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QYLD vs. URA
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

QYLD vs. URA - 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 Uranium ETF (URA). The values are adjusted to include any dividend payments, if applicable.

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QYLD vs. URA - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
QYLD
Global X NASDAQ 100 Covered Call ETF
0.61%9.28%19.35%22.77%-19.08%10.41%8.72%22.69%-3.07%18.79%
URA
Global X Uranium ETF
15.28%67.18%-0.58%46.25%-11.32%57.57%41.33%-3.54%-22.11%19.36%

Returns By Period

In the year-to-date period, QYLD achieves a 0.61% return, which is significantly lower than URA's 15.28% return. Over the past 10 years, QYLD has underperformed URA with an annualized return of 8.96%, while URA has yielded a comparatively higher 16.67% annualized return.


QYLD

1D
0.58%
1M
-1.11%
YTD
0.61%
6M
7.46%
1Y
16.36%
3Y*
13.19%
5Y*
7.01%
10Y*
8.96%

URA

1D
1.71%
1M
-12.74%
YTD
15.28%
6M
6.95%
1Y
123.62%
3Y*
41.34%
5Y*
25.08%
10Y*
16.67%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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QYLD vs. URA - Expense Ratio Comparison

QYLD has a 0.60% expense ratio, which is lower than URA's 0.69% expense ratio.


Return for Risk

QYLD vs. URA — Risk / Return Rank

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

QYLD
QYLD Risk / Return Rank: 6868
Overall Rank
QYLD Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
QYLD Sortino Ratio Rank: 6161
Sortino Ratio Rank
QYLD Omega Ratio Rank: 7979
Omega Ratio Rank
QYLD Calmar Ratio Rank: 5959
Calmar Ratio Rank
QYLD Martin Ratio Rank: 8585
Martin Ratio Rank

URA
URA Risk / Return Rank: 9292
Overall Rank
URA Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
URA Sortino Ratio Rank: 9494
Sortino Ratio Rank
URA Omega Ratio Rank: 8888
Omega Ratio Rank
URA Calmar Ratio Rank: 9696
Calmar Ratio Rank
URA Martin Ratio Rank: 8686
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. URA - Risk-Adjusted Trends Comparison

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


QYLDURADifference

Sharpe ratio

Return per unit of total volatility

1.00

2.53

-1.53

Sortino ratio

Return per unit of downside risk

1.61

3.01

-1.39

Omega ratio

Gain probability vs. loss probability

1.31

1.37

-0.06

Calmar ratio

Return relative to maximum drawdown

1.57

4.40

-2.84

Martin ratio

Return relative to average drawdown

10.32

10.53

-0.21

QYLD vs. URA - Sharpe Ratio Comparison

The current QYLD Sharpe Ratio is 1.00, which is lower than the URA Sharpe Ratio of 2.53. The chart below compares the historical Sharpe Ratios of QYLD and URA, 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


QYLDURADifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.00

2.53

-1.53

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.47

0.59

-0.11

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.58

0.45

+0.13

Sharpe Ratio (All Time)

Calculated using the full available price history

0.56

-0.05

+0.61

Correlation

The correlation between QYLD and URA is 0.40, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

QYLD vs. URA - Dividend Comparison

QYLD's dividend yield for the trailing twelve months is around 11.85%, more than URA's 4.23% yield.


TTM20252024202320222021202020192018201720162015
QYLD
Global X NASDAQ 100 Covered Call ETF
11.85%11.55%12.50%11.78%13.75%12.85%11.16%9.84%12.44%7.69%9.15%9.42%
URA
Global X Uranium ETF
4.23%4.88%2.86%6.07%0.76%5.84%1.69%1.66%0.44%2.03%7.28%1.96%

Drawdowns

QYLD vs. URA - Drawdown Comparison

The maximum QYLD drawdown since its inception was -24.75%, smaller than the maximum URA drawdown of -93.54%. Use the drawdown chart below to compare losses from any high point for QYLD and URA.


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Drawdown Indicators


QYLDURADifference

Max Drawdown

Largest peak-to-trough decline

-24.75%

-93.54%

+68.79%

Max Drawdown (1Y)

Largest decline over 1 year

-10.84%

-28.43%

+17.59%

Max Drawdown (5Y)

Largest decline over 5 years

-24.61%

-37.90%

+13.29%

Max Drawdown (10Y)

Largest decline over 10 years

-24.75%

-61.45%

+36.70%

Current Drawdown

Current decline from peak

-1.84%

-44.10%

+42.26%

Average Drawdown

Average peak-to-trough decline

-3.89%

-75.40%

+71.51%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.65%

11.89%

-10.24%

Volatility

QYLD vs. URA - Volatility Comparison

The current volatility for Global X NASDAQ 100 Covered Call ETF (QYLD) is 4.90%, while Global X Uranium ETF (URA) has a volatility of 14.44%. This indicates that QYLD experiences smaller price fluctuations and is considered to be less risky than URA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


QYLDURADifference

Volatility (1M)

Calculated over the trailing 1-month period

4.90%

14.44%

-9.54%

Volatility (6M)

Calculated over the trailing 6-month period

7.50%

38.51%

-31.01%

Volatility (1Y)

Calculated over the trailing 1-year period

16.43%

49.22%

-32.79%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.84%

42.97%

-28.13%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.51%

37.22%

-21.71%