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QYLD.L vs. TLTI.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

QYLD.L vs. TLTI.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X Nasdaq 100 Covered Call UCITS ETF USD (Dist) (QYLD.L) and IncomeShares 20+ Year Treasury (TLT) Options ETP (TLTI.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, QYLD.L achieves a 4.70% return, which is significantly higher than TLTI.L's -1.11% return.


QYLD.L

1D
-2.15%
1M
-2.53%
6M
3.85%
YTD
4.70%
1Y
16.20%
3Y*
11.90%
5Y*
10Y*

TLTI.L

1D
-0.46%
1M
-2.42%
6M
-2.18%
YTD
-1.11%
1Y
1.07%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

QYLD.L vs. TLTI.L - Yearly Performance Comparison


Correlation

The correlation between QYLD.L and TLTI.L is 0.04, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.04

Correlation (All Time)
Calculated using the full available price history since Jul 7, 2025

0.05

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Return for Risk

QYLD.L vs. TLTI.L — Risk / Return Rank

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

QYLD.L
QYLD.L Risk / Return Rank: 7676
Overall Rank
QYLD.L Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
QYLD.L Sortino Ratio Rank: 6666
Sortino Ratio Rank
QYLD.L Omega Ratio Rank: 7575
Omega Ratio Rank
QYLD.L Calmar Ratio Rank: 8585
Calmar Ratio Rank
QYLD.L Martin Ratio Rank: 9090
Martin Ratio Rank

TLTI.L
TLTI.L Risk / Return Rank: 1414
Overall Rank
TLTI.L Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
TLTI.L Sortino Ratio Rank: 1313
Sortino Ratio Rank
TLTI.L Omega Ratio Rank: 2323
Omega Ratio Rank
TLTI.L Calmar Ratio Rank: 1111
Calmar Ratio Rank
TLTI.L Martin Ratio Rank: 1010
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.

QYLD.L vs. TLTI.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Nasdaq 100 Covered Call UCITS ETF USD (Dist) (QYLD.L) and IncomeShares 20+ Year Treasury (TLT) Options ETP (TLTI.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.


QYLD.LTLTI.LDifference
Sharpe ratioReturn per unit of total volatility

+1.56

Sortino ratioReturn per unit of downside risk

+1.88

Omega ratioGain probability vs. loss probability

1.33

1.13

+0.20

Calmar ratioReturn relative to maximum drawdown

3.44

0.08

+3.36

Martin ratioReturn relative to average drawdown

15.06

0.11

+14.96

QYLD.L vs. TLTI.L - Sharpe Ratio Comparison

The current QYLD.L Sharpe Ratio is 1.61, which is higher than the TLTI.L Sharpe Ratio of 0.06. The chart below compares the historical Sharpe Ratios of QYLD.L and TLTI.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

QYLD.L vs. TLTI.L - Drawdown Comparison

The maximum QYLD.L drawdown since its inception was -21.59%, smaller than the maximum TLTI.L drawdown of -30.03%. Use the drawdown chart below to compare losses from any high point for QYLD.L and TLTI.L.


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Drawdown Indicators


QYLD.LTLTI.LDifference

Max Drawdown

Largest peak-to-trough decline

-21.59%

-30.03%

+8.44%

Max Drawdown (1Y)

Largest decline over 1 year

-4.68%

-30.03%

+25.35%

Max Drawdown (3Y)

Largest decline over 3 years

-21.59%

Current Drawdown

Current decline from peak

-3.81%

-28.96%

+25.15%

Average Drawdown

Average peak-to-trough decline

-2.76%

-19.51%

+16.75%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.07%

23.24%

-22.17%

Volatility

QYLD.L vs. TLTI.L - Volatility Comparison

Global X Nasdaq 100 Covered Call UCITS ETF USD (Dist) (QYLD.L) has a higher volatility of 5.08% compared to IncomeShares 20+ Year Treasury (TLT) Options ETP (TLTI.L) at 3.39%. This indicates that QYLD.L's price experiences larger fluctuations and is considered to be riskier than TLTI.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


QYLD.LTLTI.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.08%

3.39%

+1.69%

Volatility (6M)

Calculated over the trailing 6-month period

8.46%

7.01%

+1.45%

Volatility (1Y)

Calculated over the trailing 1-year period

9.99%

42.10%

-32.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.29%

9,800.84%

-9,784.55%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.29%

9,800.84%

-9,784.55%

QYLD.L vs. TLTI.L - Expense Ratio Comparison

QYLD.L has a 0.45% expense ratio, which is lower than TLTI.L's 0.55% expense ratio.


Dividends

QYLD.L vs. TLTI.L - Dividend Comparison

QYLD.L's dividend yield for the trailing twelve months is around 11.85%, more than TLTI.L's 10.39% yield.


PositionTTM202520242023
QYLD.L
Global X Nasdaq 100 Covered Call UCITS ETF USD (Dist)
11.85%11.41%12.28%10.88%
TLTI.L
IncomeShares 20+ Year Treasury (TLT) Options ETP
10.39%2.73%0.00%0.00%

Frequently Asked Questions


QYLD.L and TLTI.L have a correlation of 0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, QYLD.L is cheaper at 0.45% per year. The better choice depends on whether you care most about return, fees, risk, or income.

QYLD.L is cheaper with a 0.45% expense ratio, compared with 0.55% for TLTI.L.

QYLD.L is categorized as Nasdaq-100, while TLTI.L is Derivative Income. They also come from different issuers: Global X and Leverage Shares. Their fees differ too: 0.45% for QYLD.L and 0.55% for TLTI.L.

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