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

Performance

QYLE.DE vs. WNDY.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 Wind Energy UCITS ETF USD Accumulating (WNDY.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 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*
*Multi-year figures are annualized to reflect compound growth (CAGR)

QYLE.DE vs. WNDY.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%
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

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

WNDY.DE
WNDY.DE Risk / Return Rank: 6767
Overall Rank
WNDY.DE Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
WNDY.DE Sortino Ratio Rank: 5757
Sortino Ratio Rank
WNDY.DE Omega Ratio Rank: 5757
Omega Ratio Rank
WNDY.DE Calmar Ratio Rank: 8686
Calmar Ratio Rank
WNDY.DE Martin Ratio Rank: 7878
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. 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.DEWNDY.DEDifference
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

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

The current QYLE.DE Sharpe Ratio is 1.68, which is comparable to the WNDY.DE Sharpe Ratio of 1.96. The chart below compares the historical Sharpe Ratios of QYLE.DE and WNDY.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.DEWNDY.DEDifference

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.DEWNDY.DEDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-5.04%

-23.24%

+18.20%

Average Drawdown

Average peak-to-trough decline

-5.68%

-30.02%

+24.34%

Ulcer Index

Depth 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.DEWNDY.DEDifference

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.


PositionTTM202520242023
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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