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USD=X vs. QYLD
Performance
Return for Risk
Drawdowns
Volatility

Performance

USD=X vs. QYLD - Performance Comparison

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

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Returns By Period


USD=X

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

QYLD

1D
1.07%
1M
0.23%
YTD
7.05%
6M
8.87%
1Y
22.45%
3Y*
13.42%
5Y*
8.24%
10Y*
9.77%
*Multi-year figures are annualized to reflect compound growth (CAGR)

USD=X vs. QYLD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
USD=X
USD Cash
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
QYLD
Global X NASDAQ 100 Covered Call ETF
7.05%9.28%19.35%22.77%-19.08%10.41%8.72%22.69%-3.07%18.79%

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Return for Risk

USD=X vs. QYLD — Risk / Return Rank

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

USD=X

QYLD
QYLD Risk / Return Rank: 8989
Overall Rank
QYLD Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
QYLD Sortino Ratio Rank: 8686
Sortino Ratio Rank
QYLD Omega Ratio Rank: 9292
Omega Ratio Rank
QYLD Calmar Ratio Rank: 8787
Calmar Ratio Rank
QYLD Martin Ratio Rank: 9595
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.

USD=X vs. QYLD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for USD Cash (USD=X) 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.


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

USD=X vs. QYLD - Sharpe Ratio Comparison


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Sharpe Ratios by Period


USD=XQYLDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.56

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.56

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.63

Sharpe Ratio (All Time)

Calculated using the full available price history

0.59

Drawdowns

USD=X vs. QYLD - Drawdown Comparison

The maximum USD=X drawdown since its inception was 0.00%, smaller than the maximum QYLD drawdown of -24.75%. Use the drawdown chart below to compare losses from any high point for USD=X and QYLD.


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Drawdown Indicators


USD=XQYLDDifference

Max Drawdown

Largest peak-to-trough decline

0.00%

-24.75%

+24.75%

Max Drawdown (1Y)

Largest decline over 1 year

0.00%

-4.97%

+4.97%

Max Drawdown (3Y)

Largest decline over 3 years

0.00%

-19.06%

+19.06%

Max Drawdown (5Y)

Largest decline over 5 years

0.00%

-24.61%

+24.61%

Max Drawdown (10Y)

Largest decline over 10 years

0.00%

-24.75%

+24.75%

Current Drawdown

Current decline from peak

0.00%

-0.83%

+0.83%

Average Drawdown

Average peak-to-trough decline

0.00%

-3.83%

+3.83%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.00%

0.86%

-0.86%

Volatility

USD=X vs. QYLD - Volatility Comparison

The current volatility for USD Cash (USD=X) is 0.00%, while Global X NASDAQ 100 Covered Call ETF (QYLD) has a volatility of 2.86%. This indicates that USD=X experiences smaller price fluctuations and is considered to be less risky 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


USD=XQYLDDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.00%

2.86%

-2.86%

Volatility (6M)

Calculated over the trailing 6-month period

0.00%

7.44%

-7.44%

Volatility (1Y)

Calculated over the trailing 1-year period

0.00%

8.84%

-8.84%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.00%

14.73%

-14.73%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.00%

15.51%

-15.51%

Frequently Asked Questions


QYLD has higher volatility (2.86%) compared to USD=X (0.00%). In terms of maximum drawdown, USD=X dropped 0.00% vs QYLD's -24.75%.

Portfolio Optimizer

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