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QQQY.L vs. QYLP.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

QQQY.L vs. QYLP.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in IncomeShares Nasdaq 100 Options (0DTE) ETP (QQQY.L) and Global X NASDAQ 100 Covered Call UCITS ETF Dis GBP (QYLP.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

QQQY.L is traded in USD, while QYLP.L is traded in GBP. To make them comparable, the QYLP.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, QQQY.L achieves a 15.10% return, which is significantly higher than QYLP.L's 4.41% return.


QQQY.L

1D
-0.82%
1M
7.64%
YTD
15.10%
6M
14.75%
1Y
31.81%
3Y*
5Y*
10Y*

QYLP.L

1D
-0.86%
1M
1.17%
YTD
4.41%
6M
6.42%
1Y
16.79%
3Y*
9.52%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

QQQY.L vs. QYLP.L - Yearly Performance Comparison


2026 (YTD)20252024
QQQY.L
IncomeShares Nasdaq 100 Options (0DTE) ETP
15.10%14.25%7.28%
QYLP.L
Global X NASDAQ 100 Covered Call UCITS ETF Dis GBP
4.41%2.73%10.40%

Correlation

The correlation between QQQY.L and QYLP.L is 0.49, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.49

Correlation (All Time)
Calculated using the full available price history since Aug 29, 2024

0.44

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Return for Risk

QQQY.L vs. QYLP.L — Risk / Return Rank

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

QQQY.L
QQQY.L Risk / Return Rank: 7171
Overall Rank
QQQY.L Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
QQQY.L Sortino Ratio Rank: 6262
Sortino Ratio Rank
QQQY.L Omega Ratio Rank: 7070
Omega Ratio Rank
QQQY.L Calmar Ratio Rank: 8282
Calmar Ratio Rank
QQQY.L Martin Ratio Rank: 7373
Martin Ratio Rank

QYLP.L
QYLP.L Risk / Return Rank: 7171
Overall Rank
QYLP.L Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
QYLP.L Sortino Ratio Rank: 6767
Sortino Ratio Rank
QYLP.L Omega Ratio Rank: 6565
Omega Ratio Rank
QYLP.L Calmar Ratio Rank: 8686
Calmar Ratio Rank
QYLP.L Martin Ratio Rank: 7575
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.L vs. QYLP.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for IncomeShares Nasdaq 100 Options (0DTE) ETP (QQQY.L) and Global X NASDAQ 100 Covered Call UCITS ETF Dis GBP (QYLP.L). 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.LQYLP.LDifference
Sharpe ratioReturn per unit of total volatility

+0.30

Sortino ratioReturn per unit of downside risk

+0.02

Omega ratioGain probability vs. loss probability

1.41

1.36

+0.06

Calmar ratioReturn relative to maximum drawdown

4.32

3.27

+1.05

Martin ratioReturn relative to average drawdown

13.40

13.83

-0.43

QQQY.L vs. QYLP.L - Sharpe Ratio Comparison

The current QQQY.L Sharpe Ratio is 2.18, which is comparable to the QYLP.L Sharpe Ratio of 1.88. The chart below compares the historical Sharpe Ratios of QQQY.L and QYLP.L, 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.LQYLP.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.18

1.88

+0.30

Sharpe Ratio (All Time)

Calculated using the full available price history

1.02

0.49

+0.53

Drawdowns

QQQY.L vs. QYLP.L - Drawdown Comparison

The maximum QQQY.L drawdown since its inception was -19.23%, roughly equal to the maximum QYLP.L drawdown of -20.02%. Use the drawdown chart below to compare losses from any high point for QQQY.L and QYLP.L.


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Drawdown Indicators


QQQY.LQYLP.LDifference

Max Drawdown

Largest peak-to-trough decline

-19.23%

-20.02%

+0.79%

Max Drawdown (1Y)

Largest decline over 1 year

-7.34%

-5.12%

-2.22%

Max Drawdown (3Y)

Largest decline over 3 years

-20.02%

Current Drawdown

Current decline from peak

-0.93%

-1.32%

+0.39%

Average Drawdown

Average peak-to-trough decline

-3.18%

-4.51%

+1.33%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.37%

1.21%

+1.16%

Volatility

QQQY.L vs. QYLP.L - Volatility Comparison

IncomeShares Nasdaq 100 Options (0DTE) ETP (QQQY.L) has a higher volatility of 4.78% compared to Global X NASDAQ 100 Covered Call UCITS ETF Dis GBP (QYLP.L) at 2.59%. This indicates that QQQY.L's price experiences larger fluctuations and is considered to be riskier than QYLP.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


QQQY.LQYLP.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.78%

2.59%

+2.19%

Volatility (6M)

Calculated over the trailing 6-month period

10.22%

7.18%

+3.04%

Volatility (1Y)

Calculated over the trailing 1-year period

14.52%

8.90%

+5.62%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.98%

14.78%

+6.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.98%

14.78%

+6.20%

QQQY.L vs. QYLP.L - Expense Ratio Comparison

Both QQQY.L and QYLP.L have an expense ratio of 0.45%.


Dividends

QQQY.L vs. QYLP.L - Dividend Comparison

QQQY.L's dividend yield for the trailing twelve months is around 67.73%, more than QYLP.L's 7.74% yield.


PositionTTM202520242023
QQQY.L
IncomeShares Nasdaq 100 Options (0DTE) ETP
67.73%120.60%18.65%0.00%
QYLP.L
Global X NASDAQ 100 Covered Call UCITS ETF Dis GBP
7.74%8.93%8.31%9.56%

Frequently Asked Questions


QQQY.L and QYLP.L have a correlation of 0.49, 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.L and QYLP.L have the same expense ratio: 0.45% per year.

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

Portfolio Optimizer

Find the right allocation for QQQY.L and QYLP.L

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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