SXRV.DE vs. QYLE.DE
SXRV.DE (iShares NASDAQ 100 UCITS ETF USD (Acc)) and QYLE.DE (Global X Nasdaq 100 Covered Call UCITS ETF D) are both Nasdaq-100 funds - SXRV.DE tracks the NASDAQ-100 Index while QYLE.DE tracks the Cboe Nasdaq-100 BuyWrite. Both are passively managed. Over the past 3 years, SXRV.DE returned 24.53%/yr vs 12.74%/yr for QYLE.DE. A 0.68 correlation means they provide meaningful diversification when combined. SXRV.DE charges 0.36%/yr vs 0.45%/yr for QYLE.DE.
Performance
SXRV.DE vs. QYLE.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, SXRV.DE achieves a 20.57% return, which is significantly higher than QYLE.DE's 6.53% return.
SXRV.DE
- 1D
- -0.83%
- 1M
- 7.99%
- YTD
- 20.57%
- 6M
- 18.73%
- 1Y
- 37.06%
- 3Y*
- 24.53%
- 5Y*
- 18.67%
- 10Y*
- 21.24%
QYLE.DE
- 1D
- -1.00%
- 1M
- 2.58%
- YTD
- 6.53%
- 6M
- 7.45%
- 1Y
- 16.40%
- 3Y*
- 12.74%
- 5Y*
- —
- 10Y*
- —
SXRV.DE vs. QYLE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
SXRV.DE iShares NASDAQ 100 UCITS ETF USD (Acc) | 20.57% | 6.98% | 33.55% | 51.19% | -10.97% |
QYLE.DE Global X Nasdaq 100 Covered Call UCITS ETF D | 6.53% | -7.62% | 37.36% | 30.02% | -5.59% |
Correlation
The correlation between SXRV.DE and QYLE.DE is 0.63, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.63 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.68 |
Correlation (All Time) Calculated using the full available price history since Nov 24, 2022 | 0.68 |
The correlation between SXRV.DE and QYLE.DE has been stable across timeframes, ranging from 0.63 to 0.68 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
SXRV.DE vs. QYLE.DE — Risk / Return Rank
SXRV.DE
QYLE.DE
SXRV.DE vs. QYLE.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares NASDAQ 100 UCITS ETF USD (Acc) (SXRV.DE) and Global X Nasdaq 100 Covered Call UCITS ETF D (QYLE.DE). 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.
| SXRV.DE | QYLE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.72 | ||
| Sortino ratioReturn per unit of downside risk | +0.84 | ||
| Omega ratioGain probability vs. loss probability | 1.42 | 1.30 | +0.12 |
| Calmar ratioReturn relative to maximum drawdown | 3.75 | 3.87 | -0.12 |
| Martin ratioReturn relative to average drawdown | 11.16 | 10.46 | +0.70 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| SXRV.DE | QYLE.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.40 | 1.68 | +0.72 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.93 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.07 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.91 | 1.16 | -0.25 |
Drawdowns
SXRV.DE vs. QYLE.DE - Drawdown Comparison
The maximum SXRV.DE drawdown since its inception was -32.80%, which is greater than QYLE.DE's maximum drawdown of -24.06%. Use the drawdown chart below to compare losses from any high point for SXRV.DE and QYLE.DE.
Loading charts...
Drawdown Indicators
| SXRV.DE | QYLE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.80% | -24.06% | -8.74% |
Max Drawdown (1Y)Largest decline over 1 year | -10.03% | -4.17% | -5.86% |
Max Drawdown (3Y)Largest decline over 3 years | -26.69% | -24.06% | -2.63% |
Max Drawdown (5Y)Largest decline over 5 years | -31.33% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -31.33% | — | — |
Current DrawdownCurrent decline from peak | -0.83% | -5.04% | +4.21% |
Average DrawdownAverage peak-to-trough decline | -6.56% | -5.68% | -0.88% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.38% | 1.55% | +1.83% |
Volatility
SXRV.DE vs. QYLE.DE - Volatility Comparison
iShares NASDAQ 100 UCITS ETF USD (Acc) (SXRV.DE) has a higher volatility of 4.26% compared to Global X Nasdaq 100 Covered Call UCITS ETF D (QYLE.DE) at 2.32%. This indicates that SXRV.DE's price experiences larger fluctuations and is considered to be riskier than QYLE.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| SXRV.DE | QYLE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.26% | 2.32% | +1.94% |
Volatility (6M)Calculated over the trailing 6-month period | 10.98% | 6.14% | +4.84% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.67% | 9.63% | +6.04% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.84% | 13.25% | +6.59% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.65% | 13.25% | +6.40% |
SXRV.DE vs. QYLE.DE - Expense Ratio Comparison
SXRV.DE has a 0.36% expense ratio, which is lower than QYLE.DE's 0.45% expense ratio.
Dividends
SXRV.DE vs. QYLE.DE - Dividend Comparison
SXRV.DE has not paid dividends to shareholders, while QYLE.DE's dividend yield for the trailing twelve months is around 8.84%.
| Position | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
QYLE.DE Global X Nasdaq 100 Covered Call UCITS ETF D | 8.84% | 10.67% | 15.00% | 20.20% |
SXRV.DE iShares NASDAQ 100 UCITS ETF USD (Acc) | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
SXRV.DE and QYLE.DE have a correlation of 0.63, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SXRV.DE is cheaper at 0.36% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SXRV.DE is cheaper with a 0.36% expense ratio, compared with 0.45% for QYLE.DE.
SXRV.DE tracks NASDAQ-100 Index, while QYLE.DE tracks Cboe Nasdaq-100 BuyWrite. They also come from different issuers: iShares and Global X. Their fees differ too: 0.36% for SXRV.DE and 0.45% for QYLE.DE.
Find the right allocation for SXRV.DE and QYLE.DE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer