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QQQY.DE vs. QYLE.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

QQQY.DE vs. QYLE.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in IncomeShares Nasdaq 100 Options(0DTE)ETP EUR (QQQY.DE) and Global X Nasdaq 100 Covered Call UCITS ETF D (QYLE.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, QQQY.DE achieves a 16.00% return, which is significantly higher than QYLE.DE's 6.53% return.


QQQY.DE

1D
-0.69%
1M
7.04%
YTD
16.00%
6M
15.01%
1Y
29.21%
3Y*
5Y*
10Y*

QYLE.DE

1D
-1.00%
1M
2.58%
YTD
6.53%
6M
7.45%
1Y
16.40%
3Y*
12.74%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

QQQY.DE vs. QYLE.DE - Yearly Performance Comparison


2026 (YTD)20252024
QQQY.DE
IncomeShares Nasdaq 100 Options(0DTE)ETP EUR
16.00%2.36%2.18%
QYLE.DE
Global X Nasdaq 100 Covered Call UCITS ETF D
6.53%-7.62%7.57%

Correlation

The correlation between QQQY.DE and QYLE.DE is 0.57, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.57

Correlation (All Time)
Calculated using the full available price history since Nov 18, 2024

0.59

The correlation between QQQY.DE and QYLE.DE has been stable across timeframes, ranging from 0.57 to 0.59 - a consistent structural relationship.

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Return for Risk

QQQY.DE vs. QYLE.DE — Risk / Return Rank

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

QQQY.DE
QQQY.DE Risk / Return Rank: 3838
Overall Rank
QQQY.DE Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
QQQY.DE Sortino Ratio Rank: 3535
Sortino Ratio Rank
QQQY.DE Omega Ratio Rank: 5959
Omega Ratio Rank
QQQY.DE Calmar Ratio Rank: 3737
Calmar Ratio Rank
QQQY.DE Martin Ratio Rank: 2424
Martin Ratio Rank

QYLE.DE
QYLE.DE Risk / Return Rank: 5757
Overall Rank
QYLE.DE Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
QYLE.DE Sortino Ratio Rank: 4949
Sortino Ratio Rank
QYLE.DE Omega Ratio Rank: 4949
Omega Ratio Rank
QYLE.DE Calmar Ratio Rank: 7878
Calmar Ratio Rank
QYLE.DE Martin Ratio Rank: 6060
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.

QQQY.DE vs. QYLE.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for IncomeShares Nasdaq 100 Options(0DTE)ETP EUR (QQQY.DE) and Global X Nasdaq 100 Covered Call UCITS ETF D (QYLE.DE). 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.


QQQY.DEQYLE.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.52

Sortino ratioReturn per unit of downside risk

-0.55

Omega ratioGain probability vs. loss probability

1.35

1.30

+0.05

Calmar ratioReturn relative to maximum drawdown

1.81

3.87

-2.06

Martin ratioReturn relative to average drawdown

3.02

10.46

-7.44

QQQY.DE vs. QYLE.DE - Sharpe Ratio Comparison

The current QQQY.DE Sharpe Ratio is 1.16, which is lower than the QYLE.DE Sharpe Ratio of 1.68. The chart below compares the historical Sharpe Ratios of QQQY.DE and QYLE.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


QQQY.DEQYLE.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.16

1.68

-0.52

Sharpe Ratio (All Time)

Calculated using the full available price history

0.48

1.16

-0.67

Drawdowns

QQQY.DE vs. QYLE.DE - Drawdown Comparison

The maximum QQQY.DE drawdown since its inception was -25.57%, which is greater than QYLE.DE's maximum drawdown of -24.06%. Use the drawdown chart below to compare losses from any high point for QQQY.DE and QYLE.DE.


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Drawdown Indicators


QQQY.DEQYLE.DEDifference

Max Drawdown

Largest peak-to-trough decline

-25.57%

-24.06%

-1.51%

Max Drawdown (1Y)

Largest decline over 1 year

-16.34%

-4.17%

-12.17%

Max Drawdown (3Y)

Largest decline over 3 years

-24.06%

Current Drawdown

Current decline from peak

-1.03%

-5.04%

+4.01%

Average Drawdown

Average peak-to-trough decline

-10.47%

-5.68%

-4.79%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.83%

1.55%

+8.28%

Volatility

QQQY.DE vs. QYLE.DE - Volatility Comparison

IncomeShares Nasdaq 100 Options(0DTE)ETP EUR (QQQY.DE) has a higher volatility of 3.94% compared to Global X Nasdaq 100 Covered Call UCITS ETF D (QYLE.DE) at 2.32%. This indicates that QQQY.DE's price experiences larger fluctuations and is considered to be riskier than QYLE.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


QQQY.DEQYLE.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.94%

2.32%

+1.62%

Volatility (6M)

Calculated over the trailing 6-month period

9.18%

6.14%

+3.04%

Volatility (1Y)

Calculated over the trailing 1-year period

25.46%

9.63%

+15.83%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.58%

13.25%

+14.33%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.58%

13.25%

+14.33%

QQQY.DE vs. QYLE.DE - Expense Ratio Comparison

Both QQQY.DE and QYLE.DE have an expense ratio of 0.45%.


Dividends

QQQY.DE vs. QYLE.DE - Dividend Comparison

QQQY.DE's dividend yield for the trailing twelve months is around 67.30%, more than QYLE.DE's 8.84% yield.


PositionTTM202520242023
QQQY.DE
IncomeShares Nasdaq 100 Options(0DTE)ETP EUR
67.30%128.10%4.14%0.00%
QYLE.DE
Global X Nasdaq 100 Covered Call UCITS ETF D
8.84%10.67%15.00%20.20%

Frequently Asked Questions


QQQY.DE and QYLE.DE have a correlation of 0.57, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.45% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

QQQY.DE and QYLE.DE have the same expense ratio: 0.45% per year.

They also come from different issuers: Leverage Shares and Global X.

Portfolio Optimizer

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