QYLE vs. XYLD

Last updated Apr 1, 2026

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

QYLE and XYLD 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. XYLD is a passively managed fund by Global X that tracks the performance of the Cboe S&P 500 BuyWrite Index. It was launched on Jun 24, 2013. Both QYLE and XYLD 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. XYLD - 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 Global X S&P 500 Covered Call ETF (XYLD). The values are adjusted to include any dividend payments, if applicable.

QYLE vs. XYLD - Yearly Performance Comparison

	2026 (YTD)
QYLE Global X NASDAQ 100 ESG Covered Call ETF	0.00%
XYLD Global X S&P 500 Covered Call ETF	-2.32%

Returns By Period

QYLE

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

XYLD

• 1D: 2.01%
• 1M: -2.96%
• YTD: -1.04%
• 6M: 5.33%
• 1Y: 10.53%
• 3Y*: 10.21%
• 5Y*: 6.95%
• 10Y*: 7.87%

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

QYLE vs. XYLD - Expense Ratio Comparison

QYLE has a 0.61% expense ratio, which is higher than XYLD's 0.60% expense ratio.

QYLE

Global X NASDAQ 100 ESG Covered Call ETF

XYLD

Global X S&P 500 Covered Call ETF

Return for Risk

QYLE vs. XYLD — Risk / Return Rank

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

XYLD

XYLD Risk / Return Rank: 56
XYLD Sharpe Ratio Rank: 44
XYLD Sortino Ratio Rank: 48
XYLD Omega Ratio Rank: 71
XYLD Calmar Ratio Rank: 47
XYLD Martin Ratio Rank: 69

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. XYLD - 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 S&P 500 Covered Call ETF (XYLD). 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	XYLD	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	0.76	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.62	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.55	—
Sharpe Ratio (All Time) Calculated using the full available price history	—	0.57	—

Dividends

QYLE vs. XYLD - Dividend Comparison

QYLE has not paid dividends to shareholders, while XYLD's dividend yield for the trailing twelve months is around 10.98%.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
QYLE Global X NASDAQ 100 ESG Covered Call ETF	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
XYLD Global X S&P 500 Covered Call ETF	10.98%	10.51%	11.54%	10.51%	13.43%	9.07%	7.93%	5.76%	7.12%	5.18%	3.23%	4.65%

Drawdowns

QYLE vs. XYLD - Drawdown Comparison

The maximum QYLE drawdown since its inception was 0.00%, smaller than the maximum XYLD drawdown of -33.46%. Use the drawdown chart below to compare losses from any high point for QYLE and XYLD.

Drawdown Indicators

	QYLE	XYLD	Difference
Max Drawdown Largest peak-to-trough decline	0.00%	-33.46%	+33.46%
Max Drawdown (1Y) Largest decline over 1 year	—	-10.14%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-18.66%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-33.46%	—
Current Drawdown Current decline from peak	0.00%	-3.39%	+3.39%
Average Drawdown Average peak-to-trough decline	0.00%	-3.76%	+3.76%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	1.72%	—

Volatility

Volatility by Period

	QYLE	XYLD	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	4.01%	—
Volatility (6M) Calculated over the trailing 6-month period	—	5.82%	—
Volatility (1Y) Calculated over the trailing 1-year period	0.00%	13.99%	-13.99%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	0.00%	11.31%	-11.31%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	0.00%	14.23%	-14.23%