QYLE vs. CRSH

Last updated Apr 2, 2026

Compare and contrast key facts about Global X NASDAQ 100 ESG Covered Call ETF (QYLE) and YieldMax Short TSLA Option Income Strategy ETF (CRSH).

QYLE and CRSH 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. CRSH is an actively managed fund by YieldMax. It was launched on May 1, 2024.

Performance

QYLE vs. CRSH - 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 YieldMax Short TSLA Option Income Strategy ETF (CRSH). The values are adjusted to include any dividend payments, if applicable.

QYLE vs. CRSH - Yearly Performance Comparison

	2026 (YTD)
QYLE Global X NASDAQ 100 ESG Covered Call ETF	0.00%
CRSH YieldMax Short TSLA Option Income Strategy ETF	9.12%

Returns By Period

QYLE

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

CRSH

• 1D: -1.76%
• 1M: 6.01%
• YTD: 18.37%
• 6M: 24.09%
• 1Y: -24.03%
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

QYLE vs. CRSH - Expense Ratio Comparison

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

CRSH

YieldMax Short TSLA Option Income Strategy ETF

QYLE

Global X NASDAQ 100 ESG Covered Call ETF

Return for Risk

QYLE vs. CRSH — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

CRSH

CRSH Risk / Return Rank: 4
CRSH Sharpe Ratio Rank: 3
CRSH Sortino Ratio Rank: 4
CRSH Omega Ratio Rank: 4
CRSH Calmar Ratio Rank: 3
CRSH Martin Ratio Rank: 6

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 vs. CRSH - 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 Short TSLA Option Income Strategy ETF (CRSH). 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.

Sharpe Ratios by Period

	QYLE	CRSH	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	-0.57	—
Sharpe Ratio (All Time) Calculated using the full available price history	—	-0.64	—

Dividends

QYLE vs. CRSH - Dividend Comparison

QYLE has not paid dividends to shareholders, while CRSH's dividend yield for the trailing twelve months is around 100.61%.

	TTM	2025	2024
QYLE Global X NASDAQ 100 ESG Covered Call ETF	0.00%	0.00%	0.00%
CRSH YieldMax Short TSLA Option Income Strategy ETF	100.61%	138.78%	94.25%

Drawdowns

QYLE vs. CRSH - Drawdown Comparison

The maximum QYLE drawdown since its inception was 0.00%, smaller than the maximum CRSH drawdown of -63.68%. Use the drawdown chart below to compare losses from any high point for QYLE and CRSH.

Drawdown Indicators

	QYLE	CRSH	Difference
Max Drawdown Largest peak-to-trough decline	0.00%	-63.68%	+63.68%
Max Drawdown (1Y) Largest decline over 1 year	—	-48.16%	—
Current Drawdown Current decline from peak	0.00%	-53.43%	+53.43%
Average Drawdown Average peak-to-trough decline	0.00%	-41.91%	+41.91%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	35.23%	—

Volatility

Volatility by Period

	QYLE	CRSH	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	8.04%	—
Volatility (6M) Calculated over the trailing 6-month period	—	23.47%	—
Volatility (1Y) Calculated over the trailing 1-year period	0.00%	42.40%	-42.40%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	0.00%	48.37%	-48.37%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	0.00%	48.37%	-48.37%