SPY5.DE vs. QYLD
Compare and contrast key facts about SPDR S&P 500 UCITS ETF (SPY5.DE) and Global X NASDAQ 100 Covered Call ETF (QYLD).
SPY5.DE and QYLD are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SPY5.DE is a passively managed fund by State Street that tracks the performance of the S&P 500®. It was launched on Mar 19, 2012. QYLD is a passively managed fund by Global X that tracks the performance of the CBOE NASDAQ-100 Buy Write V2. It was launched on Dec 12, 2013. Both SPY5.DE and QYLD are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SPY5.DE or QYLD.
Key characteristics
| SPY5.DE | QYLD | |
|---|---|---|
| YTD Return | 30.42% | 18.06% |
| 1Y Return | 38.19% | 22.66% |
| 3Y Return (Ann) | 12.60% | 5.37% |
| 5Y Return (Ann) | 16.12% | 7.67% |
| 10Y Return (Ann) | 14.82% | 8.44% |
| Sharpe Ratio | 3.04 | 2.26 |
| Sortino Ratio | 4.14 | 3.10 |
| Omega Ratio | 1.63 | 1.55 |
| Calmar Ratio | 4.42 | 2.93 |
| Martin Ratio | 19.73 | 16.14 |
| Ulcer Index | 1.85% | 1.41% |
| Daily Std Dev | 11.91% | 10.05% |
| Max Drawdown | -33.86% | -24.89% |
| Current Drawdown | 0.00% | 0.00% |
Correlation
The correlation between SPY5.DE and QYLD is 0.46, 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.
Performance
SPY5.DE vs. QYLD - Performance Comparison
In the year-to-date period, SPY5.DE achieves a 30.42% return, which is significantly higher than QYLD's 18.06% return. Over the past 10 years, SPY5.DE has outperformed QYLD with an annualized return of 14.82%, while QYLD has yielded a comparatively lower 8.44% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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SPY5.DE vs. QYLD - Expense Ratio Comparison
SPY5.DE has a 0.03% expense ratio, which is lower than QYLD's 0.60% expense ratio.
Risk-Adjusted Performance
SPY5.DE vs. QYLD - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR S&P 500 UCITS ETF (SPY5.DE) 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.
Dividends
SPY5.DE vs. QYLD - Dividend Comparison
SPY5.DE's dividend yield for the trailing twelve months is around 1.01%, less than QYLD's 11.25% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SPY5.DE SPDR S&P 500 UCITS ETF | 1.01% | 1.22% | 1.42% | 0.95% | 1.37% | 1.74% | 3.30% | 1.59% | 1.57% | 1.69% | 1.39% | 1.53% |
QYLD Global X NASDAQ 100 Covered Call ETF | 11.25% | 11.78% | 13.75% | 12.85% | 11.16% | 9.84% | 12.44% | 7.69% | 9.15% | 9.42% | 10.74% | 0.00% |
Drawdowns
SPY5.DE vs. QYLD - Drawdown Comparison
The maximum SPY5.DE drawdown since its inception was -33.86%, which is greater than QYLD's maximum drawdown of -24.89%. Use the drawdown chart below to compare losses from any high point for SPY5.DE and QYLD. For additional features, visit the drawdowns tool.
Volatility
SPY5.DE vs. QYLD - Volatility Comparison
SPDR S&P 500 UCITS ETF (SPY5.DE) has a higher volatility of 3.55% compared to Global X NASDAQ 100 Covered Call ETF (QYLD) at 2.54%. This indicates that SPY5.DE's price experiences larger fluctuations and is considered to be riskier than QYLD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.