QYLG vs. ILCB
Compare and contrast key facts about Global X Nasdaq 100 Covered Call & Growth ETF (QYLG) and iShares Morningstar U.S. Equity ETF (ILCB).
QYLG and ILCB 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. ILCB is a passively managed fund by iShares that tracks the performance of the Morningstar US Large-Mid Cap Index. It was launched on Jun 28, 2004. Both QYLG and ILCB 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. ILCB - Performance Comparison
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QYLG vs. ILCB - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
QYLG Global X Nasdaq 100 Covered Call & Growth ETF | -3.06% | 15.29% | 22.02% | 38.73% | -26.27% | 18.29% | 12.52% |
ILCB iShares Morningstar U.S. Equity ETF | -4.57% | 17.70% | 24.96% | 26.91% | -19.48% | 24.07% | 13.29% |
Returns By Period
In the year-to-date period, QYLG achieves a -3.06% return, which is significantly higher than ILCB's -4.57% return.
QYLG
- 1D
- 3.15%
- 1M
- -3.14%
- YTD
- -3.06%
- 6M
- 1.55%
- 1Y
- 20.14%
- 3Y*
- 17.63%
- 5Y*
- 9.95%
- 10Y*
- —
ILCB
- 1D
- 2.92%
- 1M
- -4.96%
- YTD
- -4.57%
- 6M
- -2.23%
- 1Y
- 17.62%
- 3Y*
- 18.30%
- 5Y*
- 11.15%
- 10Y*
- 13.49%
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QYLG vs. ILCB - Expense Ratio Comparison
QYLG has a 0.60% expense ratio, which is higher than ILCB's 0.03% expense ratio.
Return for Risk
QYLG vs. ILCB — Risk / Return Rank
QYLG
ILCB
QYLG vs. ILCB - 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 iShares Morningstar U.S. Equity ETF (ILCB). 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 | ILCB | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.07 | 0.96 | +0.11 |
Sortino ratioReturn per unit of downside risk | 1.68 | 1.47 | +0.21 |
Omega ratioGain probability vs. loss probability | 1.26 | 1.22 | +0.03 |
Calmar ratioReturn relative to maximum drawdown | 1.76 | 1.51 | +0.25 |
Martin ratioReturn relative to average drawdown | 8.72 | 7.11 | +1.60 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| QYLG | ILCB | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.07 | 0.96 | +0.11 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.55 | 0.65 | -0.10 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.75 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.66 | 0.60 | +0.06 |
Correlation
The correlation between QYLG and ILCB is 0.90, 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. ILCB - Dividend Comparison
QYLG's dividend yield for the trailing twelve months is around 18.97%, more than ILCB's 1.13% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
QYLG Global X Nasdaq 100 Covered Call & Growth ETF | 18.97% | 17.93% | 25.27% | 5.43% | 6.91% | 10.15% | 1.44% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
ILCB iShares Morningstar U.S. Equity ETF | 1.13% | 1.11% | 1.19% | 1.43% | 1.65% | 1.16% | 1.26% | 2.25% | 2.17% | 1.81% | 1.97% | 2.44% |
Drawdowns
QYLG vs. ILCB - Drawdown Comparison
The maximum QYLG drawdown since its inception was -29.98%, smaller than the maximum ILCB drawdown of -51.53%. Use the drawdown chart below to compare losses from any high point for QYLG and ILCB.
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Drawdown Indicators
| QYLG | ILCB | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -29.98% | -51.53% | +21.55% |
Max Drawdown (1Y)Largest decline over 1 year | -11.45% | -12.07% | +0.62% |
Max Drawdown (5Y)Largest decline over 5 years | -29.98% | -25.47% | -4.51% |
Max Drawdown (10Y)Largest decline over 10 years | — | -35.30% | — |
Current DrawdownCurrent decline from peak | -5.54% | -6.44% | +0.90% |
Average DrawdownAverage peak-to-trough decline | -6.60% | -6.28% | -0.32% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.32% | 2.57% | -0.25% |
Volatility
QYLG vs. ILCB - Volatility Comparison
Global X Nasdaq 100 Covered Call & Growth ETF (QYLG) has a higher volatility of 5.88% compared to iShares Morningstar U.S. Equity ETF (ILCB) at 5.34%. This indicates that QYLG's price experiences larger fluctuations and is considered to be riskier than ILCB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| QYLG | ILCB | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.88% | 5.34% | +0.54% |
Volatility (6M)Calculated over the trailing 6-month period | 10.13% | 9.62% | +0.51% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.85% | 18.41% | +0.44% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.06% | 17.13% | +0.93% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.09% | 18.14% | -0.05% |