TYLG vs. GPIQ
Compare and contrast key facts about Global X Information Technology Covered Call & Growth ETF (TYLG) and Goldman Sachs Nasdaq-100 Core Premium Income ETF (GPIQ).
TYLG and GPIQ are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. TYLG is a passively managed fund by Global X that tracks the performance of the Cboe S&P Technology Select Sector Half BuyWrite Index - Benchmark TR Gross. It was launched on Nov 21, 2022. GPIQ is an actively managed fund by Goldman Sachs. It was launched on Oct 24, 2023.
Performance
TYLG vs. GPIQ - Performance Comparison
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TYLG vs. GPIQ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
TYLG Global X Information Technology Covered Call & Growth ETF | -3.97% | 16.84% | 20.57% | 14.80% |
GPIQ Goldman Sachs Nasdaq-100 Core Premium Income ETF | -3.90% | 19.77% | 23.22% | 15.38% |
Returns By Period
The year-to-date returns for both investments are quite close, with TYLG having a -3.97% return and GPIQ slightly higher at -3.90%.
TYLG
- 1D
- 3.85%
- 1M
- -1.91%
- YTD
- -3.97%
- 6M
- -0.07%
- 1Y
- 23.43%
- 3Y*
- 17.71%
- 5Y*
- —
- 10Y*
- —
GPIQ
- 1D
- 3.19%
- 1M
- -3.94%
- YTD
- -3.90%
- 6M
- -0.56%
- 1Y
- 23.26%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
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TYLG vs. GPIQ - Expense Ratio Comparison
TYLG has a 0.60% expense ratio, which is higher than GPIQ's 0.29% expense ratio.
Return for Risk
TYLG vs. GPIQ — Risk / Return Rank
TYLG
GPIQ
TYLG vs. GPIQ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Global X Information Technology Covered Call & Growth ETF (TYLG) and Goldman Sachs Nasdaq-100 Core Premium Income ETF (GPIQ). 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.
| TYLG | GPIQ | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.00 | 1.14 | -0.14 |
Sortino ratioReturn per unit of downside risk | 1.58 | 1.77 | -0.19 |
Omega ratioGain probability vs. loss probability | 1.24 | 1.27 | -0.02 |
Calmar ratioReturn relative to maximum drawdown | 1.66 | 1.92 | -0.26 |
Martin ratioReturn relative to average drawdown | 7.53 | 8.84 | -1.31 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| TYLG | GPIQ | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.00 | 1.14 | -0.14 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.05 | 1.28 | -0.23 |
Correlation
The correlation between TYLG and GPIQ is 0.94, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
TYLG vs. GPIQ - Dividend Comparison
TYLG's dividend yield for the trailing twelve months is around 9.13%, less than GPIQ's 10.68% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
TYLG Global X Information Technology Covered Call & Growth ETF | 9.13% | 7.66% | 7.24% | 11.89% | 0.51% |
GPIQ Goldman Sachs Nasdaq-100 Core Premium Income ETF | 10.68% | 9.81% | 9.18% | 1.74% | 0.00% |
Drawdowns
TYLG vs. GPIQ - Drawdown Comparison
The maximum TYLG drawdown since its inception was -24.01%, which is greater than GPIQ's maximum drawdown of -21.06%. Use the drawdown chart below to compare losses from any high point for TYLG and GPIQ.
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Drawdown Indicators
| TYLG | GPIQ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -24.01% | -21.06% | -2.95% |
Max Drawdown (1Y)Largest decline over 1 year | -14.26% | -12.08% | -2.18% |
Current DrawdownCurrent decline from peak | -6.63% | -6.63% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -2.84% | -2.37% | -0.47% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.13% | 2.62% | +0.51% |
Volatility
TYLG vs. GPIQ - Volatility Comparison
Global X Information Technology Covered Call & Growth ETF (TYLG) has a higher volatility of 6.96% compared to Goldman Sachs Nasdaq-100 Core Premium Income ETF (GPIQ) at 6.08%. This indicates that TYLG's price experiences larger fluctuations and is considered to be riskier than GPIQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TYLG | GPIQ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.96% | 6.08% | +0.88% |
Volatility (6M)Calculated over the trailing 6-month period | 12.91% | 11.17% | +1.74% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.43% | 20.42% | +3.01% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.34% | 17.74% | +1.60% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.34% | 17.74% | +1.60% |