QYLE vs. MAIN
Compare and contrast key facts about Global X NASDAQ 100 ESG Covered Call ETF (QYLE) and Main Street Capital Corporation (MAIN).
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.
Performance
QYLE vs. MAIN - Performance Comparison
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QYLE vs. MAIN - Yearly Performance Comparison
| 2026 (YTD) | |
|---|---|
QYLE Global X NASDAQ 100 ESG Covered Call ETF | 0.00% |
MAIN Main Street Capital Corporation | -13.07% |
Returns By Period
QYLE
- 1D
- 0.00%
- 1M
- 0.00%
- YTD
- —
- 6M
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
MAIN
- 1D
- -1.98%
- 1M
- -9.02%
- YTD
- -12.44%
- 6M
- -14.34%
- 1Y
- -3.34%
- 3Y*
- 18.84%
- 5Y*
- 13.74%
- 10Y*
- 13.53%
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Return for Risk
QYLE vs. MAIN — Risk / Return Rank
QYLE
MAIN
QYLE vs. MAIN - 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 Main Street Capital Corporation (MAIN). 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.
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Sharpe Ratios by Period
| QYLE | MAIN | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | — | -0.13 | — |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.66 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.50 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | — | 0.56 | — |
Dividends
QYLE vs. MAIN - Dividend Comparison
QYLE has not paid dividends to shareholders, while MAIN's dividend yield for the trailing twelve months is around 8.21%.
| 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% |
MAIN Main Street Capital Corporation | 8.21% | 7.00% | 7.02% | 8.55% | 7.97% | 5.74% | 6.99% | 6.76% | 8.43% | 7.49% | 7.42% | 9.15% |
Drawdowns
QYLE vs. MAIN - Drawdown Comparison
The maximum QYLE drawdown since its inception was 0.00%, smaller than the maximum MAIN drawdown of -64.53%. Use the drawdown chart below to compare losses from any high point for QYLE and MAIN.
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Drawdown Indicators
| QYLE | MAIN | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | 0.00% | -64.53% | +64.53% |
Max Drawdown (1Y)Largest decline over 1 year | — | -20.22% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -27.06% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -64.53% | — |
Current DrawdownCurrent decline from peak | 0.00% | -19.63% | +19.63% |
Average DrawdownAverage peak-to-trough decline | 0.00% | -7.20% | +7.20% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 8.51% | — |
Volatility
QYLE vs. MAIN - Volatility Comparison
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Volatility by Period
| QYLE | MAIN | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 7.39% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 17.70% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 0.00% | 25.03% | -25.03% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 0.00% | 20.92% | -20.92% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 0.00% | 26.94% | -26.94% |