QYLE.DE vs. XDWU.DE
QYLE.DE (Global X Nasdaq 100 Covered Call UCITS ETF D) and XDWU.DE (Xtrackers MSCI World Utilities UCITS ETF 1C) are both exchange-traded funds - QYLE.DE is a Nasdaq-100 fund tracking the Cboe Nasdaq-100 BuyWrite, while XDWU.DE is a Utilities Equities fund tracking the MSCI World/Utilities NR USD. Both are passively managed. Over the past 3 years, QYLE.DE returned 11.85%/yr vs 14.42%/yr for XDWU.DE. At a 0.18 correlation, their price movements are largely independent. QYLE.DE charges 0.45%/yr vs 0.25%/yr for XDWU.DE.
Performance
QYLE.DE vs. XDWU.DE - Performance Comparison
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Returns By Period
In the year-to-date period, QYLE.DE achieves a 10.16% return, which is significantly lower than XDWU.DE's 12.38% return.
QYLE.DE
- 1D
- 0.00%
- 1M
- 2.32%
- YTD
- 10.16%
- 6M
- 10.62%
- 1Y
- 21.99%
- 3Y*
- 11.85%
- 5Y*
- —
- 10Y*
- —
XDWU.DE
- 1D
- 0.56%
- 1M
- 1.97%
- YTD
- 12.38%
- 6M
- 13.24%
- 1Y
- 21.63%
- 3Y*
- 14.42%
- 5Y*
- 11.25%
- 10Y*
- 8.86%
QYLE.DE vs. XDWU.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
QYLE.DE Global X Nasdaq 100 Covered Call UCITS ETF D | 10.16% | -6.43% | 30.41% | 19.62% | -8.36% |
XDWU.DE Xtrackers MSCI World Utilities UCITS ETF 1C | 12.38% | 11.38% | 19.84% | -3.21% | -0.70% |
Correlation
The correlation between QYLE.DE and XDWU.DE is 0.16, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.16 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.16 |
Correlation (All Time) Calculated using the full available price history since Nov 22, 2022 | 0.18 |
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Return for Risk
QYLE.DE vs. XDWU.DE — Risk / Return Rank
QYLE.DE
XDWU.DE
QYLE.DE vs. XDWU.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 Xtrackers MSCI World Utilities UCITS ETF 1C (XDWU.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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| QYLE.DE | XDWU.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.64 | ||
| Sortino ratioReturn per unit of downside risk | +0.88 | ||
| Omega ratioGain probability vs. loss probability | 1.42 | 1.28 | +0.14 |
| Calmar ratioReturn relative to maximum drawdown | 5.32 | 2.95 | +2.37 |
| Martin ratioReturn relative to average drawdown | 16.54 | 7.42 | +9.12 |
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Drawdowns
QYLE.DE vs. XDWU.DE - Drawdown Comparison
The maximum QYLE.DE drawdown since its inception was -23.94%, smaller than the maximum XDWU.DE drawdown of -42.00%. Use the drawdown chart below to compare losses from any high point for QYLE.DE and XDWU.DE.
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Drawdown Indicators
| QYLE.DE | XDWU.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.94% | -42.00% | +18.06% |
Max Drawdown (1Y)Largest decline over 1 year | -4.17% | -7.30% | +3.13% |
Max Drawdown (3Y)Largest decline over 3 years | -23.94% | -12.69% | -11.25% |
Max Drawdown (5Y)Largest decline over 5 years | — | -23.26% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.61% | — |
Current DrawdownCurrent decline from peak | -0.60% | -1.56% | +0.96% |
Average DrawdownAverage peak-to-trough decline | -5.59% | -12.47% | +6.88% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.34% | 2.91% | -1.57% |
Volatility
QYLE.DE vs. XDWU.DE - Volatility Comparison
The current volatility for Global X Nasdaq 100 Covered Call UCITS ETF D (QYLE.DE) is 3.21%, while Xtrackers MSCI World Utilities UCITS ETF 1C (XDWU.DE) has a volatility of 4.22%. This indicates that QYLE.DE experiences smaller price fluctuations and is considered to be less risky than XDWU.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 | XDWU.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.21% | 4.22% | -1.01% |
Volatility (6M)Calculated over the trailing 6-month period | 6.58% | 10.83% | -4.25% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.63% | 13.00% | -3.37% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.13% | 14.25% | -1.12% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.13% | 18.00% | -4.87% |
QYLE.DE vs. XDWU.DE - Expense Ratio Comparison
QYLE.DE has a 0.45% expense ratio, which is higher than XDWU.DE's 0.25% expense ratio.
Dividends
QYLE.DE vs. XDWU.DE - Dividend Comparison
QYLE.DE's dividend yield for the trailing twelve months is around 11.14%, while XDWU.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
QYLE.DE Global X Nasdaq 100 Covered Call UCITS ETF D | 11.14% | 11.95% | 10.44% | 11.90% |
XDWU.DE Xtrackers MSCI World Utilities UCITS ETF 1C | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
QYLE.DE and XDWU.DE have a correlation of 0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XDWU.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XDWU.DE is cheaper with a 0.25% expense ratio, compared with 0.45% for QYLE.DE.
QYLE.DE is categorized as Nasdaq-100, while XDWU.DE is Utilities Equities. QYLE.DE tracks Cboe Nasdaq-100 BuyWrite, while XDWU.DE tracks MSCI World/Utilities NR USD. They also come from different issuers: Global X and Xtrackers. Their fees differ too: 0.45% for QYLE.DE and 0.25% for XDWU.DE.
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