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QYLD vs. MRNY
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

QYLD vs. MRNY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X NASDAQ 100 Covered Call ETF (QYLD) and YieldMax MRNA Option Income Strategy ETF (MRNY). The values are adjusted to include any dividend payments, if applicable.

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QYLD vs. MRNY - Yearly Performance Comparison


2026 (YTD)202520242023
QYLD
Global X NASDAQ 100 Covered Call ETF
0.84%9.28%19.35%5.82%
MRNY
YieldMax MRNA Option Income Strategy ETF
53.93%-35.72%-59.32%19.61%

Returns By Period

In the year-to-date period, QYLD achieves a 0.84% return, which is significantly lower than MRNY's 53.93% return.


QYLD

1D
0.23%
1M
-0.20%
YTD
0.84%
6M
7.58%
1Y
16.15%
3Y*
13.21%
5Y*
7.06%
10Y*
8.97%

MRNY

1D
-0.86%
1M
2.24%
YTD
53.93%
6M
54.81%
1Y
52.68%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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QYLD vs. MRNY - Expense Ratio Comparison

QYLD has a 0.60% expense ratio, which is lower than MRNY's 0.99% expense ratio.


Return for Risk

QYLD vs. MRNY — Risk / Return Rank

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

QYLD
QYLD Risk / Return Rank: 6363
Overall Rank
QYLD Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
QYLD Sortino Ratio Rank: 5858
Sortino Ratio Rank
QYLD Omega Ratio Rank: 7777
Omega Ratio Rank
QYLD Calmar Ratio Rank: 5151
Calmar Ratio Rank
QYLD Martin Ratio Rank: 8181
Martin Ratio Rank

MRNY
MRNY Risk / Return Rank: 5252
Overall Rank
MRNY Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
MRNY Sortino Ratio Rank: 6262
Sortino Ratio Rank
MRNY Omega Ratio Rank: 5050
Omega Ratio Rank
MRNY Calmar Ratio Rank: 6060
Calmar Ratio Rank
MRNY Martin Ratio Rank: 3333
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 vs. MRNY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X NASDAQ 100 Covered Call ETF (QYLD) and YieldMax MRNA Option Income Strategy ETF (MRNY). 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.


QYLDMRNYDifference

Sharpe ratio

Return per unit of total volatility

0.99

1.02

-0.03

Sortino ratio

Return per unit of downside risk

1.60

1.68

-0.09

Omega ratio

Gain probability vs. loss probability

1.31

1.20

+0.11

Calmar ratio

Return relative to maximum drawdown

1.53

1.78

-0.25

Martin ratio

Return relative to average drawdown

10.09

3.56

+6.53

QYLD vs. MRNY - Sharpe Ratio Comparison

The current QYLD Sharpe Ratio is 0.99, which is comparable to the MRNY Sharpe Ratio of 1.02. The chart below compares the historical Sharpe Ratios of QYLD and MRNY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


QYLDMRNYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.99

1.02

-0.03

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.48

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.58

Sharpe Ratio (All Time)

Calculated using the full available price history

0.56

-0.51

+1.06

Correlation

The correlation between QYLD and MRNY is 0.31, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

QYLD vs. MRNY - Dividend Comparison

QYLD's dividend yield for the trailing twelve months is around 11.83%, less than MRNY's 92.26% yield.


TTM20252024202320222021202020192018201720162015
QYLD
Global X NASDAQ 100 Covered Call ETF
11.83%11.55%12.50%11.78%13.75%12.85%11.16%9.84%12.44%7.69%9.15%9.42%
MRNY
YieldMax MRNA Option Income Strategy ETF
92.26%145.98%178.49%1.75%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

QYLD vs. MRNY - Drawdown Comparison

The maximum QYLD drawdown since its inception was -24.75%, smaller than the maximum MRNY drawdown of -82.15%. Use the drawdown chart below to compare losses from any high point for QYLD and MRNY.


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Drawdown Indicators


QYLDMRNYDifference

Max Drawdown

Largest peak-to-trough decline

-24.75%

-82.15%

+57.40%

Max Drawdown (1Y)

Largest decline over 1 year

-7.31%

-31.53%

+24.22%

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

-1.61%

-67.59%

+65.98%

Average Drawdown

Average peak-to-trough decline

-3.89%

-51.56%

+47.67%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.65%

15.79%

-14.14%

Volatility

QYLD vs. MRNY - Volatility Comparison

The current volatility for Global X NASDAQ 100 Covered Call ETF (QYLD) is 4.81%, while YieldMax MRNA Option Income Strategy ETF (MRNY) has a volatility of 12.41%. This indicates that QYLD experiences smaller price fluctuations and is considered to be less risky than MRNY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


QYLDMRNYDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.81%

12.41%

-7.60%

Volatility (6M)

Calculated over the trailing 6-month period

7.50%

39.37%

-31.87%

Volatility (1Y)

Calculated over the trailing 1-year period

16.42%

51.86%

-35.44%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.84%

51.36%

-36.52%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.51%

51.36%

-35.85%