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 -42.45%/yr vs 8.04%/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 -47.55% return, which is significantly lower than QYLD's 5.92% return.
QTUM-USD
- 1D
- -7.96%
- 1M
- -23.88%
- YTD
- -47.55%
- 6M
- -51.08%
- 1Y
- -64.13%
- 3Y*
- -34.52%
- 5Y*
- -42.45%
- 10Y*
- —
QYLD
- 1D
- -1.82%
- 1M
- -0.67%
- YTD
- 5.92%
- 6M
- 7.78%
- 1Y
- 21.82%
- 3Y*
- 13.07%
- 5Y*
- 8.04%
- 10Y*
- 9.61%
QTUM-USD vs. QYLD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
QTUM-USD QTUM | -47.55% | -55.51% | -19.33% | 103.93% | -79.08% | 293.16% | 38.57% | -24.72% | -96.59% | 422.64% |
QYLD Global X NASDAQ 100 Covered Call ETF | 5.92% | 9.28% | 19.35% | 22.77% | -19.08% | 10.41% | 8.72% | 22.69% | -3.07% | 1.76% |
Correlation
The correlation between QTUM-USD and QYLD is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.26 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.21 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.25 |
Correlation (All Time) Calculated using the full available price history since Nov 10, 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.
| QTUM-USD | QYLD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.30 | ||
| Sortino ratioReturn per unit of downside risk | -4.66 | ||
| Omega ratioGain probability vs. loss probability | 0.88 | 1.56 | -0.68 |
| Calmar ratioReturn relative to maximum drawdown | -0.83 | 4.41 | -5.24 |
| Martin ratioReturn relative to average drawdown | -1.26 | 25.62 | -26.88 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| QTUM-USD | QYLD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.80 | 2.50 | -3.30 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.45 | 0.55 | -1.00 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.62 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.24 | 0.58 | -0.82 |
Drawdowns
QTUM-USD vs. QYLD - Drawdown Comparison
The maximum QTUM-USD drawdown since its inception was -99.26%, 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 | -99.26% | -24.75% | -74.51% |
Max Drawdown (1Y)Largest decline over 1 year | -77.35% | -4.97% | -72.38% |
Max Drawdown (3Y)Largest decline over 3 years | -87.70% | -19.06% | -68.64% |
Max Drawdown (5Y)Largest decline over 5 years | -96.05% | -24.61% | -71.44% |
Max Drawdown (10Y)Largest decline over 10 years | — | -24.75% | — |
Current DrawdownCurrent decline from peak | -99.26% | -1.87% | -97.39% |
Average DrawdownAverage peak-to-trough decline | -93.28% | -3.84% | -89.44% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 50.32% | 0.85% | +49.47% |
Volatility
QTUM-USD vs. QYLD - Volatility Comparison
QTUM (QTUM-USD) has a higher volatility of 19.36% compared to Global X NASDAQ 100 Covered Call ETF (QYLD) at 2.64%. 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 | 19.36% | 2.64% | +16.72% |
Volatility (6M)Calculated over the trailing 6-month period | 50.68% | 7.37% | +43.31% |
Volatility (1Y)Calculated over the trailing 1-year period | 66.86% | 8.78% | +58.08% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 78.44% | 14.71% | +63.73% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 99.44% | 15.50% | +83.94% |
Frequently Asked Questions
QTUM-USD and QYLD have a correlation of 0.26, 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 (19.36%) compared to QYLD (2.64%). In terms of maximum drawdown, QTUM-USD dropped -99.26% vs QYLD's -24.75%.
QYLD currently has the higher Sharpe Ratio (2.50 vs -0.80), 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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