SRET vs. QYLD

Last updated Jun 4, 2026

SRET (Global X SuperDividend REIT ETF) and QYLD (Global X NASDAQ 100 Covered Call ETF) are both exchange-traded funds - SRET is a REIT fund tracking the Solactive Global SuperDividend REIT Index, while QYLD is a Nasdaq-100 fund tracking the CBOE NASDAQ-100 Buy Write V2. Both are passively managed. Over the past 10 years, SRET returned 1.05%/yr vs 9.80%/yr for QYLD. At a 0.40 correlation, their price movements are largely independent. SRET charges 0.58%/yr vs 0.60%/yr for QYLD.

Performance

SRET vs. QYLD - Performance Comparison

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

Returns By Period

In the year-to-date period, SRET achieves a 3.74% return, which is significantly lower than QYLD's 7.88% return. Over the past 10 years, SRET has underperformed QYLD with an annualized return of 1.05%, while QYLD has yielded a comparatively higher 9.80% annualized return.

SRET

• 1D: -1.07%
• 1M: -1.81%
• YTD: 3.74%
• 6M: 4.08%
• 1Y: 14.94%
• 3Y*: 9.29%
• 5Y*: 1.19%
• 10Y*: 1.05%

QYLD

• 1D: -0.06%
• 1M: 1.62%
• YTD: 7.88%
• 6M: 9.97%
• 1Y: 23.93%
• 3Y*: 13.80%
• 5Y*: 8.43%
• 10Y*: 9.80%

*Multi-year figures are annualized to reflect compound growth (CAGR)

SRET vs. QYLD - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
SRET Global X SuperDividend REIT ETF	3.74%	18.09%	-1.55%	9.85%	-18.24%	14.00%	-36.63%	22.77%	-5.52%	17.80%
QYLD Global X NASDAQ 100 Covered Call ETF	7.88%	9.28%	19.35%	22.77%	-19.08%	10.41%	8.72%	22.69%	-3.07%	18.79%

Correlation

The correlation between SRET and QYLD is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.26
Correlation (3Y) Calculated over the trailing 3-year period	0.34
Correlation (5Y) Calculated over the trailing 5-year period	0.45
Correlation (10Y) Calculated over the trailing 10-year period	0.40
Correlation (All Time) Calculated using the full available price history since Mar 18, 2015	0.40

The correlation between SRET and QYLD shifts across timeframes, from 0.26 (1 year) to 0.45 (5 years), reflecting how their relationship changes across market environments.

SRET vs. QYLD - Sectors Allocation Comparison

Sectors	SRET	QYLD
Real Estate	92.5%	0.1%
Financial Services	3.1%	0.2%
Basic Materials	-	1.1%
Communication Services	-	15.8%
Consumer Cyclical	-	12.3%
Consumer Defensive	-	7.7%
Energy	-	0.6%
Healthcare	-	4.2%
Industrials	-	2.8%
Technology	-	53.8%
Utilities	-	1.4%

Return for Risk

SRET vs. QYLD — Risk / Return Rank

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

SRET

SRET Risk / Return Rank: 35
SRET Sharpe Ratio Rank: 36
SRET Sortino Ratio Rank: 34
SRET Omega Ratio Rank: 33
SRET Calmar Ratio Rank: 32
SRET Martin Ratio Rank: 40

QYLD

QYLD Risk / Return Rank: 88
QYLD Sharpe Ratio Rank: 84
QYLD Sortino Ratio Rank: 85
QYLD Omega Ratio Rank: 92
QYLD Calmar Ratio Rank: 86
QYLD Martin Ratio Rank: 94

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.

SRET vs. QYLD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X SuperDividend REIT ETF (SRET) 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.

