QYLE vs. DIVO

Last updated Apr 2, 2026

Compare and contrast key facts about Global X NASDAQ 100 ESG Covered Call ETF (QYLE) and Amplify CWP Enhanced Dividend Income ETF (DIVO).

QYLE and DIVO 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. DIVO is an actively managed fund by Amplify. It was launched on Dec 13, 2016.

Performance

QYLE vs. DIVO - 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 Amplify CWP Enhanced Dividend Income ETF (DIVO). The values are adjusted to include any dividend payments, if applicable.

QYLE vs. DIVO - Yearly Performance Comparison

	2026 (YTD)
QYLE Global X NASDAQ 100 ESG Covered Call ETF	0.00%
DIVO Amplify CWP Enhanced Dividend Income ETF	-3.86%

Returns By Period

QYLE

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

DIVO

• 1D: 0.18%
• 1M: -3.44%
• YTD: 2.19%
• 6M: 5.30%
• 1Y: 17.84%
• 3Y*: 14.21%
• 5Y*: 11.02%
• 10Y*: —

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

QYLE vs. DIVO - Expense Ratio Comparison

QYLE has a 0.61% expense ratio, which is higher than DIVO's 0.56% expense ratio.

QYLE

Global X NASDAQ 100 ESG Covered Call ETF

DIVO

Amplify CWP Enhanced Dividend Income ETF

Return for Risk

QYLE vs. DIVO — Risk / Return Rank

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

DIVO

DIVO Risk / Return Rank: 76
DIVO Sharpe Ratio Rank: 74
DIVO Sortino Ratio Rank: 76
DIVO Omega Ratio Rank: 77
DIVO Calmar Ratio Rank: 72
DIVO Martin Ratio Rank: 80

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. DIVO - 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 Amplify CWP Enhanced Dividend Income ETF (DIVO). 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	DIVO	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	1.36	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.93	—
Sharpe Ratio (All Time) Calculated using the full available price history	—	0.83	—

Dividends

QYLE vs. DIVO - Dividend Comparison

QYLE has not paid dividends to shareholders, while DIVO's dividend yield for the trailing twelve months is around 6.48%.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017
QYLE Global X NASDAQ 100 ESG Covered Call ETF	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
DIVO Amplify CWP Enhanced Dividend Income ETF	6.48%	6.44%	4.70%	4.67%	4.76%	4.79%	4.91%	8.16%	5.27%	3.83%

Drawdowns

QYLE vs. DIVO - Drawdown Comparison

The maximum QYLE drawdown since its inception was 0.00%, smaller than the maximum DIVO drawdown of -30.04%. Use the drawdown chart below to compare losses from any high point for QYLE and DIVO.

Drawdown Indicators

	QYLE	DIVO	Difference
Max Drawdown Largest peak-to-trough decline	0.00%	-30.04%	+30.04%
Max Drawdown (1Y) Largest decline over 1 year	—	-9.21%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-13.72%	—
Current Drawdown Current decline from peak	0.00%	-3.96%	+3.96%
Average Drawdown Average peak-to-trough decline	0.00%	-2.62%	+2.62%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	1.95%	—

Volatility

Volatility by Period

	QYLE	DIVO	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	3.58%	—
Volatility (6M) Calculated over the trailing 6-month period	—	7.01%	—
Volatility (1Y) Calculated over the trailing 1-year period	0.00%	13.13%	-13.13%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	0.00%	11.93%	-11.93%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	0.00%	14.93%	-14.93%