X NASDAQ 100 ESG Covered Call ETF	0.00%	0.00%

Drawdowns

PLTW vs. QYLE - Drawdown Comparison

The maximum PLTW drawdown since its inception was -45.33%, which is greater than QYLE's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for PLTW and QYLE.

Drawdown Indicators

	PLTW	QYLE	Difference
Max Drawdown Largest peak-to-trough decline	-45.33%	0.00%	-45.33%
Max Drawdown (1Y) Largest decline over 1 year	-45.33%	—	—
Current Drawdown Current decline from peak	-36.49%	0.00%	-36.49%
Average Drawdown Average peak-to-trough decline	-16.36%	0.00%	-16.36%
Ulcer Index Depth and duration of drawdowns from previous peaks	19.06%	—	—

Volatility

Volatility by Period

	PLTW	QYLE	Difference
Volatility (1M) Calculated over the trailing 1-month period	18.41%	—	—
Volatility (6M) Calculated over the trailing 6-month period	45.17%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	69.45%	0.00%	+69.45%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	73.38%	0.00%	+73.38%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	73.38%	0.00%	+73.38%