QYLG vs. EQQD.L

Last updated Apr 2, 2026

Compare and contrast key facts about Global X Nasdaq 100 Covered Call & Growth ETF (QYLG) and Invesco Nasdaq-100 Swap UCITS ETF Dist (EQQD.L).

QYLG and EQQD.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. QYLG is a passively managed fund by Global X that tracks the performance of the CBOE Nasdaq-100 BuyWrite V2 Index. It was launched on Sep 18, 2020. EQQD.L is a passively managed fund by Invesco that tracks the performance of the Russell 1000 Growth TR USD. It was launched on Jun 21, 2021. Both QYLG and EQQD.L 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

QYLG vs. EQQD.L - 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 Invesco Nasdaq-100 Swap UCITS ETF Dist (EQQD.L). The values are adjusted to include any dividend payments, if applicable.

QYLG vs. EQQD.L - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
QYLG Global X Nasdaq 100 Covered Call & Growth ETF	-2.27%	15.29%	22.02%	38.73%	-26.27%	10.21%
EQQD.L Invesco Nasdaq-100 Swap UCITS ETF Dist	-5.23%	19.91%	26.75%	56.61%	-33.32%	15.15%

Returns By Period

In the year-to-date period, QYLG achieves a -2.27% return, which is significantly higher than EQQD.L's -5.23% return.

QYLG

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

EQQD.L

• 1D: 3.25%
• 1M: -3.01%
• YTD: -5.23%
• 6M: -2.24%
• 1Y: 24.66%
• 3Y*: 23.26%
• 5Y*: —
• 10Y*: —

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

QYLG vs. EQQD.L - Expense Ratio Comparison

QYLG has a 0.60% expense ratio, which is higher than EQQD.L's 0.20% expense ratio.

QYLG

Global X Nasdaq 100 Covered Call & Growth ETF

EQQD.L

Invesco Nasdaq-100 Swap UCITS ETF Dist

Return for Risk

QYLG vs. EQQD.L — Risk / Return Rank

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

QYLG

QYLG Risk / Return Rank: 68
QYLG Sharpe Ratio Rank: 59
QYLG Sortino Ratio Rank: 65
QYLG Omega Ratio Rank: 68
QYLG Calmar Ratio Rank: 70
QYLG Martin Ratio Rank: 80

EQQD.L

EQQD.L Risk / Return Rank: 70
EQQD.L Sharpe Ratio Rank: 68
EQQD.L Sortino Ratio Rank: 70
EQQD.L Omega Ratio Rank: 64
EQQD.L Calmar Ratio Rank: 74
EQQD.L Martin Ratio Rank: 70

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. EQQD.L - 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 Invesco Nasdaq-100 Swap UCITS ETF Dist (EQQD.L). 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.

	QYLG	EQQD.L	Difference
Sharpe ratio Return per unit of total volatility	1.08	1.25	-0.17
Sortino ratio Return per unit of downside risk	1.70	1.85	-0.15
Omega ratio Gain probability vs. loss probability	1.26	1.25	+0.01
Calmar ratio Return relative to maximum drawdown	1.85	2.13	-0.29
Martin ratio Return relative to average drawdown	9.05	7.83	+1.21
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

QYLG vs. EQQD.L - Sharpe Ratio Comparison

The current QYLG Sharpe Ratio is 1.08, which is comparable to the EQQD.L Sharpe Ratio of 1.25. The chart below compares the historical Sharpe Ratios of QYLG and EQQD.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	QYLG	EQQD.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.08	1.25	-0.17
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.56	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.67	0.58	+0.08

Correlation

The correlation between QYLG and EQQD.L is 0.61, 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.

Dividends

QYLG vs. EQQD.L - Dividend Comparison

QYLG's dividend yield for the trailing twelve months is around 18.82%, more than EQQD.L's 0.69% yield.

	TTM	2025	2024	2023	2022	2021	2020
QYLG Global X Nasdaq 100 Covered Call & Growth ETF	18.82%	17.93%	25.27%	5.43%	6.91%	10.15%	1.44%
EQQD.L Invesco Nasdaq-100 Swap UCITS ETF Dist	0.69%	0.64%	0.75%	0.75%	0.95%	0.31%	0.00%

Drawdowns

QYLG vs. EQQD.L - Drawdown Comparison

The maximum QYLG drawdown since its inception was -29.98%, smaller than the maximum EQQD.L drawdown of -34.95%. Use the drawdown chart below to compare losses from any high point for QYLG and EQQD.L.

Drawdown Indicators

	QYLG	EQQD.L	Difference
Max Drawdown Largest peak-to-trough decline	-29.98%	-34.95%	+4.97%
Max Drawdown (1Y) Largest decline over 1 year	-11.45%	-12.48%	+1.03%
Max Drawdown (5Y) Largest decline over 5 years	-29.98%	—	—
Current Drawdown Current decline from peak	-4.76%	-7.62%	+2.86%
Average Drawdown Average peak-to-trough decline	-6.60%	-9.38%	+2.78%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.33%	3.04%	-0.71%

Volatility

QYLG vs. EQQD.L - Volatility Comparison

Global X Nasdaq 100 Covered Call & Growth ETF (QYLG) and Invesco Nasdaq-100 Swap UCITS ETF Dist (EQQD.L) have volatilities of 5.88% and 5.93%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	QYLG	EQQD.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.88%	5.93%	-0.05%
Volatility (6M) Calculated over the trailing 6-month period	10.16%	11.84%	-1.68%
Volatility (1Y) Calculated over the trailing 1-year period	18.87%	19.68%	-0.81%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.07%	20.85%	-2.78%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.09%	20.85%	-2.76%