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QYLE.DE vs. AKWA.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

QYLE.DE vs. AKWA.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Global X Nasdaq 100 Covered Call UCITS ETF D (QYLE.DE) and Global X Clean Water UCITS ETF (AKWA.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, QYLE.DE achieves a 6.53% return, which is significantly higher than AKWA.DE's -0.44% return.


QYLE.DE

1D
-1.00%
1M
2.37%
YTD
6.53%
6M
7.35%
1Y
16.23%
3Y*
12.74%
5Y*
10Y*

AKWA.DE

1D
-0.50%
1M
-1.77%
YTD
-0.44%
6M
-2.43%
1Y
-0.46%
3Y*
7.49%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

QYLE.DE vs. AKWA.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022
QYLE.DE
Global X Nasdaq 100 Covered Call UCITS ETF D
6.53%-7.62%37.36%30.02%-5.59%
AKWA.DE
Global X Clean Water UCITS ETF
-0.44%0.80%12.17%20.84%-5.91%

Correlation

The correlation between QYLE.DE and AKWA.DE is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.26

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

0.34

Correlation (All Time)
Calculated using the full available price history since Nov 24, 2022

0.36

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Return for Risk

QYLE.DE vs. AKWA.DE — Risk / Return Rank

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

QYLE.DE
QYLE.DE Risk / Return Rank: 5757
Overall Rank
QYLE.DE Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
QYLE.DE Sortino Ratio Rank: 4949
Sortino Ratio Rank
QYLE.DE Omega Ratio Rank: 4949
Omega Ratio Rank
QYLE.DE Calmar Ratio Rank: 7878
Calmar Ratio Rank
QYLE.DE Martin Ratio Rank: 6060
Martin Ratio Rank

AKWA.DE
AKWA.DE Risk / Return Rank: 99
Overall Rank
AKWA.DE Sharpe Ratio Rank: 99
Sharpe Ratio Rank
AKWA.DE Sortino Ratio Rank: 88
Sortino Ratio Rank
AKWA.DE Omega Ratio Rank: 88
Omega Ratio Rank
AKWA.DE Calmar Ratio Rank: 99
Calmar Ratio Rank
AKWA.DE Martin Ratio Rank: 99
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.

QYLE.DE vs. AKWA.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Nasdaq 100 Covered Call UCITS ETF D (QYLE.DE) and Global X Clean Water UCITS ETF (AKWA.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.


QYLE.DEAKWA.DEDifference
Sharpe ratioReturn per unit of total volatility

+1.71

Sortino ratioReturn per unit of downside risk

+2.31

Omega ratioGain probability vs. loss probability

1.30

1.01

+0.30

Calmar ratioReturn relative to maximum drawdown

3.87

-0.05

+3.92

Martin ratioReturn relative to average drawdown

10.46

-0.11

+10.57

QYLE.DE vs. AKWA.DE - Sharpe Ratio Comparison

The current QYLE.DE Sharpe Ratio is 1.68, which is higher than the AKWA.DE Sharpe Ratio of -0.03. The chart below compares the historical Sharpe Ratios of QYLE.DE and AKWA.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.


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Sharpe Ratios by Period


QYLE.DEAKWA.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.68

-0.03

+1.71

Sharpe Ratio (All Time)

Calculated using the full available price history

1.16

0.20

+0.96

Drawdowns

QYLE.DE vs. AKWA.DE - Drawdown Comparison

The maximum QYLE.DE drawdown since its inception was -24.06%, roughly equal to the maximum AKWA.DE drawdown of -23.07%. Use the drawdown chart below to compare losses from any high point for QYLE.DE and AKWA.DE.


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Drawdown Indicators


QYLE.DEAKWA.DEDifference

Max Drawdown

Largest peak-to-trough decline

-24.06%

-23.07%

-0.99%

Max Drawdown (1Y)

Largest decline over 1 year

-4.17%

-9.90%

+5.73%

Max Drawdown (3Y)

Largest decline over 3 years

-24.06%

-19.99%

-4.07%

Current Drawdown

Current decline from peak

-5.04%

-8.54%

+3.50%

Average Drawdown

Average peak-to-trough decline

-5.68%

-7.60%

+1.92%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.55%

4.12%

-2.57%

Volatility

QYLE.DE vs. AKWA.DE - Volatility Comparison

The current volatility for Global X Nasdaq 100 Covered Call UCITS ETF D (QYLE.DE) is 2.32%, while Global X Clean Water UCITS ETF (AKWA.DE) has a volatility of 3.85%. This indicates that QYLE.DE experiences smaller price fluctuations and is considered to be less risky than AKWA.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


QYLE.DEAKWA.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.32%

3.85%

-1.53%

Volatility (6M)

Calculated over the trailing 6-month period

6.14%

10.07%

-3.93%

Volatility (1Y)

Calculated over the trailing 1-year period

9.63%

13.59%

-3.96%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.25%

16.02%

-2.77%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.25%

16.02%

-2.77%

QYLE.DE vs. AKWA.DE - Expense Ratio Comparison

QYLE.DE has a 0.45% expense ratio, which is lower than AKWA.DE's 0.50% expense ratio.


Dividends

QYLE.DE vs. AKWA.DE - Dividend Comparison

QYLE.DE's dividend yield for the trailing twelve months is around 8.84%, while AKWA.DE has not paid dividends to shareholders.


PositionTTM202520242023
AKWA.DE
Global X Clean Water UCITS ETF
0.00%0.00%0.00%0.00%
QYLE.DE
Global X Nasdaq 100 Covered Call UCITS ETF D
8.84%10.67%15.00%20.20%

Frequently Asked Questions


QYLE.DE and AKWA.DE have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

QYLE.DE is cheaper with a 0.45% expense ratio, compared with 0.50% for AKWA.DE.

QYLE.DE is categorized as Nasdaq-100, while AKWA.DE is Water Equities. QYLE.DE tracks Cboe Nasdaq-100 BuyWrite, while AKWA.DE tracks Solactive Global Clean Water Industry. Their fees differ too: 0.45% for QYLE.DE and 0.50% for AKWA.DE.

Portfolio Optimizer

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