QYLE vs. GOOY

Last updated Apr 1, 2026

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

QYLE and GOOY 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. GOOY is an actively managed fund by YieldMax. It was launched on Jul 27, 2023.

Performance

QYLE vs. GOOY - 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 GOOGL Option Income Strategy ETF (GOOY). The values are adjusted to include any dividend payments, if applicable.

QYLE vs. GOOY - Yearly Performance Comparison

	2026 (YTD)
QYLE Global X NASDAQ 100 ESG Covered Call ETF	0.00%
GOOY YieldMax GOOGL Option Income Strategy ETF	-8.01%

Returns By Period

QYLE

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

GOOY

• 1D: 4.10%
• 1M: -5.70%
• YTD: -5.06%
• 6M: 16.08%
• 1Y: 70.02%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

QYLE vs. GOOY - Expense Ratio Comparison

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

GOOY

YieldMax GOOGL Option Income Strategy ETF

QYLE

Global X NASDAQ 100 ESG Covered Call ETF

Return for Risk

QYLE vs. GOOY — Risk / Return Rank

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

GOOY

GOOY Risk / Return Rank: 97
GOOY Sharpe Ratio Rank: 97
GOOY Sortino Ratio Rank: 97
GOOY Omega Ratio Rank: 96
GOOY Calmar Ratio Rank: 96
GOOY Martin Ratio Rank: 96

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. GOOY - 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 GOOGL Option Income Strategy ETF (GOOY). 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	GOOY	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	2.86	—
Sharpe Ratio (All Time) Calculated using the full available price history	—	0.83	—

Dividends

QYLE vs. GOOY - Dividend Comparison

QYLE has not paid dividends to shareholders, while GOOY's dividend yield for the trailing twelve months is around 49.24%.

	TTM	2025	2024	2023
QYLE Global X NASDAQ 100 ESG Covered Call ETF	0.00%	0.00%	0.00%	0.00%
GOOY YieldMax GOOGL Option Income Strategy ETF	49.24%	41.50%	36.74%	7.90%

Drawdowns

QYLE vs. GOOY - Drawdown Comparison

The maximum QYLE drawdown since its inception was 0.00%, smaller than the maximum GOOY drawdown of -24.40%. Use the drawdown chart below to compare losses from any high point for QYLE and GOOY.

Drawdown Indicators

	QYLE	GOOY	Difference
Max Drawdown Largest peak-to-trough decline	0.00%	-24.40%	+24.40%
Max Drawdown (1Y) Largest decline over 1 year	—	-16.15%	—
Current Drawdown Current decline from peak	0.00%	-12.57%	+12.57%
Average Drawdown Average peak-to-trough decline	0.00%	-6.49%	+6.49%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	4.05%	—

Volatility

Volatility by Period

	QYLE	GOOY	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	7.56%	—
Volatility (6M) Calculated over the trailing 6-month period	—	16.10%	—
Volatility (1Y) Calculated over the trailing 1-year period	0.00%	24.59%	-24.59%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	0.00%	22.86%	-22.86%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	0.00%	22.86%	-22.86%