QYLG vs. SDIV
Compare and contrast key facts about Global X Nasdaq 100 Covered Call & Growth ETF (QYLG) and Global X SuperDividend ETF (SDIV).
QYLG and SDIV 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. SDIV is a passively managed fund by Global X that tracks the performance of the Solactive Global SuperDividend Index. It was launched on Jun 8, 2011. Both QYLG and SDIV 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. SDIV - Performance Comparison
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QYLG vs. SDIV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
QYLG Global X Nasdaq 100 Covered Call & Growth ETF | -2.27% | 15.29% | 22.02% | 38.73% | -26.27% | 18.29% | 12.52% |
SDIV Global X SuperDividend ETF | 6.32% | 29.12% | 1.77% | 5.46% | -26.43% | 3.76% | 22.25% |
Returns By Period
In the year-to-date period, QYLG achieves a -2.27% return, which is significantly lower than SDIV's 6.32% return.
QYLG
- 1D
- 0.82%
- 1M
- -2.54%
- YTD
- -2.27%
- 6M
- 2.01%
- 1Y
- 20.32%
- 3Y*
- 17.95%
- 5Y*
- 10.13%
- 10Y*
- —
SDIV
- 1D
- -0.36%
- 1M
- -3.71%
- YTD
- 6.32%
- 6M
- 9.61%
- 1Y
- 31.74%
- 3Y*
- 14.62%
- 5Y*
- 0.52%
- 10Y*
- 0.51%
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QYLG vs. SDIV - Expense Ratio Comparison
QYLG has a 0.60% expense ratio, which is higher than SDIV's 0.58% expense ratio.
Return for Risk
QYLG vs. SDIV — Risk / Return Rank
QYLG
SDIV
QYLG vs. SDIV - 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 Global X SuperDividend ETF (SDIV). 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 | SDIV | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.08 | 1.99 | -0.91 |
Sortino ratioReturn per unit of downside risk | 1.70 | 2.58 | -0.88 |
Omega ratioGain probability vs. loss probability | 1.26 | 1.40 | -0.14 |
Calmar ratioReturn relative to maximum drawdown | 1.85 | 2.43 | -0.58 |
Martin ratioReturn relative to average drawdown | 9.05 | 12.17 | -3.13 |
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 | SDIV | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.08 | 1.99 | -0.91 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.56 | 0.03 | +0.53 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.03 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.67 | 0.06 | +0.61 |
Correlation
The correlation between QYLG and SDIV is 0.49, 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. SDIV - Dividend Comparison
QYLG's dividend yield for the trailing twelve months is around 18.82%, more than SDIV's 9.13% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
SDIV Global X SuperDividend ETF | 9.13% | 9.59% | 11.33% | 11.73% | 14.17% | 8.95% | 7.96% | 8.73% | 9.22% | 6.66% | 6.95% | 7.33% |
Drawdowns
QYLG vs. SDIV - Drawdown Comparison
The maximum QYLG drawdown since its inception was -29.98%, smaller than the maximum SDIV drawdown of -56.90%. Use the drawdown chart below to compare losses from any high point for QYLG and SDIV.
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Drawdown Indicators
| QYLG | SDIV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -29.98% | -56.90% | +26.92% |
Max Drawdown (1Y)Largest decline over 1 year | -11.45% | -13.04% | +1.59% |
Max Drawdown (5Y)Largest decline over 5 years | -29.98% | -41.94% | +11.96% |
Max Drawdown (10Y)Largest decline over 10 years | — | -56.90% | — |
Current DrawdownCurrent decline from peak | -4.76% | -17.50% | +12.74% |
Average DrawdownAverage peak-to-trough decline | -6.60% | -18.63% | +12.03% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.33% | 2.67% | -0.34% |
Volatility
QYLG vs. SDIV - Volatility Comparison
Global X Nasdaq 100 Covered Call & Growth ETF (QYLG) and Global X SuperDividend ETF (SDIV) have volatilities of 5.88% and 6.10%, 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.
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Volatility by Period
| QYLG | SDIV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.88% | 6.10% | -0.22% |
Volatility (6M)Calculated over the trailing 6-month period | 10.16% | 9.20% | +0.96% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.87% | 16.03% | +2.84% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.07% | 16.79% | +1.28% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.09% | 18.96% | -0.87% |