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QYLE vs. MARO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

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

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QYLE vs. MARO - Yearly Performance Comparison


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

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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

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

QYLE

MARO
MARO Risk / Return Rank: 44
Overall Rank
MARO Sharpe Ratio Rank: 33
Sharpe Ratio Rank
MARO Sortino Ratio Rank: 44
Sortino Ratio Rank
MARO Omega Ratio Rank: 55
Omega Ratio Rank
MARO Calmar Ratio Rank: 44
Calmar Ratio Rank
MARO Martin Ratio Rank: 44
Martin Ratio Rank
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. 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.

QYLE vs. MARO - Sharpe Ratio Comparison


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Sharpe Ratios by Period


QYLEMARODifference

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%.


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


QYLEMARODifference

Max Drawdown

Largest peak-to-trough decline

0.00%

-71.75%

+71.75%

Max Drawdown (1Y)

Largest decline over 1 year

-65.51%

Current Drawdown

Current decline from peak

0.00%

-67.00%

+67.00%

Average Drawdown

Average peak-to-trough decline

0.00%

-40.07%

+40.07%

Ulcer Index

Depth and duration of drawdowns from previous peaks

33.38%

Volatility

QYLE vs. MARO - Volatility Comparison


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Volatility by Period


QYLEMARODifference

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%