QYLE vs. XOMO

Last updated Apr 2, 2026

Compare and contrast key facts about Global X NASDAQ 100 ESG Covered Call ETF (QYLE) and YieldMax XOM Option Income Strategy ETF (XOMO).

QYLE and XOMO 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. XOMO is an actively managed fund by YieldMax. It was launched on Aug 30, 2023.

Performance

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

QYLE vs. XOMO - Yearly Performance Comparison

	2026 (YTD)
QYLE Global X NASDAQ 100 ESG Covered Call ETF	0.00%
XOMO YieldMax XOM Option Income Strategy ETF	4.51%

Returns By Period

QYLE

• 1D: 0.00%
• 1M: 0.00%
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

XOMO

• 1D: -4.29%
• 1M: 2.32%
• YTD: 23.45%
• 6M: 31.32%
• 1Y: 22.43%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

QYLE vs. XOMO - Expense Ratio Comparison

QYLE has a 0.61% expense ratio, which is lower than XOMO's 1.01% expense ratio.

XOMO

YieldMax XOM Option Income Strategy ETF

QYLE

Global X NASDAQ 100 ESG Covered Call ETF

Return for Risk

QYLE vs. XOMO — Risk / Return Rank

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

XOMO

XOMO Risk / Return Rank: 49
XOMO Sharpe Ratio Rank: 55
XOMO Sortino Ratio Rank: 50
XOMO Omega Ratio Rank: 50
XOMO Calmar Ratio Rank: 54
XOMO Martin Ratio Rank: 35

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. XOMO - 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 XOM Option Income Strategy ETF (XOMO). 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.

Sharpe Ratios by Period

	QYLE	XOMO	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	1.02	—
Sharpe Ratio (All Time) Calculated using the full available price history	—	0.55	—

Dividends

QYLE vs. XOMO - Dividend Comparison

QYLE has not paid dividends to shareholders, while XOMO's dividend yield for the trailing twelve months is around 30.57%.

	TTM	2025	2024	2023
QYLE Global X NASDAQ 100 ESG Covered Call ETF	0.00%	0.00%	0.00%	0.00%
XOMO YieldMax XOM Option Income Strategy ETF	30.57%	31.64%	26.94%	5.13%

Drawdowns

QYLE vs. XOMO - Drawdown Comparison

The maximum QYLE drawdown since its inception was 0.00%, smaller than the maximum XOMO drawdown of -18.90%. Use the drawdown chart below to compare losses from any high point for QYLE and XOMO.

Drawdown Indicators

	QYLE	XOMO	Difference
Max Drawdown Largest peak-to-trough decline	0.00%	-18.90%	+18.90%
Max Drawdown (1Y) Largest decline over 1 year	—	-15.24%	—
Current Drawdown Current decline from peak	0.00%	-5.12%	+5.12%
Average Drawdown Average peak-to-trough decline	0.00%	-7.05%	+7.05%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	6.69%	—

Volatility

Volatility by Period

	QYLE	XOMO	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	6.57%	—
Volatility (6M) Calculated over the trailing 6-month period	—	13.81%	—
Volatility (1Y) Calculated over the trailing 1-year period	0.00%	22.02%	-22.02%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	0.00%	18.46%	-18.46%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	0.00%	18.46%	-18.46%