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QYLD vs. XYLD
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

QYLD vs. XYLD - 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 S&P 500 Covered Call ETF (XYLD). The values are adjusted to include any dividend payments, if applicable.

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QYLD vs. XYLD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
QYLD
Global X NASDAQ 100 Covered Call ETF
0.02%9.28%19.35%22.77%-19.08%10.41%8.72%22.69%-3.07%18.79%
XYLD
Global X S&P 500 Covered Call ETF
-1.04%8.02%19.49%11.10%-12.05%19.59%-0.56%21.41%-6.09%16.49%

Returns By Period

In the year-to-date period, QYLD achieves a 0.02% return, which is significantly higher than XYLD's -1.04% return. Over the past 10 years, QYLD has outperformed XYLD with an annualized return of 8.89%, while XYLD has yielded a comparatively lower 7.87% annualized return.


QYLD

1D
2.69%
1M
-1.52%
YTD
0.02%
6M
7.09%
1Y
16.31%
3Y*
12.97%
5Y*
6.88%
10Y*
8.89%

XYLD

1D
2.01%
1M
-2.96%
YTD
-1.04%
6M
5.33%
1Y
10.53%
3Y*
10.21%
5Y*
6.95%
10Y*
7.87%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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QYLD vs. XYLD - Expense Ratio Comparison

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


Return for Risk

QYLD vs. XYLD — Risk / Return Rank

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

QYLD
QYLD Risk / Return Rank: 7272
Overall Rank
QYLD Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
QYLD Sortino Ratio Rank: 6767
Sortino Ratio Rank
QYLD Omega Ratio Rank: 8383
Omega Ratio Rank
QYLD Calmar Ratio Rank: 6565
Calmar Ratio Rank
QYLD Martin Ratio Rank: 8787
Martin Ratio Rank

XYLD
XYLD Risk / Return Rank: 5656
Overall Rank
XYLD Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
XYLD Sortino Ratio Rank: 4848
Sortino Ratio Rank
XYLD Omega Ratio Rank: 7171
Omega Ratio Rank
XYLD Calmar Ratio Rank: 4747
Calmar Ratio Rank
XYLD Martin Ratio Rank: 6969
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. XYLD - 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 S&P 500 Covered Call ETF (XYLD). 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.


QYLDXYLDDifference

Sharpe ratio

Return per unit of total volatility

1.00

0.76

+0.24

Sortino ratio

Return per unit of downside risk

1.61

1.22

+0.39

Omega ratio

Gain probability vs. loss probability

1.31

1.25

+0.06

Calmar ratio

Return relative to maximum drawdown

1.51

1.10

+0.41

Martin ratio

Return relative to average drawdown

9.98

6.46

+3.52

QYLD vs. XYLD - Sharpe Ratio Comparison

The current QYLD Sharpe Ratio is 1.00, which is higher than the XYLD Sharpe Ratio of 0.76. The chart below compares the historical Sharpe Ratios of QYLD and XYLD, 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


QYLDXYLDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.00

0.76

+0.24

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.47

0.62

-0.15

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.58

0.55

+0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.55

0.57

-0.02

Correlation

The correlation between QYLD and XYLD is 0.72, 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.


Dividends

QYLD vs. XYLD - Dividend Comparison

QYLD's dividend yield for the trailing twelve months is around 11.92%, more than XYLD's 10.98% yield.


TTM20252024202320222021202020192018201720162015
QYLD
Global X NASDAQ 100 Covered Call ETF
11.92%11.55%12.50%11.78%13.75%12.85%11.16%9.84%12.44%7.69%9.15%9.42%
XYLD
Global X S&P 500 Covered Call ETF
10.98%10.51%11.54%10.51%13.43%9.07%7.93%5.76%7.12%5.18%3.23%4.65%

Drawdowns

QYLD vs. XYLD - Drawdown Comparison

The maximum QYLD drawdown since its inception was -24.75%, smaller than the maximum XYLD drawdown of -33.46%. Use the drawdown chart below to compare losses from any high point for QYLD and XYLD.


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Drawdown Indicators


QYLDXYLDDifference

Max Drawdown

Largest peak-to-trough decline

-24.75%

-33.46%

+8.71%

Max Drawdown (1Y)

Largest decline over 1 year

-10.84%

-10.14%

-0.70%

Max Drawdown (5Y)

Largest decline over 5 years

-24.61%

-18.66%

-5.95%

Max Drawdown (10Y)

Largest decline over 10 years

-24.75%

-33.46%

+8.71%

Current Drawdown

Current decline from peak

-2.41%

-3.39%

+0.98%

Average Drawdown

Average peak-to-trough decline

-3.89%

-3.76%

-0.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.64%

1.72%

-0.08%

Volatility

QYLD vs. XYLD - Volatility Comparison

Global X NASDAQ 100 Covered Call ETF (QYLD) has a higher volatility of 4.90% compared to Global X S&P 500 Covered Call ETF (XYLD) at 4.01%. This indicates that QYLD's price experiences larger fluctuations and is considered to be riskier than XYLD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


QYLDXYLDDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.90%

4.01%

+0.89%

Volatility (6M)

Calculated over the trailing 6-month period

7.48%

5.82%

+1.66%

Volatility (1Y)

Calculated over the trailing 1-year period

16.42%

13.99%

+2.43%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.84%

11.31%

+3.53%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.51%

14.23%

+1.28%