QYLE vs. SHLD
Compare and contrast key facts about Global X NASDAQ 100 ESG Covered Call ETF (QYLE) and Global X Defense Tech ETF (SHLD).
QYLE and SHLD 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. SHLD is a passively managed fund by Global X that tracks the performance of the Global X Defense Tech Index - Benchmark TR Net. It was launched on Sep 11, 2023. Both QYLE and SHLD are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
QYLE vs. SHLD - Performance Comparison
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QYLE vs. SHLD - Yearly Performance Comparison
| 2026 (YTD) | |
|---|---|
QYLE Global X NASDAQ 100 ESG Covered Call ETF | 0.00% |
SHLD Global X Defense Tech ETF | 0.85% |
Returns By Period
QYLE
- 1D
- 0.00%
- 1M
- 0.00%
- YTD
- —
- 6M
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
SHLD
- 1D
- 3.73%
- 1M
- -4.67%
- YTD
- 13.41%
- 6M
- 5.02%
- 1Y
- 56.65%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
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QYLE vs. SHLD - Expense Ratio Comparison
QYLE has a 0.61% expense ratio, which is higher than SHLD's 0.50% expense ratio.
Return for Risk
QYLE vs. SHLD — Risk / Return Rank
QYLE
SHLD
QYLE vs. SHLD - 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 Global X Defense Tech ETF (SHLD). 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 | SHLD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | — | 2.22 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | — | 2.62 | — |
Dividends
QYLE vs. SHLD - Dividend Comparison
QYLE has not paid dividends to shareholders, while SHLD's dividend yield for the trailing twelve months is around 0.48%.
| TTM | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
QYLE Global X NASDAQ 100 ESG Covered Call ETF | 0.00% | 0.00% | 0.00% | 0.00% |
SHLD Global X Defense Tech ETF | 0.48% | 0.55% | 0.53% | 0.26% |
Drawdowns
QYLE vs. SHLD - Drawdown Comparison
The maximum QYLE drawdown since its inception was 0.00%, smaller than the maximum SHLD drawdown of -15.06%. Use the drawdown chart below to compare losses from any high point for QYLE and SHLD.
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Drawdown Indicators
| QYLE | SHLD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | 0.00% | -15.06% | +15.06% |
Max Drawdown (1Y)Largest decline over 1 year | — | -15.06% | — |
Current DrawdownCurrent decline from peak | 0.00% | -5.82% | +5.82% |
Average DrawdownAverage peak-to-trough decline | 0.00% | -2.58% | +2.58% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 5.18% | — |
Volatility
QYLE vs. SHLD - Volatility Comparison
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Volatility by Period
| QYLE | SHLD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 9.74% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 18.64% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 0.00% | 25.64% | -25.64% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 0.00% | 20.81% | -20.81% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 0.00% | 20.81% | -20.81% |