STWD vs. QYLD
Compare and contrast key facts about Starwood Property Trust, Inc. (STWD) and Global X NASDAQ 100 Covered Call ETF (QYLD).
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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: STWD or QYLD.
Key characteristics
| STWD | QYLD | |
|---|---|---|
| YTD Return | -0.54% | 18.13% |
| 1Y Return | 6.06% | 22.44% |
| 3Y Return (Ann) | -0.37% | 5.36% |
| 5Y Return (Ann) | 5.66% | 7.56% |
| 10Y Return (Ann) | 7.64% | 8.45% |
| Sharpe Ratio | 0.53 | 2.24 |
| Sortino Ratio | 0.86 | 3.08 |
| Omega Ratio | 1.11 | 1.55 |
| Calmar Ratio | 0.91 | 2.90 |
| Martin Ratio | 1.98 | 15.98 |
| Ulcer Index | 6.00% | 1.41% |
| Daily Std Dev | 22.31% | 10.05% |
| Max Drawdown | -66.33% | -24.89% |
| Current Drawdown | -5.74% | 0.00% |
Correlation
The correlation between STWD and QYLD is 0.36, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
STWD vs. QYLD - Performance Comparison
In the year-to-date period, STWD achieves a -0.54% return, which is significantly lower than QYLD's 18.13% return. Over the past 10 years, STWD has underperformed QYLD with an annualized return of 7.64%, while QYLD has yielded a comparatively higher 8.45% 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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Risk-Adjusted Performance
STWD vs. QYLD - Risk-Adjusted Performance 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.
Dividends
STWD vs. QYLD - Dividend Comparison
STWD's dividend yield for the trailing twelve months is around 9.88%, less than QYLD's 11.24% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
STWD Starwood Property Trust, Inc. | 9.88% | 9.13% | 10.47% | 7.90% | 9.95% | 7.72% | 9.74% | 8.99% | 8.75% | 9.34% | 8.26% | 6.57% |
QYLD Global X NASDAQ 100 Covered Call ETF | 11.24% | 11.78% | 13.75% | 12.85% | 11.16% | 9.84% | 12.44% | 7.69% | 9.15% | 9.42% | 10.74% | 0.00% |
Drawdowns
STWD vs. QYLD - Drawdown Comparison
The maximum STWD drawdown since its inception was -66.33%, which is greater than QYLD's maximum drawdown of -24.89%. Use the drawdown chart below to compare losses from any high point for STWD and QYLD. For additional features, visit the drawdowns tool.
Volatility
STWD vs. QYLD - Volatility Comparison
Starwood Property Trust, Inc. (STWD) has a higher volatility of 4.46% compared to Global X NASDAQ 100 Covered Call ETF (QYLD) at 2.54%. This indicates that STWD'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.