PortfoliosLab logoPortfoliosLab logo
QYLD vs. YYY
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

QYLD vs. YYY - Performance Comparison

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

Loading graphics...

QYLD vs. YYY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
QYLD
Global X NASDAQ 100 Covered Call ETF
0.84%9.28%19.35%22.77%-19.08%10.41%8.72%22.69%-3.07%18.79%
YYY
Amplify CEF High Income ETF
-1.46%13.08%11.86%12.98%-21.78%14.13%-0.86%21.87%-10.21%13.86%

Returns By Period

In the year-to-date period, QYLD achieves a 0.84% return, which is significantly higher than YYY's -1.46% return. Over the past 10 years, QYLD has outperformed YYY with an annualized return of 8.97%, while YYY has yielded a comparatively lower 5.61% annualized 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%

YYY

1D
-0.54%
1M
-3.87%
YTD
-1.46%
6M
-1.29%
1Y
9.19%
3Y*
10.76%
5Y*
3.10%
10Y*
5.61%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


QYLD vs. YYY - Expense Ratio Comparison

QYLD has a 0.60% expense ratio, which is lower than YYY's 3.23% expense ratio.


Return for Risk

QYLD vs. YYY — 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

YYY
YYY Risk / Return Rank: 3333
Overall Rank
YYY Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
YYY Sortino Ratio Rank: 3131
Sortino Ratio Rank
YYY Omega Ratio Rank: 3939
Omega Ratio Rank
YYY Calmar Ratio Rank: 2828
Calmar Ratio Rank
YYY Martin Ratio Rank: 3636
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. YYY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X NASDAQ 100 Covered Call ETF (QYLD) and Amplify CEF High Income ETF (YYY). 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.


QYLDYYYDifference

Sharpe ratio

Return per unit of total volatility

0.99

0.70

+0.28

Sortino ratio

Return per unit of downside risk

1.60

0.98

+0.62

Omega ratio

Gain probability vs. loss probability

1.31

1.17

+0.14

Calmar ratio

Return relative to maximum drawdown

1.53

0.87

+0.67

Martin ratio

Return relative to average drawdown

10.09

3.96

+6.13

QYLD vs. YYY - Sharpe Ratio Comparison

The current QYLD Sharpe Ratio is 0.99, which is higher than the YYY Sharpe Ratio of 0.70. The chart below compares the historical Sharpe Ratios of QYLD and YYY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


QYLDYYYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.99

0.70

+0.28

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.48

0.27

+0.20

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.58

0.41

+0.17

Sharpe Ratio (All Time)

Calculated using the full available price history

0.56

0.40

+0.16

Correlation

The correlation between QYLD and YYY is 0.55, 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. YYY - Dividend Comparison

QYLD's dividend yield for the trailing twelve months is around 11.83%, less than YYY's 13.10% 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%
YYY
Amplify CEF High Income ETF
13.10%12.51%12.50%12.39%12.36%9.08%9.79%9.10%9.73%8.16%10.34%10.77%

Drawdowns

QYLD vs. YYY - Drawdown Comparison

The maximum QYLD drawdown since its inception was -24.75%, smaller than the maximum YYY drawdown of -42.52%. Use the drawdown chart below to compare losses from any high point for QYLD and YYY.


Loading graphics...

Drawdown Indicators


QYLDYYYDifference

Max Drawdown

Largest peak-to-trough decline

-24.75%

-42.52%

+17.77%

Max Drawdown (1Y)

Largest decline over 1 year

-7.31%

-9.19%

+1.88%

Max Drawdown (5Y)

Largest decline over 5 years

-24.61%

-27.92%

+3.31%

Max Drawdown (10Y)

Largest decline over 10 years

-24.75%

-42.52%

+17.77%

Current Drawdown

Current decline from peak

-1.61%

-5.58%

+3.97%

Average Drawdown

Average peak-to-trough decline

-3.89%

-6.91%

+3.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.65%

2.35%

-0.70%

Volatility

QYLD vs. YYY - Volatility Comparison

The current volatility for Global X NASDAQ 100 Covered Call ETF (QYLD) is 4.81%, while Amplify CEF High Income ETF (YYY) has a volatility of 5.20%. This indicates that QYLD experiences smaller price fluctuations and is considered to be less risky than YYY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


QYLDYYYDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.81%

5.20%

-0.39%

Volatility (6M)

Calculated over the trailing 6-month period

7.50%

7.17%

+0.33%

Volatility (1Y)

Calculated over the trailing 1-year period

16.42%

13.11%

+3.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.84%

11.33%

+3.51%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.51%

13.89%

+1.62%