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QYLP.L vs. QYLD.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

QYLP.L vs. QYLD.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Global X NASDAQ 100 Covered Call UCITS ETF Dis GBP (QYLP.L) and Global X Nasdaq 100 Covered Call UCITS ETF USD (Dist) (QYLD.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

QYLP.L is traded in GBP, while QYLD.L is traded in USD. To make them comparable, the QYLD.L values have been converted to GBP using the latest available exchange rates.

Returns By Period

In the year-to-date period, QYLP.L achieves a 3.50% return, which is significantly lower than QYLD.L's 4.85% return.


QYLP.L

1D
-3.37%
1M
-4.45%
6M
2.55%
YTD
3.50%
1Y
14.43%
3Y*
9.84%
5Y*
10Y*

QYLD.L

1D
-1.99%
1M
-3.73%
6M
3.25%
YTD
4.85%
1Y
15.88%
3Y*
10.74%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

QYLP.L vs. QYLD.L - Yearly Performance Comparison


2026 (YTD)2025202420232022
QYLP.L
Global X NASDAQ 100 Covered Call UCITS ETF Dis GBP
3.50%-1.78%24.51%16.58%-18.75%
QYLD.L
Global X Nasdaq 100 Covered Call UCITS ETF USD (Dist)
4.85%-2.14%26.95%17.09%-3.80%

Correlation

The correlation between QYLP.L and QYLD.L is 0.75, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.75

Correlation (3Y)
Calculated over the trailing 3-year period

0.72

Correlation (All Time)
Calculated using the full available price history since Nov 22, 2022

0.73

The correlation between QYLP.L and QYLD.L has been stable across timeframes, ranging from 0.72 to 0.75 - a consistent structural relationship.

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Return for Risk

QYLP.L vs. QYLD.L — Risk / Return Rank

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

QYLP.L
QYLP.L Risk / Return Rank: 5858
Overall Rank
QYLP.L Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
QYLP.L Sortino Ratio Rank: 4747
Sortino Ratio Rank
QYLP.L Omega Ratio Rank: 5454
Omega Ratio Rank
QYLP.L Calmar Ratio Rank: 6060
Calmar Ratio Rank
QYLP.L Martin Ratio Rank: 7777
Martin Ratio Rank

QYLD.L
QYLD.L Risk / Return Rank: 7676
Overall Rank
QYLD.L Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
QYLD.L Sortino Ratio Rank: 6666
Sortino Ratio Rank
QYLD.L Omega Ratio Rank: 7575
Omega Ratio Rank
QYLD.L Calmar Ratio Rank: 8585
Calmar Ratio Rank
QYLD.L Martin Ratio Rank: 9090
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.

QYLP.L vs. QYLD.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X NASDAQ 100 Covered Call UCITS ETF Dis GBP (QYLP.L) and Global X Nasdaq 100 Covered Call UCITS ETF USD (Dist) (QYLD.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


QYLP.LQYLD.LDifference
Sharpe ratioReturn per unit of total volatility

-0.08

Sortino ratioReturn per unit of downside risk

-0.15

Omega ratioGain probability vs. loss probability

1.27

1.28

-0.02

Calmar ratioReturn relative to maximum drawdown

2.37

3.39

-1.02

Martin ratioReturn relative to average drawdown

11.15

11.47

-0.32

QYLP.L vs. QYLD.L - Sharpe Ratio Comparison

The current QYLP.L Sharpe Ratio is 1.40, which is comparable to the QYLD.L Sharpe Ratio of 1.48. The chart below compares the historical Sharpe Ratios of QYLP.L and QYLD.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

QYLP.L vs. QYLD.L - Drawdown Comparison

The maximum QYLP.L drawdown since its inception was -21.90%, smaller than the maximum QYLD.L drawdown of -24.76%. Use the drawdown chart below to compare losses from any high point for QYLP.L and QYLD.L.


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Drawdown Indicators


QYLP.LQYLD.LDifference

Max Drawdown

Largest peak-to-trough decline

-21.90%

-24.76%

+2.86%

Max Drawdown (1Y)

Largest decline over 1 year

-6.07%

-4.66%

-1.41%

Max Drawdown (3Y)

Largest decline over 3 years

-21.90%

-24.76%

+2.86%

Current Drawdown

Current decline from peak

-6.07%

-4.66%

-1.41%

Average Drawdown

Average peak-to-trough decline

-7.37%

-5.50%

-1.87%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.29%

1.37%

-0.08%

Volatility

QYLP.L vs. QYLD.L - Volatility Comparison

Global X NASDAQ 100 Covered Call UCITS ETF Dis GBP (QYLP.L) has a higher volatility of 5.82% compared to Global X Nasdaq 100 Covered Call UCITS ETF USD (Dist) (QYLD.L) at 5.02%. This indicates that QYLP.L's price experiences larger fluctuations and is considered to be riskier than QYLD.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


QYLP.LQYLD.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.82%

5.02%

+0.80%

Volatility (6M)

Calculated over the trailing 6-month period

8.72%

8.81%

-0.09%

Volatility (1Y)

Calculated over the trailing 1-year period

10.24%

10.67%

-0.43%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.15%

16.77%

-1.62%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.15%

16.77%

-1.62%

QYLP.L vs. QYLD.L - Expense Ratio Comparison

Both QYLP.L and QYLD.L have an expense ratio of 0.45%.


Dividends

QYLP.L vs. QYLD.L - Dividend Comparison

QYLP.L's dividend yield for the trailing twelve months is around 12.02%, more than QYLD.L's 11.85% yield.


PositionTTM202520242023
QYLD.L
Global X Nasdaq 100 Covered Call UCITS ETF USD (Dist)
11.85%11.41%12.28%10.88%
QYLP.L
Global X NASDAQ 100 Covered Call UCITS ETF Dis GBP
12.02%11.71%10.64%10.92%

Frequently Asked Questions


QYLP.L and QYLD.L have a correlation of 0.75, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.45% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

QYLP.L and QYLD.L have the same expense ratio: 0.45% per year.

QYLP.L tracks Cboe Nasdaq-100 BuyWrite Index, while QYLD.L tracks Cboe Nasdaq-100 BuyWrite v2 UCITS Index.

Portfolio Optimizer

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