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URA vs. QYLD
Performance
Return for Risk
Dividends
Drawdowns
Volatility

URA vs. QYLD

Last updated Apr 1, 2026

Compare and contrast key facts about Global X Uranium ETF (URA) and Global X NASDAQ 100 Covered Call ETF (QYLD).

URA and QYLD are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. URA is a passively managed fund by Global X that tracks the performance of the Solactive Global Uranium & Nuclear Components Index. It was launched on Nov 4, 2010. QYLD is a passively managed fund by Global X that tracks the performance of the CBOE NASDAQ-100 Buy Write V2. It was launched on Dec 12, 2013. Both URA and QYLD 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

URA vs. QYLD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X Uranium ETF (URA) and Global X NASDAQ 100 Covered Call ETF (QYLD). The values are adjusted to include any dividend payments, if applicable.

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URA vs. QYLD - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
URA
Global X Uranium ETF		13.34%67.18%-0.58%46.25%-11.32%57.57%41.33%-3.54%-22.11%19.36%
QYLD
Global X NASDAQ 100 Covered Call ETF		0.02%9.28%19.35%22.77%-19.08%10.41%8.72%22.69%-3.07%18.79%

Returns By Period

In the year-to-date period, URA achieves a 13.34% return, which is significantly higher than QYLD's 0.02% return. Over the past 10 years, URA has outperformed QYLD with an annualized return of 16.47%, while QYLD has yielded a comparatively lower 8.89% annualized return.

URA

1D
6.93%
1M
-10.88%
YTD
13.34%
6M
6.44%
1Y
121.39%
3Y*
40.54%
5Y*
24.65%
10Y*
16.47%

QYLD

1D
2.69%
1M
-1.52%
YTD
0.02%
6M
7.09%
1Y
16.31%
3Y*
12.97%
5Y*
6.88%
10Y*
8.89%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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

Global X Uranium ETF

Global X NASDAQ 100 Covered Call ETF

Often compared with URA:
URA vs. NLRURA vs. URNMURA vs. NUKZURA vs. CCJURA vs. UUUUURA vs. U-U.TOURA vs. URAN
Often compared with QYLD:
QYLD vs. JEPQQYLD vs. JEPIQYLD vs. QQQQYLD vs. XYLDQYLD vs. RYLDQYLD vs. SCHDQYLD vs. QYLG

URA vs. QYLD - Expense Ratio Comparison

URA has a 0.69% expense ratio, which is higher than QYLD's 0.60% expense ratio.

URA
Global X Uranium ETF
QYLD
Global X NASDAQ 100 Covered Call ETF

Return for Risk

URA vs. QYLD — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
URA
URA Risk / Return Rank: 9393
Overall Rank
URA Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
URA Sortino Ratio Rank: 9595
Sortino Ratio Rank
URA Omega Ratio Rank: 9090
Omega Ratio Rank
URA Calmar Ratio Rank: 9696
Calmar Ratio Rank
URA Martin Ratio Rank: 8888
Martin Ratio Rank
QYLD
QYLD Risk / Return Rank: 7272
Overall Rank
QYLD Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
QYLD Sortino Ratio Rank: 6767
Sortino Ratio Rank
QYLD Omega Ratio Rank: 8383
Omega Ratio Rank
QYLD Calmar Ratio Rank: 6565
Calmar Ratio Rank
QYLD Martin Ratio Rank: 8787
Martin Ratio Rank
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.

URA vs. QYLD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Uranium ETF (URA) 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.

URAQYLDDifference

Sharpe ratio

Return per unit of total volatility

2.48

1.00

+1.48

Sortino ratio

Return per unit of downside risk

2.97

1.61

+1.36

Omega ratio

Gain probability vs. loss probability

1.37

1.31

+0.05

Calmar ratio

Return relative to maximum drawdown

4.21

1.51

+2.70

Martin ratio

Return relative to average drawdown

10.13

9.98

+0.15

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

URA vs. QYLD - Sharpe Ratio Comparison

The current URA Sharpe Ratio is 2.48, which is higher than the QYLD Sharpe Ratio of 1.00. The chart below compares the historical Sharpe Ratios of URA 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.

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Sharpe Ratios by Period

URAQYLDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.48

1.00

+1.48

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.58

0.47

+0.11

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.44

0.58

-0.13

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.06

0.55

-0.61

Correlation

The correlation between URA and QYLD is 0.40, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

URA vs. QYLD - Dividend Comparison

URA's dividend yield for the trailing twelve months is around 4.30%, less than QYLD's 11.92% yield.

TTM20252024202320222021202020192018201720162015
URA
Global X Uranium ETF		4.30%4.88%2.86%6.07%0.76%5.84%1.69%1.66%0.44%2.03%7.28%1.96%
QYLD
Global X NASDAQ 100 Covered Call ETF		11.92%11.55%12.50%11.78%13.75%12.85%11.16%9.84%12.44%7.69%9.15%9.42%

Drawdowns

URA vs. QYLD - Drawdown Comparison

The maximum URA drawdown since its inception was -93.54%, which is greater than QYLD's maximum drawdown of -24.75%. Use the drawdown chart below to compare losses from any high point for URA and QYLD.

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Drawdown Indicators

URAQYLDDifference

Max Drawdown

Largest peak-to-trough decline

-93.54%

-24.75%

-68.79%

Max Drawdown (1Y)

Largest decline over 1 year

-28.43%

-10.84%

-17.59%

Max Drawdown (5Y)

Largest decline over 5 years

-37.90%

-24.61%

-13.29%

Max Drawdown (10Y)

Largest decline over 10 years

-61.45%

-24.75%

-36.70%

Current Drawdown

Current decline from peak

-45.04%

-2.41%

-42.63%

Average Drawdown

Average peak-to-trough decline

-75.40%

-3.89%

-71.51%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.82%

1.64%

+10.18%

Volatility

URA vs. QYLD - Volatility Comparison

Global X Uranium ETF (URA) has a higher volatility of 16.31% compared to Global X NASDAQ 100 Covered Call ETF (QYLD) at 4.90%. This indicates that URA'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.

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Volatility by Period

URAQYLDDifference

Volatility (1M)

Calculated over the trailing 1-month period

16.31%

4.90%

+11.41%

Volatility (6M)

Calculated over the trailing 6-month period

38.54%

7.48%

+31.06%

Volatility (1Y)

Calculated over the trailing 1-year period

49.21%

16.42%

+32.79%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

43.00%

14.84%

+28.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

37.23%

15.51%

+21.72%