TSLW vs. QYLE

Last updated Apr 1, 2026

Compare and contrast key facts about Roundhill TSLA WeeklyPay™ ETF (TSLW) and Global X NASDAQ 100 ESG Covered Call ETF (QYLE).

TSLW and QYLE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. TSLW is an actively managed fund by Roundhill. It was launched on Feb 19, 2025. QYLE is a passively managed fund by Global X that tracks the performance of the Nasdaq-100 ESG BuyWrite Index - Benchmark TR Gross. It was launched on Feb 21, 2023.

Performance

TSLW vs. QYLE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Roundhill TSLA WeeklyPay™ ETF (TSLW) and Global X NASDAQ 100 ESG Covered Call ETF (QYLE). The values are adjusted to include any dividend payments, if applicable.

TSLW vs. QYLE - Yearly Performance Comparison

	2026 (YTD)
TSLW Roundhill TSLA WeeklyPay™ ETF	-11.96%
QYLE Global X NASDAQ 100 ESG Covered Call ETF	0.00%

Returns By Period

TSLW

• 1D: 5.53%
• 1M: -9.58%
• YTD: -21.43%
• 6M: -21.84%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

QYLE

• 1D: 0.00%
• 1M: 0.00%
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

TSLW vs. QYLE - Expense Ratio Comparison

TSLW has a 0.99% expense ratio, which is higher than QYLE's 0.61% expense ratio.

TSLW

Roundhill TSLA WeeklyPay™ ETF

QYLE

Global X NASDAQ 100 ESG Covered Call ETF

Return for Risk

TSLW vs. QYLE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Roundhill TSLA WeeklyPay™ ETF (TSLW) and Global X NASDAQ 100 ESG Covered Call ETF (QYLE). 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.

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

Sharpe Ratios by Period

	TSLW	QYLE	Difference
Sharpe Ratio (All Time) Calculated using the full available price history	0.11	—	—

Dividends

TSLW vs. QYLE - Dividend Comparison

TSLW's dividend yield for the trailing twelve months is around 83.63%, while QYLE has not paid dividends to shareholders.

	TTM	2025
TSLW Roundhill TSLA WeeklyPay™ ETF	83.63%	49.31%
QYLE Global X NASDAQ 100 ESG Covered Call ETF	0.00%	0.00%

Drawdowns

TSLW vs. QYLE - Drawdown Comparison

The maximum TSLW drawdown since its inception was -32.91%, which is greater than QYLE's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for TSLW and QYLE.

Drawdown Indicators

	TSLW	QYLE	Difference
Max Drawdown Largest peak-to-trough decline	-32.91%	0.00%	-32.91%
Current Drawdown Current decline from peak	-29.20%	0.00%	-29.20%
Average Drawdown Average peak-to-trough decline	-10.58%	0.00%	-10.58%

Volatility

Volatility by Period

	TSLW	QYLE	Difference
Volatility (1Y) Calculated over the trailing 1-year period	56.71%	0.00%	+56.71%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	56.71%	0.00%	+56.71%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	56.71%	0.00%	+56.71%