QYLE.DE vs. WNDY.DE
QYLE.DE (Global X Nasdaq 100 Covered Call UCITS ETF D) and WNDY.DE (Global X Wind Energy UCITS ETF USD Accumulating) are both exchange-traded funds - QYLE.DE is a Nasdaq-100 fund tracking the Cboe Nasdaq-100 BuyWrite, while WNDY.DE is a Energy Equities fund tracking the Solactive Wind Energy. Both are passively managed. Over the past 3 years, QYLE.DE returned 12.74%/yr vs -0.54%/yr for WNDY.DE. At a 0.18 correlation, their price movements are largely independent. QYLE.DE charges 0.45%/yr vs 0.50%/yr for WNDY.DE.
Performance
QYLE.DE vs. WNDY.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 WNDY.DE's 17.83% return.
QYLE.DE
- 1D
- -1.00%
- 1M
- 2.37%
- YTD
- 6.53%
- 6M
- 7.35%
- 1Y
- 16.23%
- 3Y*
- 12.74%
- 5Y*
- —
- 10Y*
- —
WNDY.DE
- 1D
- -2.17%
- 1M
- -7.34%
- YTD
- 17.83%
- 6M
- 18.89%
- 1Y
- 39.65%
- 3Y*
- -0.54%
- 5Y*
- —
- 10Y*
- —
QYLE.DE vs. WNDY.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
QYLE.DE Global X Nasdaq 100 Covered Call UCITS ETF D | 6.53% | -7.62% | 37.36% | 30.02% | -5.59% |
WNDY.DE Global X Wind Energy UCITS ETF USD Accumulating | 17.83% | 17.05% | -14.98% | -22.01% | 0.13% |
Correlation
The correlation between QYLE.DE and WNDY.DE is 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.18 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.16 |
Correlation (All Time) Calculated using the full available price history since Nov 24, 2022 | 0.18 |
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Return for Risk
QYLE.DE vs. WNDY.DE — Risk / Return Rank
QYLE.DE
WNDY.DE
QYLE.DE vs. WNDY.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 Wind Energy UCITS ETF USD Accumulating (WNDY.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 | WNDY.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.28 | ||
| Sortino ratioReturn per unit of downside risk | -0.33 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.34 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | 3.87 | 4.67 | -0.80 |
| Martin ratioReturn relative to average drawdown | 10.46 | 14.81 | -4.35 |
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 | WNDY.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.68 | 1.96 | -0.28 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.16 | -0.19 | +1.34 |
Drawdowns
QYLE.DE vs. WNDY.DE - Drawdown Comparison
The maximum QYLE.DE drawdown since its inception was -24.06%, smaller than the maximum WNDY.DE drawdown of -52.12%. Use the drawdown chart below to compare losses from any high point for QYLE.DE and WNDY.DE.
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Drawdown Indicators
| QYLE.DE | WNDY.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -24.06% | -52.12% | +28.06% |
Max Drawdown (1Y)Largest decline over 1 year | -4.17% | -8.45% | +4.28% |
Max Drawdown (3Y)Largest decline over 3 years | -24.06% | -38.56% | +14.50% |
Current DrawdownCurrent decline from peak | -5.04% | -23.24% | +18.20% |
Average DrawdownAverage peak-to-trough decline | -5.68% | -30.02% | +24.34% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.55% | 2.67% | -1.12% |
Volatility
QYLE.DE vs. WNDY.DE - Volatility Comparison
The current volatility for Global X Nasdaq 100 Covered Call UCITS ETF D (QYLE.DE) is 2.32%, while Global X Wind Energy UCITS ETF USD Accumulating (WNDY.DE) has a volatility of 5.39%. This indicates that QYLE.DE experiences smaller price fluctuations and is considered to be less risky than WNDY.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 | WNDY.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.32% | 5.39% | -3.07% |
Volatility (6M)Calculated over the trailing 6-month period | 6.14% | 14.34% | -8.20% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.63% | 20.15% | -10.52% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.25% | 21.04% | -7.79% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.25% | 21.04% | -7.79% |
QYLE.DE vs. WNDY.DE - Expense Ratio Comparison
QYLE.DE has a 0.45% expense ratio, which is lower than WNDY.DE's 0.50% expense ratio.
Dividends
QYLE.DE vs. WNDY.DE - Dividend Comparison
QYLE.DE's dividend yield for the trailing twelve months is around 8.84%, while WNDY.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
QYLE.DE Global X Nasdaq 100 Covered Call UCITS ETF D | 8.84% | 10.67% | 15.00% | 20.20% |
WNDY.DE Global X Wind Energy UCITS ETF USD Accumulating | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
QYLE.DE and WNDY.DE have a correlation of 0.18, 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 WNDY.DE.
QYLE.DE is categorized as Nasdaq-100, while WNDY.DE is Energy Equities. QYLE.DE tracks Cboe Nasdaq-100 BuyWrite, while WNDY.DE tracks Solactive Wind Energy. Their fees differ too: 0.45% for QYLE.DE and 0.50% for WNDY.DE.
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