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

Performance

QYLD vs. ZPRG.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X NASDAQ 100 Covered Call ETF (QYLD) and SPDR S&P Global Dividend Aristocrats UCITS (ZPRG.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

QYLD is traded in USD, while ZPRG.DE is traded in EUR. To make them comparable, the ZPRG.DE values have been converted to USD using the latest available exchange rates.

Returns By Period

The year-to-date returns for both stocks are quite close, with QYLD having a 6.22% return and ZPRG.DE slightly lower at 5.96%. Over the past 10 years, QYLD has outperformed ZPRG.DE with an annualized return of 9.69%, while ZPRG.DE has yielded a comparatively lower 6.51% annualized return.


QYLD

1D
-0.78%
1M
-0.55%
YTD
6.22%
6M
8.09%
1Y
21.28%
3Y*
13.13%
5Y*
8.03%
10Y*
9.69%

ZPRG.DE

1D
-0.01%
1M
-0.55%
YTD
5.96%
6M
7.99%
1Y
15.95%
3Y*
14.04%
5Y*
5.41%
10Y*
6.51%
*Multi-year figures are annualized to reflect compound growth (CAGR)

QYLD vs. ZPRG.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
QYLD
Global X NASDAQ 100 Covered Call ETF
6.22%9.28%19.35%22.77%-19.08%10.41%8.72%22.69%-3.07%18.79%
ZPRG.DE
SPDR S&P Global Dividend Aristocrats UCITS
5.96%18.58%6.72%6.76%-6.50%15.16%-9.44%21.05%-9.74%18.96%

Correlation

The correlation between QYLD and ZPRG.DE is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.28

Correlation (3Y)
Calculated over the trailing 3-year period

0.23

Correlation (5Y)
Calculated over the trailing 5-year period

0.31

Correlation (10Y)
Calculated over the trailing 10-year period

0.29

Correlation (All Time)
Calculated using the full available price history since Dec 12, 2013

0.31

Compare stocks, funds, or ETFs

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


Return for Risk

QYLD vs. ZPRG.DE — Risk / Return Rank

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

QYLD
QYLD Risk / Return Rank: 8888
Overall Rank
QYLD Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
QYLD Sortino Ratio Rank: 8484
Sortino Ratio Rank
QYLD Omega Ratio Rank: 9191
Omega Ratio Rank
QYLD Calmar Ratio Rank: 8686
Calmar Ratio Rank
QYLD Martin Ratio Rank: 9494
Martin Ratio Rank

ZPRG.DE
ZPRG.DE Risk / Return Rank: 5454
Overall Rank
ZPRG.DE Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
ZPRG.DE Sortino Ratio Rank: 5252
Sortino Ratio Rank
ZPRG.DE Omega Ratio Rank: 4848
Omega Ratio Rank
ZPRG.DE Calmar Ratio Rank: 6262
Calmar Ratio Rank
ZPRG.DE Martin Ratio Rank: 5656
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. ZPRG.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X NASDAQ 100 Covered Call ETF (QYLD) and SPDR S&P Global Dividend Aristocrats UCITS (ZPRG.DE). 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.


QYLDZPRG.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.89

Sortino ratioReturn per unit of downside risk

+1.06

Omega ratioGain probability vs. loss probability

1.53

1.27

+0.26

Calmar ratioReturn relative to maximum drawdown

4.30

2.08

+2.22

Martin ratioReturn relative to average drawdown

24.77

6.38

+18.39

QYLD vs. ZPRG.DE - Sharpe Ratio Comparison

The current QYLD Sharpe Ratio is 2.41, which is higher than the ZPRG.DE Sharpe Ratio of 1.53. The chart below compares the historical Sharpe Ratios of QYLD and ZPRG.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


QYLDZPRG.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.41

1.53

+0.89

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.55

0.38

+0.17

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.63

0.40

+0.23

Sharpe Ratio (All Time)

Calculated using the full available price history

0.58

0.38

+0.21

Drawdowns

QYLD vs. ZPRG.DE - Drawdown Comparison

The maximum QYLD drawdown since its inception was -24.75%, smaller than the maximum ZPRG.DE drawdown of -42.75%. Use the drawdown chart below to compare losses from any high point for QYLD and ZPRG.DE.


Loading charts...

Drawdown Indicators


QYLDZPRG.DEDifference

Max Drawdown

Largest peak-to-trough decline

-24.75%

-42.75%

+18.00%

Max Drawdown (1Y)

Largest decline over 1 year

-4.97%

-7.64%

+2.67%

Max Drawdown (3Y)

Largest decline over 3 years

-19.06%

-13.87%

-5.19%

Max Drawdown (5Y)

Largest decline over 5 years

-24.61%

-20.91%

-3.70%

Max Drawdown (10Y)

Largest decline over 10 years

-24.75%

-42.75%

+18.00%

Current Drawdown

Current decline from peak

-1.60%

-2.72%

+1.12%

Average Drawdown

Average peak-to-trough decline

-3.83%

-6.33%

+2.50%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.86%

2.49%

-1.63%

Volatility

QYLD vs. ZPRG.DE - Volatility Comparison

Global X NASDAQ 100 Covered Call ETF (QYLD) has a higher volatility of 2.96% compared to SPDR S&P Global Dividend Aristocrats UCITS (ZPRG.DE) at 2.58%. This indicates that QYLD's price experiences larger fluctuations and is considered to be riskier than ZPRG.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


QYLDZPRG.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.96%

2.58%

+0.38%

Volatility (6M)

Calculated over the trailing 6-month period

7.49%

7.34%

+0.15%

Volatility (1Y)

Calculated over the trailing 1-year period

8.86%

10.44%

-1.58%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.73%

14.16%

+0.57%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.51%

16.09%

-0.58%

QYLD vs. ZPRG.DE - Expense Ratio Comparison

QYLD has a 0.60% expense ratio, which is higher than ZPRG.DE's 0.45% expense ratio.


Dividends

QYLD vs. ZPRG.DE - Dividend Comparison

QYLD's dividend yield for the trailing twelve months is around 11.64%, more than ZPRG.DE's 3.87% yield.


PositionTTM20252024202320222021202020192018201720162015
QYLD
Global X NASDAQ 100 Covered Call ETF
11.64%11.55%12.50%11.78%13.75%12.85%11.16%9.84%12.44%7.69%9.15%9.42%
ZPRG.DE
SPDR S&P Global Dividend Aristocrats UCITS
3.87%4.25%3.73%4.22%4.49%3.58%3.98%3.44%3.95%3.36%3.62%3.80%

Frequently Asked Questions


QYLD and ZPRG.DE have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, ZPRG.DE is cheaper at 0.45% per year. The better choice depends on whether you care most about return, fees, risk, or income.

ZPRG.DE is cheaper with a 0.45% expense ratio, compared with 0.60% for QYLD.

QYLD is categorized as Nasdaq-100, while ZPRG.DE is Global Equity Income. QYLD tracks CBOE NASDAQ-100 Buy Write V2, while ZPRG.DE tracks S&P Global Dividend Aristocrats Quality Income Index. They also come from different issuers: Global X and State Street. Their fees differ too: 0.60% for QYLD and 0.45% for ZPRG.DE.

Portfolio Optimizer

Find the right allocation for QYLD and ZPRG.DE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer