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QYLD vs. QYLG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between QYLD and QYLG is 0.86, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Performance

QYLD vs. QYLG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X NASDAQ 100 Covered Call ETF (QYLD) and Global X Nasdaq 100 Covered Call & Growth ETF (QYLG). The values are adjusted to include any dividend payments, if applicable.

20.00%30.00%40.00%50.00%60.00%70.00%December2025FebruaryMarchAprilMay
35.68%
56.65%
QYLD
QYLG

Key characteristics

Sharpe Ratio

QYLD:

0.31

QYLG:

0.42

Sortino Ratio

QYLD:

0.58

QYLG:

0.74

Omega Ratio

QYLD:

1.10

QYLG:

1.11

Calmar Ratio

QYLD:

0.31

QYLG:

0.43

Martin Ratio

QYLD:

1.18

QYLG:

1.56

Ulcer Index

QYLD:

4.98%

QYLG:

5.71%

Daily Std Dev

QYLD:

19.08%

QYLG:

21.29%

Max Drawdown

QYLD:

-24.75%

QYLG:

-29.98%

Current Drawdown

QYLD:

-10.47%

QYLG:

-10.16%

Returns By Period

In the year-to-date period, QYLD achieves a -6.43% return, which is significantly lower than QYLG's -5.70% return.


QYLD

YTD

-6.43%

1M

8.58%

6M

-5.04%

1Y

5.64%

5Y*

8.29%

10Y*

7.60%

QYLG

YTD

-5.70%

1M

11.86%

6M

-4.37%

1Y

7.85%

5Y*

N/A

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

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QYLD vs. QYLG - Expense Ratio Comparison

Both QYLD and QYLG have an expense ratio of 0.60%.


Risk-Adjusted Performance

QYLD vs. QYLG — Risk-Adjusted Performance Rank

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

QYLD
The Risk-Adjusted Performance Rank of QYLD is 4444
Overall Rank
The Sharpe Ratio Rank of QYLD is 3939
Sharpe Ratio Rank
The Sortino Ratio Rank of QYLD is 4141
Sortino Ratio Rank
The Omega Ratio Rank of QYLD is 4949
Omega Ratio Rank
The Calmar Ratio Rank of QYLD is 4545
Calmar Ratio Rank
The Martin Ratio Rank of QYLD is 4444
Martin Ratio Rank

QYLG
The Risk-Adjusted Performance Rank of QYLG is 5151
Overall Rank
The Sharpe Ratio Rank of QYLG is 4848
Sharpe Ratio Rank
The Sortino Ratio Rank of QYLG is 5050
Sortino Ratio Rank
The Omega Ratio Rank of QYLG is 5353
Omega Ratio Rank
The Calmar Ratio Rank of QYLG is 5454
Calmar Ratio Rank
The Martin Ratio Rank of QYLG is 5050
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

QYLD vs. QYLG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X NASDAQ 100 Covered Call ETF (QYLD) and Global X Nasdaq 100 Covered Call & Growth ETF (QYLG). 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.


The current QYLD Sharpe Ratio is 0.31, which is comparable to the QYLG Sharpe Ratio of 0.42. The chart below compares the historical Sharpe Ratios of QYLD and QYLG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00December2025FebruaryMarchAprilMay
0.31
0.42
QYLD
QYLG

Dividends

QYLD vs. QYLG - Dividend Comparison

QYLD's dividend yield for the trailing twelve months is around 13.75%, less than QYLG's 27.80% yield.


TTM20242023202220212020201920182017201620152014
QYLD
Global X NASDAQ 100 Covered Call ETF
13.75%12.50%11.78%13.75%12.85%11.16%9.84%12.44%7.69%9.15%9.42%10.74%
QYLG
Global X Nasdaq 100 Covered Call & Growth ETF
27.80%25.27%5.43%6.91%10.15%1.44%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

QYLD vs. QYLG - Drawdown Comparison

The maximum QYLD drawdown since its inception was -24.75%, smaller than the maximum QYLG drawdown of -29.98%. Use the drawdown chart below to compare losses from any high point for QYLD and QYLG. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-10.47%
-10.16%
QYLD
QYLG

Volatility

QYLD vs. QYLG - Volatility Comparison

Global X NASDAQ 100 Covered Call ETF (QYLD) and Global X Nasdaq 100 Covered Call & Growth ETF (QYLG) have volatilities of 11.98% and 12.40%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%December2025FebruaryMarchAprilMay
11.98%
12.40%
QYLD
QYLG