PortfoliosLab logo
QYLG vs. XYLG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between QYLG and XYLG is 0.86, 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.


-0.50.00.51.0
Correlation: 0.9

Performance

QYLG vs. XYLG - 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 Global X S&P 500 Covered Call & Growth ETF (XYLG). The values are adjusted to include any dividend payments, if applicable.

40.00%45.00%50.00%55.00%60.00%65.00%70.00%75.00%NovemberDecember2025FebruaryMarchApril
40.47%
46.68%
QYLG
XYLG

Key characteristics

Sharpe Ratio

QYLG:

-0.21

XYLG:

-0.04

Sortino Ratio

QYLG:

-0.16

XYLG:

0.04

Omega Ratio

QYLG:

0.98

XYLG:

1.01

Calmar Ratio

QYLG:

-0.19

XYLG:

-0.03

Martin Ratio

QYLG:

-0.89

XYLG:

-0.17

Ulcer Index

QYLG:

4.13%

XYLG:

2.76%

Daily Std Dev

QYLG:

17.54%

XYLG:

13.53%

Max Drawdown

QYLG:

-29.98%

XYLG:

-21.30%

Current Drawdown

QYLG:

-19.44%

XYLG:

-15.86%

Returns By Period

In the year-to-date period, QYLG achieves a -15.44% return, which is significantly lower than XYLG's -12.55% return.


QYLG

YTD

-15.44%

1M

-12.45%

6M

-11.28%

1Y

-3.25%

5Y*

N/A

10Y*

N/A

XYLG

YTD

-12.55%

1M

-11.20%

6M

-9.00%

1Y

-0.61%

5Y*

N/A

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


QYLG vs. XYLG - Expense Ratio Comparison

Both QYLG and XYLG have an expense ratio of 0.60%.


Expense ratio chart for QYLG: current value is 0.60%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
QYLG: 0.60%
Expense ratio chart for XYLG: current value is 0.60%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
XYLG: 0.60%

Risk-Adjusted Performance

QYLG vs. XYLG — Risk-Adjusted Performance Rank

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

QYLG
The Risk-Adjusted Performance Rank of QYLG is 3030
Overall Rank
The Sharpe Ratio Rank of QYLG is 3131
Sharpe Ratio Rank
The Sortino Ratio Rank of QYLG is 3131
Sortino Ratio Rank
The Omega Ratio Rank of QYLG is 3030
Omega Ratio Rank
The Calmar Ratio Rank of QYLG is 3030
Calmar Ratio Rank
The Martin Ratio Rank of QYLG is 2727
Martin Ratio Rank

XYLG
The Risk-Adjusted Performance Rank of XYLG is 4545
Overall Rank
The Sharpe Ratio Rank of XYLG is 4646
Sharpe Ratio Rank
The Sortino Ratio Rank of XYLG is 4444
Sortino Ratio Rank
The Omega Ratio Rank of XYLG is 4444
Omega Ratio Rank
The Calmar Ratio Rank of XYLG is 4646
Calmar Ratio Rank
The Martin Ratio Rank of XYLG is 4545
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

QYLG vs. XYLG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Nasdaq 100 Covered Call & Growth ETF (QYLG) and Global X S&P 500 Covered Call & Growth ETF (XYLG). 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.


The chart of Sharpe ratio for QYLG, currently valued at -0.21, compared to the broader market-1.000.001.002.003.004.00
QYLG: -0.21
XYLG: -0.04
The chart of Sortino ratio for QYLG, currently valued at -0.16, compared to the broader market-2.000.002.004.006.008.0010.00
QYLG: -0.16
XYLG: 0.04
The chart of Omega ratio for QYLG, currently valued at 0.98, compared to the broader market0.501.001.502.002.50
QYLG: 0.98
XYLG: 1.01
The chart of Calmar ratio for QYLG, currently valued at -0.19, compared to the broader market0.005.0010.0015.00
QYLG: -0.19
XYLG: -0.03
The chart of Martin ratio for QYLG, currently valued at -0.89, compared to the broader market0.0020.0040.0060.0080.00
QYLG: -0.89
XYLG: -0.17

The current QYLG Sharpe Ratio is -0.21, which is lower than the XYLG Sharpe Ratio of -0.04. The chart below compares the historical Sharpe Ratios of QYLG and XYLG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
-0.21
-0.04
QYLG
XYLG

Dividends

QYLG vs. XYLG - Dividend Comparison

QYLG's dividend yield for the trailing twelve months is around 30.35%, more than XYLG's 27.48% yield.


TTM20242023202220212020
QYLG
Global X Nasdaq 100 Covered Call & Growth ETF
30.35%25.27%5.43%6.91%10.15%1.44%
XYLG
Global X S&P 500 Covered Call & Growth ETF
27.48%23.65%4.90%6.44%7.40%1.39%

Drawdowns

QYLG vs. XYLG - Drawdown Comparison

The maximum QYLG drawdown since its inception was -29.98%, which is greater than XYLG's maximum drawdown of -21.30%. Use the drawdown chart below to compare losses from any high point for QYLG and XYLG. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-19.44%
-15.86%
QYLG
XYLG

Volatility

QYLG vs. XYLG - Volatility Comparison

Global X Nasdaq 100 Covered Call & Growth ETF (QYLG) has a higher volatility of 9.65% compared to Global X S&P 500 Covered Call & Growth ETF (XYLG) at 8.76%. This indicates that QYLG's price experiences larger fluctuations and is considered to be riskier than XYLG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%NovemberDecember2025FebruaryMarchApril
9.65%
8.76%
QYLG
XYLG