QTUM-USD vs. QYLD
QTUM-USD (Qtum) is a cryptocurrency, while QYLD (Global X NASDAQ 100 Covered Call ETF) is Nasdaq-100 fund tracking the CBOE NASDAQ-100 Buy Write V2. Over the past 5 years, QTUM-USD returned -35.76%/yr vs 8.29%/yr for QYLD. At a 0.16 correlation, their price movements are largely independent.
Performance
QTUM-USD vs. QYLD - Performance Comparison
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Returns By Period
In the year-to-date period, QTUM-USD achieves a -49.48% return, which is significantly lower than QYLD's 9.09% return.
QTUM-USD
- 1D
- -2.35%
- 1M
- -11.45%
- 6M
- -51.37%
- YTD
- -49.48%
- 1Y
- -70.53%
- 3Y*
- -37.70%
- 5Y*
- -35.76%
- 10Y*
- —
QYLD
- 1D
- -1.68%
- 1M
- 1.35%
- 6M
- 7.69%
- YTD
- 9.09%
- 1Y
- 22.00%
- 3Y*
- 13.25%
- 5Y*
- 8.29%
- 10Y*
- 9.86%
QTUM-USD vs. QYLD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
QTUM-USD Qtum | -49.48% | -55.51% | -19.33% | 103.93% | -79.08% | 293.16% | 38.57% | -24.72% | -96.59% | 425.34% |
QYLD Global X NASDAQ 100 Covered Call ETF | 9.09% | 9.28% | 19.35% | 22.77% | -19.08% | 10.41% | 8.72% | 22.69% | -3.07% | 1.68% |
Correlation
The correlation between QTUM-USD and QYLD is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.23 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.22 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.25 |
Correlation (All Time) Calculated using the full available price history since Nov 9, 2017 | 0.16 |
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Return for Risk
QTUM-USD vs. QYLD — Risk / Return Rank
QTUM-USD
QYLD
QTUM-USD vs. QYLD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Qtum (QTUM-USD) and Global X NASDAQ 100 Covered Call ETF (QYLD). 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.
| QTUM-USD | QYLD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.98 | ||
| Sortino ratioReturn per unit of downside risk | -4.53 | ||
| Omega ratioGain probability vs. loss probability | 0.85 | 1.44 | -0.60 |
| Calmar ratioReturn relative to maximum drawdown | -0.90 | 4.45 | -5.35 |
| Martin ratioReturn relative to average drawdown | -1.25 | 23.14 | -24.39 |
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Drawdowns
QTUM-USD vs. QYLD - Drawdown Comparison
The maximum QTUM-USD drawdown since its inception was -99.30%, which is greater than QYLD's maximum drawdown of -24.75%. Use the drawdown chart below to compare losses from any high point for QTUM-USD and QYLD.
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Drawdown Indicators
| QTUM-USD | QYLD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.30% | -24.75% | -74.55% |
Max Drawdown (1Y)Largest decline over 1 year | -78.50% | -4.97% | -73.53% |
Max Drawdown (3Y)Largest decline over 3 years | -88.32% | -19.06% | -69.26% |
Max Drawdown (5Y)Largest decline over 5 years | -96.26% | -24.61% | -71.65% |
Max Drawdown (10Y)Largest decline over 10 years | — | -24.75% | — |
Current DrawdownCurrent decline from peak | -99.29% | -1.68% | -97.61% |
Average DrawdownAverage peak-to-trough decline | -93.32% | -3.81% | -89.51% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 48.31% | 0.95% | +47.36% |
Volatility
QTUM-USD vs. QYLD - Volatility Comparison
Qtum (QTUM-USD) has a higher volatility of 11.71% compared to Global X NASDAQ 100 Covered Call ETF (QYLD) at 5.77%. This indicates that QTUM-USD's price experiences larger fluctuations and is considered to be riskier than QYLD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| QTUM-USD | QYLD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.71% | 5.77% | +5.94% |
Volatility (6M)Calculated over the trailing 6-month period | 48.73% | 9.39% | +39.34% |
Volatility (1Y)Calculated over the trailing 1-year period | 65.95% | 10.57% | +55.38% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 76.55% | 14.96% | +61.59% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 98.94% | 15.59% | +83.35% |
Frequently Asked Questions
QTUM-USD and QYLD have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
QTUM-USD has higher volatility (11.71%) compared to QYLD (5.77%). In terms of maximum drawdown, QTUM-USD dropped -99.30% vs QYLD's -24.75%.
QYLD currently has the higher Sharpe Ratio (2.09 vs -0.89), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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