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QYLE vs. SPYI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

QYLE vs. SPYI

Last updated May 13, 2025

Compare and contrast key facts about Global X NASDAQ 100 ESG Covered Call ETF (QYLE) and NEOS S&P 500 High Income ETF (SPYI).

QYLE and SPYI 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. SPYI is an actively managed fund by Neos. It was launched on Aug 29, 2022.

Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: QYLE or SPYI.

Correlation

The correlation between QYLE and SPYI is 0.63, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Performance

QYLE vs. SPYI - 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 NEOS S&P 500 High Income ETF (SPYI). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Returns By Period

QYLE

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

SPYI

YTD

0.49%

1M

7.84%

6M

-0.65%

1Y

11.91%

5Y*

N/A

10Y*

N/A

*Annualized

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QYLE vs. SPYI - Expense Ratio Comparison

QYLE has a 0.61% expense ratio, which is lower than SPYI's 0.68% expense ratio.

SPYI
NEOS S&P 500 High Income ETF
QYLE
Global X NASDAQ 100 ESG Covered Call ETF

Risk-Adjusted Performance

QYLE vs. SPYI — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
QYLE
The Risk-Adjusted Performance Rank of QYLE is 9191
Overall Rank
The Sharpe Ratio Rank of QYLE is 9090
Sharpe Ratio Rank
The Sortino Ratio Rank of QYLE is 9191
Sortino Ratio Rank
The Omega Ratio Rank of QYLE is 9292
Omega Ratio Rank
The Calmar Ratio Rank of QYLE is 9090
Calmar Ratio Rank
The Martin Ratio Rank of QYLE is 9393
Martin Ratio Rank
SPYI
The Risk-Adjusted Performance Rank of SPYI is 7171
Overall Rank
The Sharpe Ratio Rank of SPYI is 6767
Sharpe Ratio Rank
The Sortino Ratio Rank of SPYI is 6666
Sortino Ratio Rank
The Omega Ratio Rank of SPYI is 7676
Omega Ratio Rank
The Calmar Ratio Rank of SPYI is 7171
Calmar Ratio Rank
The Martin Ratio Rank of SPYI is 7474
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

QYLE vs. SPYI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X NASDAQ 100 ESG Covered Call ETF (QYLE) and NEOS S&P 500 High Income ETF (SPYI). 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.

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Dividends

QYLE vs. SPYI - Dividend Comparison

QYLE has not paid dividends to shareholders, while SPYI's dividend yield for the trailing twelve months is around 12.52%.

TTM202420232022
QYLE
Global X NASDAQ 100 ESG Covered Call ETF		15.53%18.52%10.07%0.00%
SPYI
NEOS S&P 500 High Income ETF		12.52%12.04%11.02%4.10%

Drawdowns

QYLE vs. SPYI - Drawdown Comparison

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Volatility

QYLE vs. SPYI - Volatility Comparison

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