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QYLE.DE vs. SY7D.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

QYLE.DE vs. SY7D.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 Euro Stoxx 50 Covered Call UCITS ETF EUR Distributing (SY7D.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 SY7D.DE's 1.17% return.


QYLE.DE

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

SY7D.DE

1D
0.26%
1M
1.56%
YTD
1.17%
6M
2.22%
1Y
9.16%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

QYLE.DE vs. SY7D.DE - Yearly Performance Comparison


Correlation

The correlation between QYLE.DE and SY7D.DE is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.19

Correlation (All Time)
Calculated using the full available price history since May 9, 2025

0.20

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Return for Risk

QYLE.DE vs. SY7D.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

SY7D.DE
SY7D.DE Risk / Return Rank: 2424
Overall Rank
SY7D.DE Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
SY7D.DE Sortino Ratio Rank: 2323
Sortino Ratio Rank
SY7D.DE Omega Ratio Rank: 2525
Omega Ratio Rank
SY7D.DE Calmar Ratio Rank: 2222
Calmar Ratio Rank
SY7D.DE Martin Ratio Rank: 2727
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. SY7D.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 Euro Stoxx 50 Covered Call UCITS ETF EUR Distributing (SY7D.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.DESY7D.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.88

Sortino ratioReturn per unit of downside risk

+1.14

Omega ratioGain probability vs. loss probability

1.30

1.17

+0.14

Calmar ratioReturn relative to maximum drawdown

3.87

0.96

+2.91

Martin ratioReturn relative to average drawdown

10.46

3.59

+6.86

QYLE.DE vs. SY7D.DE - Sharpe Ratio Comparison

The current QYLE.DE Sharpe Ratio is 1.68, which is higher than the SY7D.DE Sharpe Ratio of 0.80. The chart below compares the historical Sharpe Ratios of QYLE.DE and SY7D.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.DESY7D.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.68

0.80

+0.88

Sharpe Ratio (All Time)

Calculated using the full available price history

1.16

0.90

+0.25

Drawdowns

QYLE.DE vs. SY7D.DE - Drawdown Comparison

The maximum QYLE.DE drawdown since its inception was -24.06%, which is greater than SY7D.DE's maximum drawdown of -9.48%. Use the drawdown chart below to compare losses from any high point for QYLE.DE and SY7D.DE.


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Drawdown Indicators


QYLE.DESY7D.DEDifference

Max Drawdown

Largest peak-to-trough decline

-24.06%

-9.48%

-14.58%

Max Drawdown (1Y)

Largest decline over 1 year

-4.17%

-9.48%

+5.31%

Max Drawdown (3Y)

Largest decline over 3 years

-24.06%

Current Drawdown

Current decline from peak

-5.04%

-1.71%

-3.33%

Average Drawdown

Average peak-to-trough decline

-5.68%

-1.61%

-4.07%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.55%

2.54%

-0.99%

Volatility

QYLE.DE vs. SY7D.DE - Volatility Comparison

The current volatility for Global X Nasdaq 100 Covered Call UCITS ETF D (QYLE.DE) is 2.32%, while Global X Euro Stoxx 50 Covered Call UCITS ETF EUR Distributing (SY7D.DE) has a volatility of 2.81%. This indicates that QYLE.DE experiences smaller price fluctuations and is considered to be less risky than SY7D.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.DESY7D.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.32%

2.81%

-0.49%

Volatility (6M)

Calculated over the trailing 6-month period

6.14%

9.61%

-3.47%

Volatility (1Y)

Calculated over the trailing 1-year period

9.63%

11.37%

-1.74%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.25%

11.06%

+2.19%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.25%

11.06%

+2.19%

QYLE.DE vs. SY7D.DE - Expense Ratio Comparison

Both QYLE.DE and SY7D.DE have an expense ratio of 0.45%.


Dividends

QYLE.DE vs. SY7D.DE - Dividend Comparison

QYLE.DE's dividend yield for the trailing twelve months is around 8.84%, less than SY7D.DE's 10.81% yield.


PositionTTM202520242023
QYLE.DE
Global X Nasdaq 100 Covered Call UCITS ETF D
8.84%10.67%15.00%20.20%
SY7D.DE
Global X Euro Stoxx 50 Covered Call UCITS ETF EUR Distributing
10.81%6.10%0.00%0.00%

Frequently Asked Questions


QYLE.DE and SY7D.DE have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.45% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

QYLE.DE and SY7D.DE have the same expense ratio: 0.45% per year.

QYLE.DE is categorized as Nasdaq-100, while SY7D.DE is Derivative Income. QYLE.DE tracks Cboe Nasdaq-100 BuyWrite, while SY7D.DE tracks EURO STOXX 50 Covered Call ATM Index.

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