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QYLD vs. BALQ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

QYLD vs. BALQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X NASDAQ 100 Covered Call ETF (QYLD) and iShares Nasdaq Premium Income Active ETF (BALQ). 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 achieves a 8.73% return, which is significantly lower than BALQ's 18.43% return.


QYLD

1D
0.99%
1M
0.00%
6M
6.38%
YTD
8.73%
1Y
21.85%
3Y*
13.13%
5Y*
7.94%
10Y*
9.65%
ALL TIME*
8.64%

BALQ

1D
1.88%
1M
0.07%
6M
14.80%
YTD
18.43%
1Y
3Y*
5Y*
10Y*
ALL TIME*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$313.33K$255.38K$181.78K
$81.92M$78.72M$98.91M

QYLD vs. BALQ - Yearly Performance Comparison


Correlation

The correlation between QYLD and BALQ is 0.91, meaning they have usually moved in the same direction, including during past declines.


Correlation
Correlation (All Time)
Calculated using the full available price history since Dec 3, 2025

0.91

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Return for Risk

QYLD vs. BALQ — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

QYLD
QYLD Risk / Return Rank: 8787
Overall Rank
QYLD Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
QYLD Sortino Ratio Rank: 8383
Sortino Ratio Rank
QYLD Omega Ratio Rank: 8888
Omega Ratio Rank
QYLD Calmar Ratio Rank: 8989
Calmar Ratio Rank
QYLD Martin Ratio Rank: 9393
Martin Ratio Rank

BALQ

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

QYLD vs. BALQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X NASDAQ 100 Covered Call ETF (QYLD) and iShares Nasdaq Premium Income Active ETF (BALQ). 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.


QYLDBALQDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.40

Calmar ratioReturn relative to maximum drawdown

3.80

Martin ratioReturn relative to average drawdown

17.57

QYLD vs. BALQ - Sharpe Ratio Comparison


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Drawdowns

QYLD vs. BALQ - Drawdown Comparison

The maximum QYLD drawdown since its inception was -24.75%, which is greater than BALQ's maximum drawdown of -11.79%. Use the drawdown chart below to compare losses from any high point for QYLD and BALQ.


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Drawdown Indicators


QYLDBALQDifference

Max Drawdown

Largest peak-to-trough decline

-24.75%

-11.79%

-12.96%

Max Drawdown (1Y)

Largest decline over 1 year

-5.78%

Max Drawdown (3Y)

Largest decline over 3 years

-19.06%

Max Drawdown (5Y)

Largest decline over 5 years

-24.61%

Max Drawdown (10Y)

Largest decline over 10 years

-24.75%

Current Drawdown

Current decline from peak

-2.00%

-3.83%

+1.83%

Average Drawdown

Average peak-to-trough decline

-3.81%

-2.73%

-1.08%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.25%

Volatility

QYLD vs. BALQ - Volatility Comparison


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Volatility by Period


QYLDBALQDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.17%

Volatility (6M)

Calculated over the trailing 6-month period

10.07%

Volatility (1Y)

Calculated over the trailing 1-year period

11.26%

21.56%

-10.30%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.05%

21.56%

-6.51%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.64%

21.56%

-5.92%

QYLD vs. BALQ - Expense Ratio Comparison

QYLD has a 0.60% expense ratio, which is higher than BALQ's 0.35% expense ratio.


Dividends

QYLD vs. BALQ - Dividend Comparison

QYLD's dividend yield for the trailing twelve months is around 11.78%, more than BALQ's 7.05% yield.


PositionTTM20252024202320222021202020192018201720162015
BALQ
iShares Nasdaq Premium Income Active ETF
7.05%0.95%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
QYLD
Global X NASDAQ 100 Covered Call ETF
11.78%11.55%12.50%11.78%13.75%12.85%11.16%9.84%12.44%7.69%9.15%9.42%

Frequently Asked Questions


With a correlation of 0.91, QYLD and BALQ move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, BALQ is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.

BALQ is cheaper with a 0.35% expense ratio, compared with 0.60% for QYLD.

QYLD has the higher dividend yield at 11.78%, compared with 7.05% for BALQ.

They also come from different issuers: Global X and iShares. Their fees differ too: 0.60% for QYLD and 0.35% for BALQ.

Portfolio Optimizer

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