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

Performance

QQQY.L vs. QYLU.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 USD (Acc) (QYLU.L). 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.L achieves a 7.53% return, which is significantly higher than QYLU.L's 4.87% return.


QQQY.L

1D
-2.14%
1M
-4.17%
6M
6.40%
YTD
7.53%
1Y
16.79%
3Y*
5Y*
10Y*

QYLU.L

1D
-2.37%
1M
-2.67%
6M
3.99%
YTD
4.87%
1Y
16.53%
3Y*
11.41%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)20252024
QQQY.L
IncomeShares Nasdaq 100 Options (0DTE) ETP
7.53%14.17%-2.12%
QYLU.L
Global X Nasdaq 100 Covered Call UCITS ETF USD (Acc)
4.87%5.59%10.53%

Correlation

The correlation between QQQY.L and QYLU.L is 0.46, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.46

Correlation (All Time)
Calculated using the full available price history since Aug 28, 2024

0.49

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Return for Risk

QQQY.L vs. QYLU.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: 4343
Overall Rank
QQQY.L Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
QQQY.L Sortino Ratio Rank: 3535
Sortino Ratio Rank
QQQY.L Omega Ratio Rank: 3636
Omega Ratio Rank
QQQY.L Calmar Ratio Rank: 5656
Calmar Ratio Rank
QQQY.L Martin Ratio Rank: 5050
Martin Ratio Rank

QYLU.L
QYLU.L Risk / Return Rank: 6161
Overall Rank
QYLU.L Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
QYLU.L Sortino Ratio Rank: 4747
Sortino Ratio Rank
QYLU.L Omega Ratio Rank: 4747
Omega Ratio Rank
QYLU.L Calmar Ratio Rank: 8383
Calmar Ratio Rank
QYLU.L Martin Ratio Rank: 8181
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. QYLU.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 USD (Acc) (QYLU.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


QQQY.LQYLU.LDifference
Sharpe ratioReturn per unit of total volatility

-0.14

Sortino ratioReturn per unit of downside risk

-0.26

Omega ratioGain probability vs. loss probability

1.20

1.23

-0.03

Calmar ratioReturn relative to maximum drawdown

2.21

3.31

-1.11

Martin ratioReturn relative to average drawdown

6.60

11.23

-4.63

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

The current QQQY.L Sharpe Ratio is 1.10, which is comparable to the QYLU.L Sharpe Ratio of 1.24. The chart below compares the historical Sharpe Ratios of QQQY.L and QYLU.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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Drawdowns

QQQY.L vs. QYLU.L - Drawdown Comparison

The maximum QQQY.L drawdown since its inception was -19.38%, roughly equal to the maximum QYLU.L drawdown of -19.93%. Use the drawdown chart below to compare losses from any high point for QQQY.L and QYLU.L.


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Drawdown Indicators


QQQY.LQYLU.LDifference

Max Drawdown

Largest peak-to-trough decline

-19.38%

-19.93%

+0.55%

Max Drawdown (1Y)

Largest decline over 1 year

-7.57%

-4.97%

-2.60%

Max Drawdown (3Y)

Largest decline over 3 years

-19.93%

Current Drawdown

Current decline from peak

-7.57%

-3.70%

-3.87%

Average Drawdown

Average peak-to-trough decline

-3.87%

-2.43%

-1.44%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.54%

1.47%

+1.07%

Volatility

QQQY.L vs. QYLU.L - Volatility Comparison

IncomeShares Nasdaq 100 Options (0DTE) ETP (QQQY.L) has a higher volatility of 7.03% compared to Global X Nasdaq 100 Covered Call UCITS ETF USD (Acc) (QYLU.L) at 5.42%. This indicates that QQQY.L's price experiences larger fluctuations and is considered to be riskier than QYLU.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.LQYLU.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.03%

5.42%

+1.61%

Volatility (6M)

Calculated over the trailing 6-month period

12.93%

9.59%

+3.34%

Volatility (1Y)

Calculated over the trailing 1-year period

15.26%

13.32%

+1.94%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.99%

15.65%

+6.34%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.99%

15.65%

+6.34%

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

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


Dividends

QQQY.L vs. QYLU.L - Dividend Comparison

QQQY.L's dividend yield for the trailing twelve months is around 74.00%, while QYLU.L has not paid dividends to shareholders.


PositionTTM20252024
QQQY.L
IncomeShares Nasdaq 100 Options (0DTE) ETP
74.00%120.63%8.51%
QYLU.L
Global X Nasdaq 100 Covered Call UCITS ETF USD (Acc)
0.00%0.00%0.00%

Frequently Asked Questions


QQQY.L and QYLU.L have a correlation of 0.46, 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 QYLU.L 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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