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QYLG vs. ACSI
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

QYLG vs. ACSI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X Nasdaq 100 Covered Call & Growth ETF (QYLG) and American Customer Satisfaction ETF (ACSI). The values are adjusted to include any dividend payments, if applicable.

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QYLG vs. ACSI - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
QYLG
Global X Nasdaq 100 Covered Call & Growth ETF
-2.27%15.29%22.02%38.73%-26.27%18.29%12.52%
ACSI
American Customer Satisfaction ETF
-3.00%10.70%22.51%21.06%-20.93%23.33%18.51%

Returns By Period

In the year-to-date period, QYLG achieves a -2.27% return, which is significantly higher than ACSI's -3.00% return.


QYLG

1D
0.82%
1M
-2.54%
YTD
-2.27%
6M
2.01%
1Y
20.32%
3Y*
17.95%
5Y*
10.13%
10Y*

ACSI

1D
0.30%
1M
-4.46%
YTD
-3.00%
6M
-1.41%
1Y
9.41%
3Y*
14.35%
5Y*
7.59%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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QYLG vs. ACSI - Expense Ratio Comparison

QYLG has a 0.60% expense ratio, which is lower than ACSI's 0.66% expense ratio.


Return for Risk

QYLG vs. ACSI — Risk / Return Rank

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

QYLG
QYLG Risk / Return Rank: 6868
Overall Rank
QYLG Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
QYLG Sortino Ratio Rank: 6565
Sortino Ratio Rank
QYLG Omega Ratio Rank: 6868
Omega Ratio Rank
QYLG Calmar Ratio Rank: 7070
Calmar Ratio Rank
QYLG Martin Ratio Rank: 8080
Martin Ratio Rank

ACSI
ACSI Risk / Return Rank: 3434
Overall Rank
ACSI Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
ACSI Sortino Ratio Rank: 3131
Sortino Ratio Rank
ACSI Omega Ratio Rank: 3131
Omega Ratio Rank
ACSI Calmar Ratio Rank: 3636
Calmar Ratio Rank
ACSI Martin Ratio Rank: 4040
Martin Ratio Rank
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.

QYLG vs. ACSI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Nasdaq 100 Covered Call & Growth ETF (QYLG) and American Customer Satisfaction ETF (ACSI). 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.


QYLGACSIDifference

Sharpe ratio

Return per unit of total volatility

1.08

0.60

+0.48

Sortino ratio

Return per unit of downside risk

1.70

0.97

+0.72

Omega ratio

Gain probability vs. loss probability

1.26

1.13

+0.12

Calmar ratio

Return relative to maximum drawdown

1.85

0.99

+0.86

Martin ratio

Return relative to average drawdown

9.05

3.99

+5.05

QYLG vs. ACSI - Sharpe Ratio Comparison

The current QYLG Sharpe Ratio is 1.08, which is higher than the ACSI Sharpe Ratio of 0.60. The chart below compares the historical Sharpe Ratios of QYLG and ACSI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


QYLGACSIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.08

0.60

+0.48

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.56

0.46

+0.11

Sharpe Ratio (All Time)

Calculated using the full available price history

0.67

0.68

-0.01

Correlation

The correlation between QYLG and ACSI is 0.79, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

QYLG vs. ACSI - Dividend Comparison

QYLG's dividend yield for the trailing twelve months is around 18.82%, more than ACSI's 0.94% yield.


TTM2025202420232022202120202019201820172016
QYLG
Global X Nasdaq 100 Covered Call & Growth ETF
18.82%17.93%25.27%5.43%6.91%10.15%1.44%0.00%0.00%0.00%0.00%
ACSI
American Customer Satisfaction ETF
0.94%0.91%0.69%1.01%0.81%0.31%0.82%1.64%1.59%1.20%0.18%

Drawdowns

QYLG vs. ACSI - Drawdown Comparison

The maximum QYLG drawdown since its inception was -29.98%, smaller than the maximum ACSI drawdown of -34.49%. Use the drawdown chart below to compare losses from any high point for QYLG and ACSI.


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Drawdown Indicators


QYLGACSIDifference

Max Drawdown

Largest peak-to-trough decline

-29.98%

-34.49%

+4.51%

Max Drawdown (1Y)

Largest decline over 1 year

-11.45%

-9.91%

-1.54%

Max Drawdown (5Y)

Largest decline over 5 years

-29.98%

-24.86%

-5.12%

Current Drawdown

Current decline from peak

-4.76%

-5.38%

+0.62%

Average Drawdown

Average peak-to-trough decline

-6.60%

-5.47%

-1.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.33%

2.46%

-0.13%

Volatility

QYLG vs. ACSI - Volatility Comparison

Global X Nasdaq 100 Covered Call & Growth ETF (QYLG) has a higher volatility of 5.88% compared to American Customer Satisfaction ETF (ACSI) at 4.75%. This indicates that QYLG's price experiences larger fluctuations and is considered to be riskier than ACSI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


QYLGACSIDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.88%

4.75%

+1.13%

Volatility (6M)

Calculated over the trailing 6-month period

10.16%

8.55%

+1.61%

Volatility (1Y)

Calculated over the trailing 1-year period

18.87%

15.66%

+3.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.07%

16.65%

+1.42%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.09%

17.49%

+0.60%