QYLE vs. FYEE

Last updated Apr 2, 2026

Compare and contrast key facts about Global X NASDAQ 100 ESG Covered Call ETF (QYLE) and Fidelity Yield Enhanced Equity ETF (FYEE).

QYLE and FYEE 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. FYEE is an actively managed fund by Fidelity. It was launched on Apr 9, 2024.

Performance

QYLE vs. FYEE - 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 Fidelity Yield Enhanced Equity ETF (FYEE). The values are adjusted to include any dividend payments, if applicable.

QYLE vs. FYEE - Yearly Performance Comparison

	2026 (YTD)
QYLE Global X NASDAQ 100 ESG Covered Call ETF	0.00%
FYEE Fidelity Yield Enhanced Equity ETF	-3.67%

Returns By Period

QYLE

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

FYEE

• 1D: 0.48%
• 1M: -3.24%
• YTD: -2.09%
• 6M: 2.22%
• 1Y: 17.36%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

QYLE vs. FYEE - Expense Ratio Comparison

QYLE has a 0.61% expense ratio, which is higher than FYEE's 0.28% expense ratio.

QYLE

Global X NASDAQ 100 ESG Covered Call ETF

FYEE

Fidelity Yield Enhanced Equity ETF

Return for Risk

QYLE vs. FYEE — Risk / Return Rank

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

FYEE

FYEE Risk / Return Rank: 64
FYEE Sharpe Ratio Rank: 60
FYEE Sortino Ratio Rank: 60
FYEE Omega Ratio Rank: 72
FYEE Calmar Ratio Rank: 56
FYEE Martin Ratio Rank: 73

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. FYEE - 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 Fidelity Yield Enhanced Equity ETF (FYEE). 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	FYEE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	1.10	—
Sharpe Ratio (All Time) Calculated using the full available price history	—	0.95	—

Dividends

QYLE vs. FYEE - Dividend Comparison

QYLE has not paid dividends to shareholders, while FYEE's dividend yield for the trailing twelve months is around 8.27%.

	TTM	2025	2024
QYLE Global X NASDAQ 100 ESG Covered Call ETF	0.00%	0.00%	0.00%
FYEE Fidelity Yield Enhanced Equity ETF	8.27%	7.08%	5.45%

Drawdowns

QYLE vs. FYEE - Drawdown Comparison

The maximum QYLE drawdown since its inception was 0.00%, smaller than the maximum FYEE drawdown of -18.79%. Use the drawdown chart below to compare losses from any high point for QYLE and FYEE.

Drawdown Indicators

	QYLE	FYEE	Difference
Max Drawdown Largest peak-to-trough decline	0.00%	-18.79%	+18.79%
Max Drawdown (1Y) Largest decline over 1 year	—	-11.60%	—
Current Drawdown Current decline from peak	0.00%	-4.26%	+4.26%
Average Drawdown Average peak-to-trough decline	0.00%	-2.40%	+2.40%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	2.21%	—

Volatility

Volatility by Period

	QYLE	FYEE	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	4.93%	—
Volatility (6M) Calculated over the trailing 6-month period	—	8.49%	—
Volatility (1Y) Calculated over the trailing 1-year period	0.00%	15.88%	-15.88%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	0.00%	14.31%	-14.31%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	0.00%	14.31%	-14.31%