QYLE vs. AIYY
Compare and contrast key facts about Global X NASDAQ 100 ESG Covered Call ETF (QYLE) and YieldMax AI Option Income Strategy ETF (AIYY).
QYLE and AIYY are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. QYLE is a passively managed fund by Global X that tracks the performance of the Nasdaq-100 ESG BuyWrite Index - Benchmark TR Gross. It was launched on Feb 21, 2023. AIYY is an actively managed fund by YieldMax. It was launched on Nov 27, 2023.
Performance
QYLE vs. AIYY - Performance Comparison
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QYLE vs. AIYY - Yearly Performance Comparison
| 2026 (YTD) | |
|---|---|
QYLE Global X NASDAQ 100 ESG Covered Call ETF | 0.00% |
AIYY YieldMax AI Option Income Strategy ETF | -24.20% |
Returns By Period
QYLE
- 1D
- 0.00%
- 1M
- 0.00%
- YTD
- —
- 6M
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
AIYY
- 1D
- 4.30%
- 1M
- 1.87%
- YTD
- -34.26%
- 6M
- -47.05%
- 1Y
- -59.12%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
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QYLE vs. AIYY - Expense Ratio Comparison
QYLE has a 0.61% expense ratio, which is lower than AIYY's 0.99% expense ratio.
Return for Risk
QYLE vs. AIYY — Risk / Return Rank
QYLE
AIYY
QYLE vs. AIYY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Global X NASDAQ 100 ESG Covered Call ETF (QYLE) and YieldMax AI Option Income Strategy ETF (AIYY). 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.
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
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Sharpe Ratios by Period
| QYLE | AIYY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | — | -1.07 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | — | -0.94 | — |
Dividends
QYLE vs. AIYY - Dividend Comparison
QYLE has not paid dividends to shareholders, while AIYY's dividend yield for the trailing twelve months is around 206.09%.
| TTM | 2025 | 2024 | |
|---|---|---|---|
QYLE Global X NASDAQ 100 ESG Covered Call ETF | 0.00% | 0.00% | 0.00% |
AIYY YieldMax AI Option Income Strategy ETF | 206.09% | 168.33% | 98.26% |
Drawdowns
QYLE vs. AIYY - Drawdown Comparison
The maximum QYLE drawdown since its inception was 0.00%, smaller than the maximum AIYY drawdown of -79.48%. Use the drawdown chart below to compare losses from any high point for QYLE and AIYY.
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Drawdown Indicators
| QYLE | AIYY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | 0.00% | -79.48% | +79.48% |
Max Drawdown (1Y)Largest decline over 1 year | — | -68.33% | — |
Current DrawdownCurrent decline from peak | 0.00% | -78.53% | +78.53% |
Average DrawdownAverage peak-to-trough decline | 0.00% | -38.30% | +38.30% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 39.17% | — |
Volatility
QYLE vs. AIYY - Volatility Comparison
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Volatility by Period
| QYLE | AIYY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 10.87% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 37.98% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 0.00% | 55.64% | -55.64% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 0.00% | 50.60% | -50.60% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 0.00% | 50.60% | -50.60% |