PortfoliosLab logo
PortfoliosLab logo
Tools
Portfolios
Screeners
Discussions
QYLE vs. SVOL
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

QYLE vs. SVOL

Last updated May 12, 2025

Compare and contrast key facts about Global X NASDAQ 100 ESG Covered Call ETF (QYLE) and Simplify Volatility Premium ETF (SVOL).

QYLE and SVOL 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. SVOL is an actively managed fund by Simplify Asset Management Inc.. It was launched on May 12, 2021.

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

Correlation

The correlation between QYLE and SVOL is 0.00. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.

Performance

QYLE vs. SVOL - 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 Simplify Volatility Premium ETF (SVOL). The values are adjusted to include any dividend payments, if applicable.

Loading data...

Key characteristics

Returns By Period

QYLE

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

SVOL

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

QYLE vs. SVOL - Expense Ratio Comparison

QYLE has a 0.61% expense ratio, which is higher than SVOL's 0.50% expense ratio.

QYLE
Global X NASDAQ 100 ESG Covered Call ETF
SVOL
Simplify Volatility Premium ETF

Risk-Adjusted Performance

QYLE vs. SVOL — 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
SVOL
The Risk-Adjusted Performance Rank of SVOL is 44
Overall Rank
The Sharpe Ratio Rank of SVOL is 66
Sharpe Ratio Rank
The Sortino Ratio Rank of SVOL is 66
Sortino Ratio Rank
The Omega Ratio Rank of SVOL is 44
Omega Ratio Rank
The Calmar Ratio Rank of SVOL is 33
Calmar Ratio Rank
The Martin Ratio Rank of SVOL is 00
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. SVOL - 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 Simplify Volatility Premium ETF (SVOL). 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.

No data
No data
No data
No data
No data

Loading data...

Dividends

QYLE vs. SVOL - Dividend Comparison

Neither QYLE nor SVOL has paid dividends to shareholders.

TTM20242023
QYLE
Global X NASDAQ 100 ESG Covered Call ETF		15.53%18.52%10.07%
SVOL
Simplify Volatility Premium ETF		0.00%0.00%0.00%

Drawdowns

QYLE vs. SVOL - Drawdown Comparison

Loading data...

Volatility

QYLE vs. SVOL - Volatility Comparison

Loading data...