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QYLG vs. GAL
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

QYLG vs. GAL - 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 SPDR SSgA Global Allocation ETF (GAL). The values are adjusted to include any dividend payments, if applicable.

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QYLG vs. GAL - 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%
GAL
SPDR SSgA Global Allocation ETF
0.93%15.95%9.85%13.32%-13.41%12.23%11.49%

Returns By Period

In the year-to-date period, QYLG achieves a -2.27% return, which is significantly lower than GAL's 0.93% return.


QYLG

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

GAL

1D
0.55%
1M
-3.22%
YTD
0.93%
6M
2.94%
1Y
14.61%
3Y*
11.74%
5Y*
6.40%
10Y*
7.58%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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QYLG vs. GAL - Expense Ratio Comparison

QYLG has a 0.60% expense ratio, which is higher than GAL's 0.35% expense ratio.


Return for Risk

QYLG vs. GAL — 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

GAL
GAL Risk / Return Rank: 7373
Overall Rank
GAL Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
GAL Sortino Ratio Rank: 7373
Sortino Ratio Rank
GAL Omega Ratio Rank: 7373
Omega Ratio Rank
GAL Calmar Ratio Rank: 6969
Calmar Ratio Rank
GAL Martin Ratio Rank: 7676
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. GAL - 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 SPDR SSgA Global Allocation ETF (GAL). 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.


QYLGGALDifference

Sharpe ratio

Return per unit of total volatility

1.08

1.34

-0.26

Sortino ratio

Return per unit of downside risk

1.70

1.92

-0.23

Omega ratio

Gain probability vs. loss probability

1.26

1.28

-0.02

Calmar ratio

Return relative to maximum drawdown

1.85

1.86

-0.01

Martin ratio

Return relative to average drawdown

9.05

8.53

+0.51

QYLG vs. GAL - Sharpe Ratio Comparison

The current QYLG Sharpe Ratio is 1.08, which is comparable to the GAL Sharpe Ratio of 1.34. The chart below compares the historical Sharpe Ratios of QYLG and GAL, 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


QYLGGALDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.08

1.34

-0.26

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.56

0.62

-0.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.67

Sharpe Ratio (All Time)

Calculated using the full available price history

0.67

0.65

+0.02

Correlation

The correlation between QYLG and GAL is 0.77, 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. GAL - Dividend Comparison

QYLG's dividend yield for the trailing twelve months is around 18.82%, more than GAL's 3.37% yield.


TTM20252024202320222021202020192018201720162015
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%0.00%
GAL
SPDR SSgA Global Allocation ETF
3.37%3.47%2.99%2.56%6.19%4.05%2.14%2.96%2.43%2.26%2.43%3.10%

Drawdowns

QYLG vs. GAL - Drawdown Comparison

The maximum QYLG drawdown since its inception was -29.98%, which is greater than GAL's maximum drawdown of -28.31%. Use the drawdown chart below to compare losses from any high point for QYLG and GAL.


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Drawdown Indicators


QYLGGALDifference

Max Drawdown

Largest peak-to-trough decline

-29.98%

-28.31%

-1.67%

Max Drawdown (1Y)

Largest decline over 1 year

-11.45%

-8.02%

-3.43%

Max Drawdown (5Y)

Largest decline over 5 years

-29.98%

-21.14%

-8.84%

Max Drawdown (10Y)

Largest decline over 10 years

-28.31%

Current Drawdown

Current decline from peak

-4.76%

-3.93%

-0.83%

Average Drawdown

Average peak-to-trough decline

-6.60%

-3.78%

-2.82%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.33%

1.75%

+0.58%

Volatility

QYLG vs. GAL - Volatility Comparison

Global X Nasdaq 100 Covered Call & Growth ETF (QYLG) has a higher volatility of 5.88% compared to SPDR SSgA Global Allocation ETF (GAL) at 4.22%. This indicates that QYLG's price experiences larger fluctuations and is considered to be riskier than GAL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


QYLGGALDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.88%

4.22%

+1.66%

Volatility (6M)

Calculated over the trailing 6-month period

10.16%

6.98%

+3.18%

Volatility (1Y)

Calculated over the trailing 1-year period

18.87%

10.94%

+7.93%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.07%

10.41%

+7.66%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.09%

11.32%

+6.77%