QYLE vs. FTHI

Last updated Apr 1, 2026

Compare and contrast key facts about Global X NASDAQ 100 ESG Covered Call ETF (QYLE) and First Trust BuyWrite Income ETF (FTHI).

QYLE and FTHI 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. FTHI is an actively managed fund by First Trust. It was launched on Jan 6, 2014.

Performance

QYLE vs. FTHI - 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 First Trust BuyWrite Income ETF (FTHI). The values are adjusted to include any dividend payments, if applicable.

QYLE vs. FTHI - Yearly Performance Comparison

	2026 (YTD)
QYLE Global X NASDAQ 100 ESG Covered Call ETF	0.00%
FTHI First Trust BuyWrite Income ETF	-2.76%

Returns By Period

QYLE

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

FTHI

• 1D: 2.23%
• 1M: -2.30%
• YTD: -0.61%
• 6M: 1.27%
• 1Y: 14.85%
• 3Y*: 14.15%
• 5Y*: 10.18%
• 10Y*: 7.99%

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

QYLE vs. FTHI - Expense Ratio Comparison

QYLE has a 0.61% expense ratio, which is lower than FTHI's 0.85% expense ratio.

FTHI

First Trust BuyWrite Income ETF

QYLE

Global X NASDAQ 100 ESG Covered Call ETF

Return for Risk

QYLE vs. FTHI — Risk / Return Rank

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

FTHI

FTHI Risk / Return Rank: 65
FTHI Sharpe Ratio Rank: 58
FTHI Sortino Ratio Rank: 62
FTHI Omega Ratio Rank: 70
FTHI Calmar Ratio Rank: 59
FTHI Martin Ratio Rank: 77

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. FTHI - 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 First Trust BuyWrite Income ETF (FTHI). 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	FTHI	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	1.00	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.76	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.56	—
Sharpe Ratio (All Time) Calculated using the full available price history	—	0.51	—

Dividends

QYLE vs. FTHI - Dividend Comparison

QYLE has not paid dividends to shareholders, while FTHI's dividend yield for the trailing twelve months is around 8.99%.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
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%	0.00%	0.00%
FTHI First Trust BuyWrite Income ETF	8.99%	8.70%	8.61%	8.50%	9.06%	4.37%	4.76%	4.21%	4.76%	4.00%	4.41%	4.98%

Drawdowns

QYLE vs. FTHI - Drawdown Comparison

The maximum QYLE drawdown since its inception was 0.00%, smaller than the maximum FTHI drawdown of -32.65%. Use the drawdown chart below to compare losses from any high point for QYLE and FTHI.

Drawdown Indicators

	QYLE	FTHI	Difference
Max Drawdown Largest peak-to-trough decline	0.00%	-32.65%	+32.65%
Max Drawdown (1Y) Largest decline over 1 year	—	-10.92%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-16.70%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-32.65%	—
Current Drawdown Current decline from peak	0.00%	-3.36%	+3.36%
Average Drawdown Average peak-to-trough decline	0.00%	-3.73%	+3.73%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	1.95%	—

Volatility

Volatility by Period

	QYLE	FTHI	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	4.36%	—
Volatility (6M) Calculated over the trailing 6-month period	—	7.60%	—
Volatility (1Y) Calculated over the trailing 1-year period	0.00%	14.99%	-14.99%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	0.00%	13.54%	-13.54%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	0.00%	14.38%	-14.38%