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QYLU.L vs. ANXG.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

QYLU.L vs. ANXG.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X Nasdaq 100 Covered Call UCITS ETF USD (Acc) (QYLU.L) and Amundi Nasdaq-100 UCITS USD (ANXG.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

QYLU.L is traded in USD, while ANXG.L is traded in GBp. To make them comparable, the ANXG.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, QYLU.L achieves a 4.87% return, which is significantly lower than ANXG.L's 12.52% return.


QYLU.L

1D
-2.37%
1M
-2.67%
6M
3.99%
YTD
4.87%
1Y
16.53%
3Y*
11.41%
5Y*
10Y*

ANXG.L

1D
-2.26%
1M
-4.32%
6M
12.00%
YTD
12.52%
1Y
24.23%
3Y*
22.88%
5Y*
14.85%
10Y*
17.51%
*Multi-year figures are annualized to reflect compound growth (CAGR)

QYLU.L vs. ANXG.L - Yearly Performance Comparison


2026 (YTD)2025202420232022
QYLU.L
Global X Nasdaq 100 Covered Call UCITS ETF USD (Acc)
4.87%5.59%22.94%22.59%-2.11%
ANXG.L
Amundi Nasdaq-100 UCITS USD
12.52%20.12%26.56%55.81%-5.99%

Correlation

The correlation between QYLU.L and ANXG.L is 0.56, 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

0.56

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

0.66

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

0.68

The correlation between QYLU.L and ANXG.L shifts across timeframes, from 0.56 (1 year) to 0.68 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

QYLU.L vs. ANXG.L — Risk / Return Rank

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

QYLU.L
QYLU.L Risk / Return Rank: 6161
Overall Rank
QYLU.L Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
QYLU.L Sortino Ratio Rank: 4747
Sortino Ratio Rank
QYLU.L Omega Ratio Rank: 4747
Omega Ratio Rank
QYLU.L Calmar Ratio Rank: 8383
Calmar Ratio Rank
QYLU.L Martin Ratio Rank: 8181
Martin Ratio Rank

ANXG.L
ANXG.L Risk / Return Rank: 5252
Overall Rank
ANXG.L Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
ANXG.L Sortino Ratio Rank: 5151
Sortino Ratio Rank
ANXG.L Omega Ratio Rank: 5252
Omega Ratio Rank
ANXG.L Calmar Ratio Rank: 5555
Calmar Ratio Rank
ANXG.L Martin Ratio Rank: 4646
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.

QYLU.L vs. ANXG.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Nasdaq 100 Covered Call UCITS ETF USD (Acc) (QYLU.L) and Amundi Nasdaq-100 UCITS USD (ANXG.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.


QYLU.LANXG.LDifference
Sharpe ratioReturn per unit of total volatility

-0.17

Sortino ratioReturn per unit of downside risk

-0.19

Omega ratioGain probability vs. loss probability

1.23

1.25

-0.01

Calmar ratioReturn relative to maximum drawdown

3.31

2.19

+1.12

Martin ratioReturn relative to average drawdown

11.23

7.40

+3.83

QYLU.L vs. ANXG.L - Sharpe Ratio Comparison

The current QYLU.L Sharpe Ratio is 1.24, which is comparable to the ANXG.L Sharpe Ratio of 1.41. The chart below compares the historical Sharpe Ratios of QYLU.L and ANXG.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

QYLU.L vs. ANXG.L - Drawdown Comparison

The maximum QYLU.L drawdown since its inception was -19.93%, smaller than the maximum ANXG.L drawdown of -37.77%. Use the drawdown chart below to compare losses from any high point for QYLU.L and ANXG.L.


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Drawdown Indicators


QYLU.LANXG.LDifference

Max Drawdown

Largest peak-to-trough decline

-19.93%

-37.77%

+17.84%

Max Drawdown (1Y)

Largest decline over 1 year

-4.97%

-11.02%

+6.05%

Max Drawdown (3Y)

Largest decline over 3 years

-19.93%

-23.10%

+3.17%

Max Drawdown (5Y)

Largest decline over 5 years

-35.18%

Max Drawdown (10Y)

Largest decline over 10 years

-37.77%

Current Drawdown

Current decline from peak

-3.70%

-6.65%

+2.95%

Average Drawdown

Average peak-to-trough decline

-2.43%

-8.66%

+6.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.47%

3.27%

-1.80%

Volatility

QYLU.L vs. ANXG.L - Volatility Comparison

The current volatility for Global X Nasdaq 100 Covered Call UCITS ETF USD (Acc) (QYLU.L) is 5.42%, while Amundi Nasdaq-100 UCITS USD (ANXG.L) has a volatility of 6.55%. This indicates that QYLU.L experiences smaller price fluctuations and is considered to be less risky than ANXG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


QYLU.LANXG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.42%

6.55%

-1.13%

Volatility (6M)

Calculated over the trailing 6-month period

9.59%

13.53%

-3.94%

Volatility (1Y)

Calculated over the trailing 1-year period

13.32%

17.21%

-3.89%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.65%

20.74%

-5.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.65%

22.37%

-6.72%

QYLU.L vs. ANXG.L - Expense Ratio Comparison

QYLU.L has a 0.45% expense ratio, which is higher than ANXG.L's 0.13% expense ratio.


Dividends

QYLU.L vs. ANXG.L - Dividend Comparison

Neither QYLU.L nor ANXG.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


QYLU.L and ANXG.L have a correlation of 0.56, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, ANXG.L is cheaper at 0.13% per year. The better choice depends on whether you care most about return, fees, risk, or income.

ANXG.L is cheaper with a 0.13% expense ratio, compared with 0.45% for QYLU.L.

QYLU.L tracks Cboe Nasdaq-100 BuyWrite v2 UCITS Index, while ANXG.L tracks NASDAQ-100 Index. They also come from different issuers: Global X and Amundi. Their fees differ too: 0.45% for QYLU.L and 0.13% for ANXG.L.

Portfolio Optimizer

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