	SRET	QYLD	Difference
Sharpe ratio: Return per unit of total volatility	1.32	2.80	-1.48
Sortino ratio: Return per unit of downside risk	1.84	3.92	-2.08
Omega ratio: Gain probability vs. loss probability	1.23	1.63	-0.40
Calmar ratio: Return relative to maximum drawdown	1.58	4.84	-3.25
Martin ratio: Return relative to average drawdown	6.61	28.36	-21.75
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SRET vs. QYLD - Sharpe Ratio Comparison

The current SRET Sharpe Ratio is 1.32, which is lower than the QYLD Sharpe Ratio of 2.80. The chart below compares the historical Sharpe Ratios of SRET and QYLD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	SRET	QYLD	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.32	2.80	-1.48
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.07	0.58	-0.50
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.04	0.63	-0.59
Sharpe Ratio (All Time) Calculated using the full available price history	0.06	0.59	-0.53

Drawdowns

SRET vs. QYLD - Drawdown Comparison

The maximum SRET drawdown since its inception was -66.98%, which is greater than QYLD's maximum drawdown of -24.75%. Use the drawdown chart below to compare losses from any high point for SRET and QYLD.

Drawdown Indicators

	SRET	QYLD	Difference
Max Drawdown Largest peak-to-trough decline	-66.98%	-24.75%	-42.23%
Max Drawdown (1Y) Largest decline over 1 year	-9.48%	-4.97%	-4.51%
Max Drawdown (3Y) Largest decline over 3 years	-18.87%	-19.06%	+0.19%
Max Drawdown (5Y) Largest decline over 5 years	-30.56%	-24.61%	-5.95%
Max Drawdown (10Y) Largest decline over 10 years	-66.98%	-24.75%	-42.23%
Current Drawdown Current decline from peak	-24.23%	-0.06%	-24.17%
Average Drawdown Average peak-to-trough decline	-22.49%	-3.84%	-18.65%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.27%	0.85%	+1.42%

Volatility

SRET vs. QYLD - Volatility Comparison

Global X SuperDividend REIT ETF (SRET) has a higher volatility of 3.11% compared to Global X NASDAQ 100 Covered Call ETF (QYLD) at 1.85%. This indicates that SRET'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.

Volatility by Period

	SRET	QYLD	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.11%	1.85%	+1.26%
Volatility (6M) Calculated over the trailing 6-month period	8.72%	7.12%	+1.60%
Volatility (1Y) Calculated over the trailing 1-year period	11.36%	8.58%	+2.78%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.50%	14.70%	+1.80%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	24.58%	15.49%	+9.09%

SRET vs. QYLD - Expense Ratio Comparison

SRET has a 0.58% expense ratio, which is lower than QYLD's 0.60% expense ratio.

Dividends

SRET vs. QYLD - Dividend Comparison

SRET's dividend yield for the trailing twelve months is around 8.78%, less than QYLD's 11.46% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
QYLD Global X NASDAQ 100 Covered Call ETF	11.46%	11.55%	12.50%	11.78%	13.75%	12.85%	11.16%	9.84%	12.44%	7.69%	9.15%	9.42%
SRET Global X SuperDividend REIT ETF	8.78%	7.98%	8.72%	7.21%	8.30%	6.33%	8.88%	7.83%	8.54%	8.20%	8.08%	7.74%

Frequently Asked Questions

Can I hold both SRET and QYLD in my portfolio?

SRET and QYLD have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, SRET or QYLD?

SRET has higher volatility (3.11%) compared to QYLD (1.85%). In terms of maximum drawdown, SRET dropped -66.98% vs QYLD's -24.75%.

Which ETF is better, SRET or QYLD?

On 10-year performance, QYLD leads with 9.80% vs 1.05% for SRET. On fees, SRET is cheaper at 0.58% per year. On volatility, QYLD has been the lower-risk option at 1.85%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, SRET or QYLD?

Over the 10-year period, QYLD has performed better with a 9.80% return vs 1.05%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, SRET or QYLD?

SRET is cheaper with a 0.58% expense ratio, compared with 0.60% for QYLD.

Which ETF pays a higher dividend yield, SRET or QYLD?

QYLD has the higher dividend yield at 11.46%, compared with 8.78% for SRET.

What is the main difference between SRET and QYLD?

SRET is categorized as REIT, while QYLD is Nasdaq-100. SRET tracks Solactive Global SuperDividend REIT Index, while QYLD tracks CBOE NASDAQ-100 Buy Write V2. Their fees differ too: 0.58% for SRET and 0.60% for QYLD.

Which has better risk-adjusted returns?

QYLD currently has the higher Sharpe Ratio (2.80 vs 1.32), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.