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QYLE vs. COSW
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

QYLE vs. COSW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X NASDAQ 100 ESG Covered Call ETF (QYLE) and Roundhill COST WeeklyPay ETF (COSW). The values are adjusted to include any dividend payments, if applicable.

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QYLE vs. COSW - Yearly Performance Comparison


Returns By Period


QYLE

1D
0.00%
1M
0.00%
YTD
6M
1Y
3Y*
5Y*
10Y*

COSW

1D
-0.54%
1M
-2.62%
YTD
17.20%
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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QYLE vs. COSW - Expense Ratio Comparison

QYLE has a 0.61% expense ratio, which is lower than COSW's 0.99% expense ratio.


Return for Risk

QYLE vs. COSW - 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 Roundhill COST WeeklyPay ETF (COSW). 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.

QYLE vs. COSW - Sharpe Ratio Comparison


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Sharpe Ratios by Period


QYLECOSWDifference

Sharpe Ratio (All Time)

Calculated using the full available price history

0.44

Dividends

QYLE vs. COSW - Dividend Comparison

QYLE has not paid dividends to shareholders, while COSW's dividend yield for the trailing twelve months is around 12.26%.


Drawdowns

QYLE vs. COSW - Drawdown Comparison

The maximum QYLE drawdown since its inception was 0.00%, smaller than the maximum COSW drawdown of -12.17%. Use the drawdown chart below to compare losses from any high point for QYLE and COSW.


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Drawdown Indicators


QYLECOSWDifference

Max Drawdown

Largest peak-to-trough decline

0.00%

-12.17%

+12.17%

Current Drawdown

Current decline from peak

0.00%

-3.28%

+3.28%

Average Drawdown

Average peak-to-trough decline

0.00%

-4.05%

+4.05%

Volatility

QYLE vs. COSW - Volatility Comparison


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Volatility by Period


QYLECOSWDifference

Volatility (1Y)

Calculated over the trailing 1-year period

0.00%

25.36%

-25.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.00%

25.36%

-25.36%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.00%

25.36%

-25.36%