UDIV.DE vs. QYLE.DE
Compare and contrast key facts about Global X SuperDividend UCITS ETF USD Distributing (UDIV.DE) and Global X Nasdaq 100 Covered Call UCITS ETF D (QYLE.DE).
UDIV.DE and QYLE.DE 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.DE is a passively managed fund by Global X that tracks the performance of the Cboe Nasdaq-100 BuyWrite. It was launched on Nov 22, 2022. Both UDIV.DE and QYLE.DE 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.DE - Performance Comparison
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UDIV.DE vs. QYLE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
UDIV.DE Global X SuperDividend UCITS ETF USD Distributing | 8.33% | 14.37% | 8.92% | 9.15% | -2.66% |
QYLE.DE Global X Nasdaq 100 Covered Call UCITS ETF D | -0.11% | -7.62% | 37.36% | 30.02% | -5.59% |
Returns By Period
In the year-to-date period, UDIV.DE achieves a 8.33% return, which is significantly higher than QYLE.DE's -0.11% return.
UDIV.DE
- 1D
- 0.54%
- 1M
- -1.51%
- YTD
- 8.33%
- 6M
- 11.94%
- 1Y
- 22.77%
- 3Y*
- 15.48%
- 5Y*
- —
- 10Y*
- —
QYLE.DE
- 1D
- 1.08%
- 1M
- -0.03%
- YTD
- -0.11%
- 6M
- 6.69%
- 1Y
- 2.79%
- 3Y*
- 12.94%
- 5Y*
- —
- 10Y*
- —
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UDIV.DE vs. QYLE.DE - Expense Ratio Comparison
Both UDIV.DE and QYLE.DE have an expense ratio of 0.45%.
Return for Risk
UDIV.DE vs. QYLE.DE — Risk / Return Rank
UDIV.DE
QYLE.DE
UDIV.DE vs. QYLE.DE - 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 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.
| UDIV.DE | QYLE.DE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.58 | 0.18 | +1.40 |
Sortino ratioReturn per unit of downside risk | 1.98 | 0.34 | +1.64 |
Omega ratioGain probability vs. loss probability | 1.33 | 1.05 | +0.28 |
Calmar ratioReturn relative to maximum drawdown | 1.96 | 0.35 | +1.61 |
Martin ratioReturn relative to average drawdown | 11.27 | 1.29 | +9.98 |
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
| UDIV.DE | QYLE.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.58 | 0.18 | +1.40 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.22 | 1.03 | -0.81 |
Correlation
The correlation between UDIV.DE and QYLE.DE is 0.30, 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.DE - Dividend Comparison
UDIV.DE's dividend yield for the trailing twelve months is around 8.96%, less than QYLE.DE's 9.34% yield.
| 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.DE Global X Nasdaq 100 Covered Call UCITS ETF D | 9.34% | 10.67% | 15.00% | 20.20% | 0.00% |
Drawdowns
UDIV.DE vs. QYLE.DE - Drawdown Comparison
The maximum UDIV.DE drawdown since its inception was -29.76%, 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 UDIV.DE and QYLE.DE.
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Drawdown Indicators
| UDIV.DE | QYLE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -29.76% | -24.06% | -5.70% |
Max Drawdown (1Y)Largest decline over 1 year | -15.30% | -12.42% | -2.88% |
Current DrawdownCurrent decline from peak | -1.51% | -10.96% | +9.45% |
Average DrawdownAverage peak-to-trough decline | -11.72% | -5.62% | -6.10% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.13% | 2.08% | +0.05% |
Volatility
UDIV.DE vs. QYLE.DE - Volatility Comparison
Global X SuperDividend UCITS ETF USD Distributing (UDIV.DE) has a higher volatility of 4.18% compared to Global X Nasdaq 100 Covered Call UCITS ETF D (QYLE.DE) at 3.19%. This indicates that UDIV.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.
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Volatility by Period
| UDIV.DE | QYLE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.18% | 3.19% | +0.99% |
Volatility (6M)Calculated over the trailing 6-month period | 7.47% | 6.90% | +0.57% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.41% | 15.50% | -1.09% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.57% | 13.53% | +2.04% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.57% | 13.53% | +2.04% |