STWD vs. QYLD
STWD (Starwood Property Trust, Inc.) is a stock, while QYLD (Global X NASDAQ 100 Covered Call ETF) is Nasdaq-100 fund tracking the CBOE NASDAQ-100 Buy Write V2. Over the past 10 years, STWD returned 6.29%/yr vs 9.65%/yr for QYLD. Their 0.34 correlation means their historical movements had little consistent relationship.
Performance
STWD vs. QYLD - Performance Comparison
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Returns By Period
In the year-to-date period, STWD achieves a -6.15% return, which is significantly lower than QYLD's 8.73% return. Over the past 10 years, STWD has underperformed QYLD with an annualized return of 6.29%, while QYLD has yielded a comparatively higher 9.65% annualized return.
STWD
- 1D
- -0.06%
- 1M
- -3.09%
- 6M
- -5.20%
- YTD
- -6.15%
- 1Y
- -8.22%
- 3Y*
- 1.07%
- 5Y*
- 0.08%
- 10Y*
- 6.29%
- ALL TIME*
- 9.29%
QYLD
- 1D
- 0.99%
- 1M
- 0.00%
- 6M
- 6.38%
- YTD
- 8.73%
- 1Y
- 21.85%
- 3Y*
- 13.13%
- 5Y*
- 7.94%
- 10Y*
- 9.65%
- ALL TIME*
- 8.64%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $81.92M | $78.72M | $98.91M | |
| $54.71M | $59.16M | $59.99M |
STWD vs. QYLD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
STWD Starwood Property Trust, Inc. | -6.15% | 4.91% | -0.56% | 26.70% | -17.33% | 35.88% | -12.01% | 36.80% | 1.11% | 6.08% |
QYLD Global X NASDAQ 100 Covered Call ETF | 8.73% | 9.28% | 19.35% | 22.77% | -19.08% | 10.41% | 8.72% | 22.69% | -3.07% | 18.79% |
Correlation
The correlation between STWD and QYLD is 0.13, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.13 |
Correlation (3Y) Balances recent behavior with more history. | 0.28 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.41 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.35 |
Correlation (All Time) Calculated using the full available price history since Dec 12, 2013 | 0.34 |
Over the past year, the correlation between STWD and QYLD has dropped to 0.13 - well below their long-term average of 0.34, suggesting their price drivers have been diverging.
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Return for Risk
STWD vs. QYLD — Risk / Return Rank
STWD
QYLD
STWD vs. QYLD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Starwood Property Trust, Inc. (STWD) 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.
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.
| STWD | QYLD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.46 | ||
| Sortino ratioReturn per unit of downside risk | -3.40 | ||
| Omega ratioGain probability vs. loss probability | 0.93 | 1.40 | -0.47 |
| Calmar ratioReturn relative to maximum drawdown | -0.58 | 3.80 | -4.38 |
| Martin ratioReturn relative to average drawdown | -0.95 | 17.57 | -18.52 |
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Drawdowns
STWD vs. QYLD - Drawdown Comparison
The maximum STWD drawdown since its inception was -66.34%, which is greater than QYLD's maximum drawdown of -24.75%. Use the drawdown chart below to compare losses from any high point for STWD and QYLD.
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Drawdown Indicators
| STWD | QYLD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -66.34% | -24.75% | -41.59% |
Max Drawdown (1Y)Largest decline over 1 year | -14.15% | -5.78% | -8.37% |
Max Drawdown (3Y)Largest decline over 3 years | -15.83% | -19.06% | +3.23% |
Max Drawdown (5Y)Largest decline over 5 years | -29.65% | -24.61% | -5.04% |
Max Drawdown (10Y)Largest decline over 10 years | -66.34% | -24.75% | -41.59% |
Current DrawdownCurrent decline from peak | -15.22% | -2.00% | -13.22% |
Average DrawdownAverage peak-to-trough decline | -7.61% | -3.81% | -3.80% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.67% | 1.25% | +7.42% |
Volatility
STWD vs. QYLD - Volatility Comparison
Starwood Property Trust, Inc. (STWD) and Global X NASDAQ 100 Covered Call ETF (QYLD) have volatilities of 5.42% and 5.17%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| STWD | QYLD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.42% | 5.17% | +0.25% |
Volatility (6M)Calculated over the trailing 6-month period | 12.50% | 10.07% | +2.43% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.29% | 11.26% | +5.03% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.12% | 15.05% | +9.07% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 30.13% | 15.64% | +14.49% |
Dividends
STWD vs. QYLD - Dividend Comparison
STWD's dividend yield for the trailing twelve months is around 12.02%, more than QYLD's 11.78% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
QYLD Global X NASDAQ 100 Covered Call ETF | 11.78% | 11.55% | 12.50% | 11.78% | 13.75% | 12.85% | 11.16% | 9.84% | 12.44% | 7.69% | 9.15% | 9.42% |
STWD Starwood Property Trust, Inc. | 12.02% | 10.66% | 10.13% | 9.13% | 10.47% | 7.90% | 9.95% | 7.72% | 9.74% | 8.99% | 8.75% | 9.34% |
Frequently Asked Questions
STWD and QYLD have a correlation of 0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
STWD has higher volatility (5.42%) compared to QYLD (5.17%). In terms of maximum drawdown, STWD dropped -66.34% vs QYLD's -24.75%.
QYLD currently has the higher Sharpe Ratio (1.95 vs -0.51), 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.
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