QYLE vs. LQTI

Last updated Apr 2, 2026

Compare and contrast key facts about Global X NASDAQ 100 ESG Covered Call ETF (QYLE) and FT Vest Investment Grade & Target Income ETF (LQTI).

QYLE and LQTI 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. LQTI is an actively managed fund by FT Vest. It was launched on Feb 11, 2025.

Performance

QYLE vs. LQTI - 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 FT Vest Investment Grade & Target Income ETF (LQTI). The values are adjusted to include any dividend payments, if applicable.

QYLE vs. LQTI - Yearly Performance Comparison

	2026 (YTD)
QYLE Global X NASDAQ 100 ESG Covered Call ETF	0.00%
LQTI FT Vest Investment Grade & Target Income ETF	-0.91%

Returns By Period

QYLE

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

LQTI

• 1D: 0.07%
• 1M: -1.73%
• YTD: -0.44%
• 6M: -0.03%
• 1Y: 4.56%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

QYLE vs. LQTI - Expense Ratio Comparison

QYLE has a 0.61% expense ratio, which is lower than LQTI's 0.65% expense ratio.

LQTI

FT Vest Investment Grade & Target Income ETF

QYLE

Global X NASDAQ 100 ESG Covered Call ETF

Return for Risk

QYLE vs. LQTI — Risk / Return Rank

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

LQTI

LQTI Risk / Return Rank: 36
LQTI Sharpe Ratio Rank: 36
LQTI Sortino Ratio Rank: 32
LQTI Omega Ratio Rank: 30
LQTI Calmar Ratio Rank: 45
LQTI Martin Ratio Rank: 37

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. LQTI - 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 FT Vest Investment Grade & Target Income ETF (LQTI). 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	LQTI	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	0.74	—
Sharpe Ratio (All Time) Calculated using the full available price history	—	0.90	—

Dividends

QYLE vs. LQTI - Dividend Comparison

QYLE has not paid dividends to shareholders, while LQTI's dividend yield for the trailing twelve months is around 9.07%.

	TTM	2025
QYLE Global X NASDAQ 100 ESG Covered Call ETF	0.00%	0.00%
LQTI FT Vest Investment Grade & Target Income ETF	9.07%	7.01%

Drawdowns

QYLE vs. LQTI - Drawdown Comparison

The maximum QYLE drawdown since its inception was 0.00%, smaller than the maximum LQTI drawdown of -3.41%. Use the drawdown chart below to compare losses from any high point for QYLE and LQTI.

Drawdown Indicators

	QYLE	LQTI	Difference
Max Drawdown Largest peak-to-trough decline	0.00%	-3.41%	+3.41%
Max Drawdown (1Y) Largest decline over 1 year	—	-3.41%	—
Current Drawdown Current decline from peak	0.00%	-2.03%	+2.03%
Average Drawdown Average peak-to-trough decline	0.00%	-0.78%	+0.78%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	1.12%	—

Volatility

Volatility by Period

	QYLE	LQTI	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	2.66%	—
Volatility (6M) Calculated over the trailing 6-month period	—	3.87%	—
Volatility (1Y) Calculated over the trailing 1-year period	0.00%	6.23%	-6.23%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	0.00%	6.11%	-6.11%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	0.00%	6.11%	-6.11%