UDIV.DE vs. QYLE

Last updated Apr 2, 2026

Compare and contrast key facts about Global X SuperDividend UCITS ETF USD Distributing (UDIV.DE) and Global X NASDAQ 100 ESG Covered Call ETF (QYLE).

UDIV.DE and QYLE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. UDIV.DE is a passively managed fund by Global X that tracks the performance of the Solactive Global SuperDividend Index. It was launched on Feb 15, 2022. 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. Both UDIV.DE and QYLE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

UDIV.DE vs. QYLE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Global X SuperDividend UCITS ETF USD Distributing (UDIV.DE) and Global X NASDAQ 100 ESG Covered Call ETF (QYLE). The values are adjusted to include any dividend payments, if applicable.

UDIV.DE vs. QYLE - Yearly Performance Comparison

	2026 (YTD)
UDIV.DE Global X SuperDividend UCITS ETF USD Distributing	0.53%
QYLE Global X NASDAQ 100 ESG Covered Call ETF	2.13%

Different Trading Currencies

UDIV.DE is traded in EUR, while QYLE is traded in USD. To make them comparable, the QYLE values have been converted to EUR using the latest available exchange rates.

Returns By Period

UDIV.DE

• 1D: 0.54%
• 1M: -1.51%
• YTD: 8.33%
• 6M: 11.94%
• 1Y: 22.77%
• 3Y*: 15.48%
• 5Y*: —
• 10Y*: —

QYLE

• 1D: -0.10%
• 1M: 1.05%
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

UDIV.DE vs. QYLE - Expense Ratio Comparison

UDIV.DE has a 0.45% expense ratio, which is lower than QYLE's 0.61% expense ratio.

QYLE

Global X NASDAQ 100 ESG Covered Call ETF

UDIV.DE

Global X SuperDividend UCITS ETF USD Distributing

Return for Risk

UDIV.DE vs. QYLE — Risk / Return Rank

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

UDIV.DE

UDIV.DE Risk / Return Rank: 78
UDIV.DE Sharpe Ratio Rank: 79
UDIV.DE Sortino Ratio Rank: 74
UDIV.DE Omega Ratio Rank: 81
UDIV.DE Calmar Ratio Rank: 68
UDIV.DE Martin Ratio Rank: 86

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

UDIV.DE vs. QYLE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X SuperDividend UCITS ETF USD Distributing (UDIV.DE) 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.

	UDIV.DE	QYLE	Difference
Sharpe ratio Return per unit of total volatility	1.58	—	—
Sortino ratio Return per unit of downside risk	1.98	—	—
Omega ratio Gain probability vs. loss probability	1.33	—	—
Calmar ratio Return relative to maximum drawdown	1.96	—	—
Martin ratio Return relative to average drawdown	11.27	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	UDIV.DE	QYLE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.58	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.22	2.50	-2.28

Correlation

The correlation between UDIV.DE and QYLE is 0.06, 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.

Dividends

UDIV.DE vs. QYLE - Dividend Comparison

UDIV.DE's dividend yield for the trailing twelve months is around 8.96%, while QYLE has not paid dividends to shareholders.

	TTM	2025	2024	2023	2022
UDIV.DE Global X SuperDividend UCITS ETF USD Distributing	8.96%	9.75%	14.48%	18.90%	8.94%
QYLE Global X NASDAQ 100 ESG Covered Call ETF	0.00%	0.00%	0.00%	0.00%	0.00%

Drawdowns

UDIV.DE vs. QYLE - Drawdown Comparison

The maximum UDIV.DE drawdown since its inception was -29.76%, which is greater than QYLE's maximum drawdown of -1.26%. Use the drawdown chart below to compare losses from any high point for UDIV.DE and QYLE.

Drawdown Indicators

	UDIV.DE	QYLE	Difference
Max Drawdown Largest peak-to-trough decline	-29.76%	0.00%	-29.76%
Max Drawdown (1Y) Largest decline over 1 year	-15.30%	—	—
Current Drawdown Current decline from peak	-1.51%	0.00%	-1.51%
Average Drawdown Average peak-to-trough decline	-11.72%	0.00%	-11.72%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.13%	—	—

Volatility

Volatility by Period

	UDIV.DE	QYLE	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.18%	—	—
Volatility (6M) Calculated over the trailing 6-month period	7.47%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	14.41%	6.84%	+7.57%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.57%	6.84%	+8.73%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.57%	6.84%	+8.73%