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

Performance

SPYO.L vs. QYLU.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in IncomeShares S&P500 Options (0DTE) ETP GBP (SPYO.L) and Global X Nasdaq 100 Covered Call UCITS ETF USD (Acc) (QYLU.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

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

Returns By Period

In the year-to-date period, SPYO.L achieves a -3.87% return, which is significantly lower than QYLU.L's 5.02% return.


SPYO.L

1D
0.00%
1M
0.28%
6M
-5.12%
YTD
-3.87%
1Y
8.65%
3Y*
5Y*
10Y*

QYLU.L

1D
-2.21%
1M
-3.87%
6M
3.39%
YTD
5.02%
1Y
16.20%
3Y*
10.24%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)20252024
SPYO.L
IncomeShares S&P500 Options (0DTE) ETP GBP
-3.87%11.82%7,429.94%
QYLU.L
Global X Nasdaq 100 Covered Call UCITS ETF USD (Acc)
5.02%-1.93%15.94%

Correlation

The correlation between SPYO.L and QYLU.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 (All Time)
Calculated using the full available price history since Sep 2, 2024

0.50

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Return for Risk

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

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

SPYO.L
SPYO.L Risk / Return Rank: 1919
Overall Rank
SPYO.L Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
SPYO.L Sortino Ratio Rank: 1616
Sortino Ratio Rank
SPYO.L Omega Ratio Rank: 3939
Omega Ratio Rank
SPYO.L Calmar Ratio Rank: 1414
Calmar Ratio Rank
SPYO.L Martin Ratio Rank: 1212
Martin Ratio Rank

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
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.

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

This table presents a comparison of risk-adjusted performance metrics for IncomeShares S&P500 Options (0DTE) ETP GBP (SPYO.L) and Global X Nasdaq 100 Covered Call UCITS ETF USD (Acc) (QYLU.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.


SPYO.LQYLU.LDifference
Sharpe ratioReturn per unit of total volatility

-0.94

Sortino ratioReturn per unit of downside risk

-0.99

Omega ratioGain probability vs. loss probability

1.21

1.22

-0.01

Calmar ratioReturn relative to maximum drawdown

0.26

3.36

-3.11

Martin ratioReturn relative to average drawdown

0.38

9.90

-9.52

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

The current SPYO.L Sharpe Ratio is 0.20, which is lower than the QYLU.L Sharpe Ratio of 1.14. The chart below compares the historical Sharpe Ratios of SPYO.L and QYLU.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

SPYO.L vs. QYLU.L - Drawdown Comparison

The maximum SPYO.L drawdown since its inception was -33.74%, which is greater than QYLU.L's maximum drawdown of -22.59%. Use the drawdown chart below to compare losses from any high point for SPYO.L and QYLU.L.


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Drawdown Indicators


SPYO.LQYLU.LDifference

Max Drawdown

Largest peak-to-trough decline

-33.74%

-22.59%

-11.15%

Max Drawdown (1Y)

Largest decline over 1 year

-33.74%

-4.80%

-28.94%

Max Drawdown (3Y)

Largest decline over 3 years

-22.59%

Current Drawdown

Current decline from peak

-26.77%

-4.80%

-21.97%

Average Drawdown

Average peak-to-trough decline

-12.95%

-4.77%

-8.18%

Ulcer Index

Depth and duration of drawdowns from previous peaks

22.79%

1.63%

+21.16%

Volatility

SPYO.L vs. QYLU.L - Volatility Comparison

The current volatility for IncomeShares S&P500 Options (0DTE) ETP GBP (SPYO.L) is 2.40%, while Global X Nasdaq 100 Covered Call UCITS ETF USD (Acc) (QYLU.L) has a volatility of 5.47%. This indicates that SPYO.L experiences smaller price fluctuations and is considered to be less risky than QYLU.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SPYO.LQYLU.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.40%

5.47%

-3.07%

Volatility (6M)

Calculated over the trailing 6-month period

9.18%

10.10%

-0.92%

Volatility (1Y)

Calculated over the trailing 1-year period

43.20%

14.10%

+29.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5,455.86%

16.17%

+5,439.69%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5,455.86%

16.17%

+5,439.69%

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

Both SPYO.L and QYLU.L have an expense ratio of 0.45%.


Dividends

SPYO.L vs. QYLU.L - Dividend Comparison

SPYO.L's dividend yield for the trailing twelve months is around 37.61%, while QYLU.L has not paid dividends to shareholders.


PositionTTM20252024
QYLU.L
Global X Nasdaq 100 Covered Call UCITS ETF USD (Acc)
0.00%0.00%0.00%
SPYO.L
IncomeShares S&P500 Options (0DTE) ETP GBP
37.61%88.09%2.75%

Frequently Asked Questions


SPYO.L and QYLU.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.

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

SPYO.L and QYLU.L have the same expense ratio: 0.45% per year.

SPYO.L is categorized as Derivative Income, while QYLU.L is Nasdaq-100. They also come from different issuers: Leverage Shares and Global X.

Portfolio Optimizer

Find the right allocation for SPYO.L and QYLU.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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