QYLE vs. MARO
Compare and contrast key facts about Global X NASDAQ 100 ESG Covered Call ETF (QYLE) and YieldMax MARA Option Income Strategy ETF (MARO).
QYLE and MARO 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. MARO is an actively managed fund by YieldMax. It was launched on Dec 9, 2024.
Performance
QYLE vs. MARO - Performance Comparison
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QYLE vs. MARO - Yearly Performance Comparison
| 2026 (YTD) | |
|---|---|
QYLE Global X NASDAQ 100 ESG Covered Call ETF | 0.00% |
MARO YieldMax MARA Option Income Strategy ETF | -1.16% |
Returns By Period
QYLE
- 1D
- 0.00%
- 1M
- 0.00%
- YTD
- —
- 6M
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
MARO
- 1D
- -0.37%
- 1M
- -13.10%
- YTD
- -13.41%
- 6M
- -54.21%
- 1Y
- -35.01%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
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QYLE vs. MARO - Expense Ratio Comparison
QYLE has a 0.61% expense ratio, which is lower than MARO's 0.99% expense ratio.
Return for Risk
QYLE vs. MARO — Risk / Return Rank
QYLE
MARO
QYLE vs. MARO - 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 MARA Option Income Strategy ETF (MARO). 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 | MARO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | — | -0.55 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | — | -0.82 | — |
Dividends
QYLE vs. MARO - Dividend Comparison
QYLE has not paid dividends to shareholders, while MARO's dividend yield for the trailing twelve months is around 280.63%.
| TTM | 2025 | |
|---|---|---|
QYLE Global X NASDAQ 100 ESG Covered Call ETF | 0.00% | 0.00% |
MARO YieldMax MARA Option Income Strategy ETF | 280.63% | 277.68% |
Drawdowns
QYLE vs. MARO - Drawdown Comparison
The maximum QYLE drawdown since its inception was 0.00%, smaller than the maximum MARO drawdown of -71.75%. Use the drawdown chart below to compare losses from any high point for QYLE and MARO.
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Drawdown Indicators
| QYLE | MARO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | 0.00% | -71.75% | +71.75% |
Max Drawdown (1Y)Largest decline over 1 year | — | -65.51% | — |
Current DrawdownCurrent decline from peak | 0.00% | -67.00% | +67.00% |
Average DrawdownAverage peak-to-trough decline | 0.00% | -40.07% | +40.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 33.38% | — |
Volatility
QYLE vs. MARO - Volatility Comparison
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Volatility by Period
| QYLE | MARO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 19.55% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 50.16% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 0.00% | 64.44% | -64.44% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 0.00% | 66.70% | -66.70% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 0.00% | 66.70% | -66.70% |