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RIET vs. QYLD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between RIET and QYLD is 0.65, 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.


-0.50.00.51.0
Correlation: 0.6

Performance

RIET vs. QYLD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Hoya Capital High Dividend Yield ETF (RIET) and Global X NASDAQ 100 Covered Call ETF (QYLD). The values are adjusted to include any dividend payments, if applicable.

-20.00%-10.00%0.00%10.00%20.00%30.00%NovemberDecember2025FebruaryMarchApril
-16.46%
12.76%
RIET
QYLD

Key characteristics

Sharpe Ratio

RIET:

0.15

QYLD:

0.32

Sortino Ratio

RIET:

0.32

QYLD:

0.60

Omega Ratio

RIET:

1.04

QYLD:

1.10

Calmar Ratio

RIET:

0.10

QYLD:

0.32

Martin Ratio

RIET:

0.44

QYLD:

1.33

Ulcer Index

RIET:

5.90%

QYLD:

4.59%

Daily Std Dev

RIET:

17.04%

QYLD:

19.11%

Max Drawdown

RIET:

-34.61%

QYLD:

-24.75%

Current Drawdown

RIET:

-19.62%

QYLD:

-11.29%

Returns By Period

In the year-to-date period, RIET achieves a -4.50% return, which is significantly higher than QYLD's -7.28% return.


RIET

YTD

-4.50%

1M

-5.69%

6M

-9.43%

1Y

3.31%

5Y*

N/A

10Y*

N/A

QYLD

YTD

-7.28%

1M

-1.28%

6M

-4.25%

1Y

5.46%

5Y*

8.76%

10Y*

7.58%

*Annualized

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RIET vs. QYLD - Expense Ratio Comparison

RIET has a 0.50% expense ratio, which is lower than QYLD's 0.60% expense ratio.


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

Risk-Adjusted Performance

RIET vs. QYLD — Risk-Adjusted Performance Rank

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

RIET
The Risk-Adjusted Performance Rank of RIET is 3232
Overall Rank
The Sharpe Ratio Rank of RIET is 3333
Sharpe Ratio Rank
The Sortino Ratio Rank of RIET is 3232
Sortino Ratio Rank
The Omega Ratio Rank of RIET is 3030
Omega Ratio Rank
The Calmar Ratio Rank of RIET is 3232
Calmar Ratio Rank
The Martin Ratio Rank of RIET is 3232
Martin Ratio Rank

QYLD
The Risk-Adjusted Performance Rank of QYLD is 4949
Overall Rank
The Sharpe Ratio Rank of QYLD is 4545
Sharpe Ratio Rank
The Sortino Ratio Rank of QYLD is 4747
Sortino Ratio Rank
The Omega Ratio Rank of QYLD is 5454
Omega Ratio Rank
The Calmar Ratio Rank of QYLD is 4949
Calmar Ratio Rank
The Martin Ratio Rank of QYLD is 5050
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.

RIET vs. QYLD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Hoya Capital High Dividend Yield ETF (RIET) and Global X NASDAQ 100 Covered Call ETF (QYLD). 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 RIET, currently valued at 0.15, compared to the broader market-1.000.001.002.003.004.00
RIET: 0.15
QYLD: 0.32
The chart of Sortino ratio for RIET, currently valued at 0.32, compared to the broader market-2.000.002.004.006.008.00
RIET: 0.32
QYLD: 0.60
The chart of Omega ratio for RIET, currently valued at 1.04, compared to the broader market0.501.001.502.00
RIET: 1.04
QYLD: 1.10
The chart of Calmar ratio for RIET, currently valued at 0.10, compared to the broader market0.002.004.006.008.0010.0012.00
RIET: 0.10
QYLD: 0.32
The chart of Martin ratio for RIET, currently valued at 0.44, compared to the broader market0.0020.0040.0060.00
RIET: 0.44
QYLD: 1.33

The current RIET Sharpe Ratio is 0.15, which is lower than the QYLD Sharpe Ratio of 0.32. The chart below compares the historical Sharpe Ratios of RIET and QYLD, 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 Ratio0.000.501.001.502.002.50NovemberDecember2025FebruaryMarchApril
0.15
0.32
RIET
QYLD

Dividends

RIET vs. QYLD - Dividend Comparison

RIET's dividend yield for the trailing twelve months is around 11.02%, less than QYLD's 13.87% yield.


TTM20242023202220212020201920182017201620152014
RIET
Hoya Capital High Dividend Yield ETF
11.02%10.17%9.33%9.33%1.99%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
QYLD
Global X NASDAQ 100 Covered Call ETF
13.87%12.50%11.78%13.75%12.85%11.16%9.84%12.44%7.69%9.15%9.42%10.74%

Drawdowns

RIET vs. QYLD - Drawdown Comparison

The maximum RIET drawdown since its inception was -34.61%, which is greater than QYLD's maximum drawdown of -24.75%. Use the drawdown chart below to compare losses from any high point for RIET and QYLD. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-19.62%
-11.29%
RIET
QYLD

Volatility

RIET vs. QYLD - Volatility Comparison

The current volatility for Hoya Capital High Dividend Yield ETF (RIET) is 9.29%, while Global X NASDAQ 100 Covered Call ETF (QYLD) has a volatility of 14.23%. This indicates that RIET experiences smaller price fluctuations and is considered to be less risky than QYLD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%NovemberDecember2025FebruaryMarchApril
9.29%
14.23%
RIET
QYLD