QYLE.DE vs. FTGQ.DE
QYLE.DE (Global X Nasdaq 100 Covered Call UCITS ETF D) and FTGQ.DE (First Trust Vest Nasdaq-100 Moderate Buffer UCITS ETF December Class A Accumulation) are both Nasdaq-100 funds. QYLE.DE is passively managed, while FTGQ.DE is actively managed. Over the past year, QYLE.DE returned 16.40% vs 16.10% for FTGQ.DE. A 0.70 correlation means they provide meaningful diversification when combined. QYLE.DE charges 0.45%/yr vs 0.90%/yr for FTGQ.DE.
Performance
QYLE.DE vs. FTGQ.DE - Performance Comparison
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Returns By Period
In the year-to-date period, QYLE.DE achieves a 6.53% return, which is significantly lower than FTGQ.DE's 7.60% return.
QYLE.DE
- 1D
- -1.00%
- 1M
- 2.58%
- YTD
- 6.53%
- 6M
- 7.45%
- 1Y
- 16.40%
- 3Y*
- 12.74%
- 5Y*
- —
- 10Y*
- —
FTGQ.DE
- 1D
- -0.17%
- 1M
- 2.82%
- YTD
- 7.60%
- 6M
- 7.43%
- 1Y
- 16.10%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
QYLE.DE vs. FTGQ.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
QYLE.DE Global X Nasdaq 100 Covered Call UCITS ETF D | 6.53% | -7.62% | -0.23% |
FTGQ.DE First Trust Vest Nasdaq-100 Moderate Buffer UCITS ETF December Class A Accumulation | 7.60% | 1.05% | -3.86% |
Correlation
The correlation between QYLE.DE and FTGQ.DE is 0.72, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.72 |
Correlation (All Time) Calculated using the full available price history since Dec 27, 2024 | 0.70 |
The correlation between QYLE.DE and FTGQ.DE has been stable across timeframes, ranging from 0.70 to 0.72 - a consistent structural relationship.
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Return for Risk
QYLE.DE vs. FTGQ.DE — Risk / Return Rank
QYLE.DE
FTGQ.DE
QYLE.DE vs. FTGQ.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 First Trust Vest Nasdaq-100 Moderate Buffer UCITS ETF December Class A Accumulation (FTGQ.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.DE | FTGQ.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.18 | ||
| Sortino ratioReturn per unit of downside risk | -0.27 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.34 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | 3.87 | 4.23 | -0.36 |
| Martin ratioReturn relative to average drawdown | 10.46 | 11.47 | -1.01 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| QYLE.DE | FTGQ.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.68 | 1.86 | -0.18 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.16 | 0.25 | +0.91 |
Drawdowns
QYLE.DE vs. FTGQ.DE - Drawdown Comparison
The maximum QYLE.DE drawdown since its inception was -24.06%, which is greater than FTGQ.DE's maximum drawdown of -19.13%. Use the drawdown chart below to compare losses from any high point for QYLE.DE and FTGQ.DE.
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Drawdown Indicators
| QYLE.DE | FTGQ.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -24.06% | -19.13% | -4.93% |
Max Drawdown (1Y)Largest decline over 1 year | -4.17% | -3.80% | -0.37% |
Max Drawdown (3Y)Largest decline over 3 years | -24.06% | — | — |
Current DrawdownCurrent decline from peak | -5.04% | -0.17% | -4.87% |
Average DrawdownAverage peak-to-trough decline | -5.68% | -5.88% | +0.20% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.55% | 1.41% | +0.14% |
Volatility
QYLE.DE vs. FTGQ.DE - Volatility Comparison
Global X Nasdaq 100 Covered Call UCITS ETF D (QYLE.DE) has a higher volatility of 2.32% compared to First Trust Vest Nasdaq-100 Moderate Buffer UCITS ETF December Class A Accumulation (FTGQ.DE) at 1.30%. This indicates that QYLE.DE's price experiences larger fluctuations and is considered to be riskier than FTGQ.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.DE | FTGQ.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.32% | 1.30% | +1.02% |
Volatility (6M)Calculated over the trailing 6-month period | 6.14% | 5.09% | +1.05% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.63% | 8.64% | +0.99% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.25% | 12.69% | +0.56% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.25% | 12.69% | +0.56% |
QYLE.DE vs. FTGQ.DE - Expense Ratio Comparison
QYLE.DE has a 0.45% expense ratio, which is lower than FTGQ.DE's 0.90% expense ratio.
Dividends
QYLE.DE vs. FTGQ.DE - Dividend Comparison
QYLE.DE's dividend yield for the trailing twelve months is around 8.84%, while FTGQ.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
FTGQ.DE First Trust Vest Nasdaq-100 Moderate Buffer UCITS ETF December Class A Accumulation | 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 FTGQ.DE have a correlation of 0.72, 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 0.90% for FTGQ.DE.
They also come from different issuers: Global X and First Trust. Their fees differ too: 0.45% for QYLE.DE and 0.90% for FTGQ.DE.
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