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TDIV.AS vs. QYLD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between TDIV.AS and QYLD is 0.31, 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.


-0.50.00.51.00.3

Performance

TDIV.AS vs. QYLD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VanEck Morningstar Developed Markets Dividend Leaders UCITS ETF (TDIV.AS) and Global X NASDAQ 100 Covered Call ETF (QYLD). The values are adjusted to include any dividend payments, if applicable.

0.00%5.00%10.00%SeptemberOctoberNovemberDecember2025February
10.47%
12.30%
TDIV.AS
QYLD

Key characteristics

Sharpe Ratio

TDIV.AS:

2.34

QYLD:

1.81

Sortino Ratio

TDIV.AS:

3.02

QYLD:

2.49

Omega Ratio

TDIV.AS:

1.42

QYLD:

1.42

Calmar Ratio

TDIV.AS:

3.39

QYLD:

2.51

Martin Ratio

TDIV.AS:

14.34

QYLD:

13.30

Ulcer Index

TDIV.AS:

1.68%

QYLD:

1.46%

Daily Std Dev

TDIV.AS:

10.28%

QYLD:

10.75%

Max Drawdown

TDIV.AS:

-36.06%

QYLD:

-24.75%

Current Drawdown

TDIV.AS:

0.00%

QYLD:

0.00%

Returns By Period

In the year-to-date period, TDIV.AS achieves a 8.61% return, which is significantly higher than QYLD's 4.18% return.


TDIV.AS

YTD

8.61%

1M

5.26%

6M

16.14%

1Y

24.93%

5Y*

12.55%

10Y*

N/A

QYLD

YTD

4.18%

1M

2.55%

6M

12.30%

1Y

19.31%

5Y*

7.59%

10Y*

8.96%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


TDIV.AS vs. QYLD - Expense Ratio Comparison

TDIV.AS has a 0.38% expense ratio, which is lower than QYLD's 0.60% expense ratio.


QYLD
Global X NASDAQ 100 Covered Call ETF
Expense ratio chart for QYLD: current value at 0.60% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.60%
Expense ratio chart for TDIV.AS: current value at 0.38% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.38%

Risk-Adjusted Performance

TDIV.AS vs. QYLD — Risk-Adjusted Performance Rank

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

TDIV.AS
The Risk-Adjusted Performance Rank of TDIV.AS is 8787
Overall Rank
The Sharpe Ratio Rank of TDIV.AS is 8989
Sharpe Ratio Rank
The Sortino Ratio Rank of TDIV.AS is 8585
Sortino Ratio Rank
The Omega Ratio Rank of TDIV.AS is 8787
Omega Ratio Rank
The Calmar Ratio Rank of TDIV.AS is 8686
Calmar Ratio Rank
The Martin Ratio Rank of TDIV.AS is 8888
Martin Ratio Rank

QYLD
The Risk-Adjusted Performance Rank of QYLD is 7878
Overall Rank
The Sharpe Ratio Rank of QYLD is 7474
Sharpe Ratio Rank
The Sortino Ratio Rank of QYLD is 7272
Sortino Ratio Rank
The Omega Ratio Rank of QYLD is 8686
Omega Ratio Rank
The Calmar Ratio Rank of QYLD is 7272
Calmar Ratio Rank
The Martin Ratio Rank of QYLD is 8585
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

TDIV.AS vs. QYLD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck Morningstar Developed Markets Dividend Leaders UCITS ETF (TDIV.AS) 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.


Sharpe ratio
The chart of Sharpe ratio for TDIV.AS, currently valued at 1.64, compared to the broader market0.002.004.001.641.77
The chart of Sortino ratio for TDIV.AS, currently valued at 2.19, compared to the broader market0.005.0010.002.192.42
The chart of Omega ratio for TDIV.AS, currently valued at 1.28, compared to the broader market0.501.001.502.002.503.001.281.42
The chart of Calmar ratio for TDIV.AS, currently valued at 2.80, compared to the broader market0.005.0010.0015.002.802.42
The chart of Martin ratio for TDIV.AS, currently valued at 7.07, compared to the broader market0.0020.0040.0060.0080.00100.007.0712.86
TDIV.AS
QYLD

The current TDIV.AS Sharpe Ratio is 2.34, which is comparable to the QYLD Sharpe Ratio of 1.81. The chart below compares the historical Sharpe Ratios of TDIV.AS and QYLD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.001.502.002.50SeptemberOctoberNovemberDecember2025February
1.64
1.77
TDIV.AS
QYLD

Dividends

TDIV.AS vs. QYLD - Dividend Comparison

TDIV.AS's dividend yield for the trailing twelve months is around 3.85%, less than QYLD's 12.17% yield.


TTM20242023202220212020201920182017201620152014
TDIV.AS
VanEck Morningstar Developed Markets Dividend Leaders UCITS ETF
3.85%4.19%4.98%4.55%3.98%4.12%4.40%4.93%3.95%1.11%0.00%0.00%
QYLD
Global X NASDAQ 100 Covered Call ETF
12.17%12.50%11.78%13.75%12.85%11.16%9.84%12.44%7.69%9.15%9.42%10.74%

Drawdowns

TDIV.AS vs. QYLD - Drawdown Comparison

The maximum TDIV.AS drawdown since its inception was -36.06%, which is greater than QYLD's maximum drawdown of -24.75%. Use the drawdown chart below to compare losses from any high point for TDIV.AS and QYLD. For additional features, visit the drawdowns tool.


-7.00%-6.00%-5.00%-4.00%-3.00%-2.00%-1.00%0.00%SeptemberOctoberNovemberDecember2025February00
TDIV.AS
QYLD

Volatility

TDIV.AS vs. QYLD - Volatility Comparison

VanEck Morningstar Developed Markets Dividend Leaders UCITS ETF (TDIV.AS) has a higher volatility of 2.94% compared to Global X NASDAQ 100 Covered Call ETF (QYLD) at 2.31%. This indicates that TDIV.AS'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.


1.00%2.00%3.00%4.00%5.00%6.00%7.00%SeptemberOctoberNovemberDecember2025February
2.94%
2.31%
TDIV.AS
QYLD
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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