QTR vs. XYLD
Compare and contrast key facts about Global X NASDAQ 100 Tail Risk ETF (QTR) and Global X S&P 500 Covered Call ETF (XYLD).
QTR and XYLD are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. QTR is a passively managed fund by Global X that tracks the performance of the NASDAQ-100 Quarterly Protective Put 90 Index. It was launched on Aug 25, 2021. XYLD is a passively managed fund by Global X that tracks the performance of the Cboe S&P 500 BuyWrite Index. It was launched on Jun 24, 2013. Both QTR and XYLD are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
QTR vs. XYLD - Performance Comparison
Loading graphics...
QTR vs. XYLD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
QTR Global X NASDAQ 100 Tail Risk ETF | -7.25% | 14.52% | 21.46% | 45.53% | -29.94% | 4.16% |
XYLD Global X S&P 500 Covered Call ETF | -1.04% | 8.02% | 19.49% | 11.10% | -12.05% | 5.13% |
Returns By Period
In the year-to-date period, QTR achieves a -7.25% return, which is significantly lower than XYLD's -1.04% return.
QTR
- 1D
- 1.82%
- 1M
- -5.65%
- YTD
- -7.25%
- 6M
- -6.08%
- 1Y
- 16.96%
- 3Y*
- 17.17%
- 5Y*
- —
- 10Y*
- —
XYLD
- 1D
- 2.01%
- 1M
- -2.96%
- YTD
- -1.04%
- 6M
- 5.33%
- 1Y
- 10.53%
- 3Y*
- 10.21%
- 5Y*
- 6.95%
- 10Y*
- 7.87%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
QTR vs. XYLD - Expense Ratio Comparison
Both QTR and XYLD have an expense ratio of 0.60%.
Return for Risk
QTR vs. XYLD — Risk / Return Rank
QTR
XYLD
QTR vs. XYLD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Global X NASDAQ 100 Tail Risk ETF (QTR) and Global X S&P 500 Covered Call ETF (XYLD). 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.
| QTR | XYLD | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.04 | 0.76 | +0.28 |
Sortino ratioReturn per unit of downside risk | 1.56 | 1.22 | +0.34 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.25 | -0.05 |
Calmar ratioReturn relative to maximum drawdown | 1.36 | 1.10 | +0.26 |
Martin ratioReturn relative to average drawdown | 4.83 | 6.46 | -1.63 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| QTR | XYLD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.04 | 0.76 | +0.28 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.62 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.55 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.39 | 0.57 | -0.18 |
Correlation
The correlation between QTR and XYLD is 0.72, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
QTR vs. XYLD - Dividend Comparison
QTR's dividend yield for the trailing twelve months is around 20.24%, more than XYLD's 10.98% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
QTR Global X NASDAQ 100 Tail Risk ETF | 20.24% | 18.77% | 0.50% | 0.53% | 0.36% | 1.90% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
XYLD Global X S&P 500 Covered Call ETF | 10.98% | 10.51% | 11.54% | 10.51% | 13.43% | 9.07% | 7.93% | 5.76% | 7.12% | 5.18% | 3.23% | 4.65% |
Drawdowns
QTR vs. XYLD - Drawdown Comparison
The maximum QTR drawdown since its inception was -31.72%, smaller than the maximum XYLD drawdown of -33.46%. Use the drawdown chart below to compare losses from any high point for QTR and XYLD.
Loading graphics...
Drawdown Indicators
| QTR | XYLD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.72% | -33.46% | +1.74% |
Max Drawdown (1Y)Largest decline over 1 year | -12.29% | -10.14% | -2.15% |
Max Drawdown (5Y)Largest decline over 5 years | — | -18.66% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.46% | — |
Current DrawdownCurrent decline from peak | -10.69% | -3.39% | -7.30% |
Average DrawdownAverage peak-to-trough decline | -9.10% | -3.76% | -5.34% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.45% | 1.72% | +1.73% |
Volatility
QTR vs. XYLD - Volatility Comparison
Global X NASDAQ 100 Tail Risk ETF (QTR) has a higher volatility of 4.90% compared to Global X S&P 500 Covered Call ETF (XYLD) at 4.01%. This indicates that QTR's price experiences larger fluctuations and is considered to be riskier than XYLD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| QTR | XYLD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.90% | 4.01% | +0.89% |
Volatility (6M)Calculated over the trailing 6-month period | 10.80% | 5.82% | +4.98% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.44% | 13.99% | +2.45% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.16% | 11.31% | +6.85% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.16% | 14.23% | +3.93% |