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

Performance

QYLU.L vs. XDEV.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X NASDAQ 100 Covered Call UCITS ETF (QYLU.L) and Xtrackers MSCI World Value Factor UCITS ETF 1C (XDEV.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 XDEV.L is traded in GBp. To make them comparable, the XDEV.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 8.26% return, which is significantly lower than XDEV.L's 30.33% return.


QYLU.L

1D
0.31%
1M
0.67%
6M
6.41%
YTD
8.26%
1Y
20.12%
3Y*
12.61%
5Y*
10Y*

XDEV.L

1D
-1.10%
1M
-3.59%
6M
26.45%
YTD
30.33%
1Y
57.83%
3Y*
26.88%
5Y*
16.75%
10Y*
12.23%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)2025202420232022
QYLU.L
Global X NASDAQ 100 Covered Call UCITS ETF
8.26%5.59%22.94%22.59%-2.11%
XDEV.L
Xtrackers MSCI World Value Factor UCITS ETF 1C
30.33%40.36%5.01%19.23%1.68%

Correlation

The correlation between QYLU.L and XDEV.L is 0.45, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.45

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

0.46

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

0.47

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Return for Risk

QYLU.L vs. XDEV.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: 6969
Overall Rank
QYLU.L Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
QYLU.L Sortino Ratio Rank: 5858
Sortino Ratio Rank
QYLU.L Omega Ratio Rank: 5858
Omega Ratio Rank
QYLU.L Calmar Ratio Rank: 8888
Calmar Ratio Rank
QYLU.L Martin Ratio Rank: 8686
Martin Ratio Rank

XDEV.L
XDEV.L Risk / Return Rank: 9696
Overall Rank
XDEV.L Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
XDEV.L Sortino Ratio Rank: 9696
Sortino Ratio Rank
XDEV.L Omega Ratio Rank: 9696
Omega Ratio Rank
XDEV.L Calmar Ratio Rank: 9797
Calmar Ratio Rank
XDEV.L Martin Ratio Rank: 9696
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. XDEV.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X NASDAQ 100 Covered Call UCITS ETF (QYLU.L) and Xtrackers MSCI World Value Factor UCITS ETF 1C (XDEV.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.LXDEV.LDifference
Sharpe ratioReturn per unit of total volatility

-2.01

Sortino ratioReturn per unit of downside risk

-2.57

Omega ratioGain probability vs. loss probability

1.29

1.62

-0.33

Calmar ratioReturn relative to maximum drawdown

4.07

6.59

-2.53

Martin ratioReturn relative to average drawdown

13.98

23.86

-9.88

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

The current QYLU.L Sharpe Ratio is 1.54, which is lower than the XDEV.L Sharpe Ratio of 3.55. The chart below compares the historical Sharpe Ratios of QYLU.L and XDEV.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. XDEV.L - Drawdown Comparison

The maximum QYLU.L drawdown since its inception was -19.93%, smaller than the maximum XDEV.L drawdown of -50.32%. Use the drawdown chart below to compare losses from any high point for QYLU.L and XDEV.L.


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Drawdown Indicators


QYLU.LXDEV.LDifference

Max Drawdown

Largest peak-to-trough decline

-19.93%

-50.32%

+30.39%

Max Drawdown (1Y)

Largest decline over 1 year

-4.97%

-8.73%

+3.76%

Max Drawdown (3Y)

Largest decline over 3 years

-19.93%

-18.80%

-1.13%

Max Drawdown (5Y)

Largest decline over 5 years

-26.72%

Max Drawdown (10Y)

Largest decline over 10 years

-41.02%

Current Drawdown

Current decline from peak

-0.58%

-3.88%

+3.30%

Average Drawdown

Average peak-to-trough decline

-2.42%

-21.78%

+19.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.45%

2.42%

-0.97%

Volatility

QYLU.L vs. XDEV.L - Volatility Comparison

The current volatility for Global X NASDAQ 100 Covered Call UCITS ETF (QYLU.L) is 4.86%, while Xtrackers MSCI World Value Factor UCITS ETF 1C (XDEV.L) has a volatility of 5.95%. This indicates that QYLU.L experiences smaller price fluctuations and is considered to be less risky than XDEV.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.LXDEV.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.86%

5.95%

-1.09%

Volatility (6M)

Calculated over the trailing 6-month period

9.27%

13.95%

-4.68%

Volatility (1Y)

Calculated over the trailing 1-year period

13.09%

16.24%

-3.15%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.61%

20.88%

-5.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.61%

22.09%

-6.48%

Dividends

QYLU.L vs. XDEV.L - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


QYLU.L and XDEV.L have a correlation of 0.45, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

QYLU.L tracks Global X NASDAQ 100 Covered Call UCITS ETF, while XDEV.L tracks MSCI ACWI Value NR USD. They also come from different issuers: Global X and DWS.

Portfolio Optimizer

Find the right allocation for QYLU.L and XDEV.L

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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