WASH vs. QYLD
Compare and contrast key facts about Washington Trust Bancorp, Inc. (WASH) and Global X NASDAQ 100 Covered Call ETF (QYLD).
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.
Performance
WASH vs. QYLD - Performance Comparison
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WASH vs. QYLD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
WASH Washington Trust Bancorp, Inc. | 15.42% | 1.69% | 2.68% | -26.09% | -12.49% | 30.86% | -11.78% | 17.70% | -7.75% | -2.21% |
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, WASH achieves a 15.42% return, which is significantly higher than QYLD's 0.02% return. Over the past 10 years, WASH has underperformed QYLD with an annualized return of 3.95%, while QYLD has yielded a comparatively higher 8.89% annualized return.
WASH
- 1D
- 1.67%
- 1M
- -0.68%
- YTD
- 15.42%
- 6M
- 20.35%
- 1Y
- 17.11%
- 3Y*
- 6.06%
- 5Y*
- -2.74%
- 10Y*
- 3.95%
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%
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Return for Risk
WASH vs. QYLD — Risk / Return Rank
WASH
QYLD
WASH vs. QYLD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Washington Trust Bancorp, Inc. (WASH) 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.
| WASH | QYLD | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.54 | 1.00 | -0.45 |
Sortino ratioReturn per unit of downside risk | 1.02 | 1.61 | -0.59 |
Omega ratioGain probability vs. loss probability | 1.13 | 1.31 | -0.18 |
Calmar ratioReturn relative to maximum drawdown | 1.15 | 1.51 | -0.36 |
Martin ratioReturn relative to average drawdown | 2.49 | 9.98 | -7.49 |
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
| WASH | QYLD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.54 | 1.00 | -0.45 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.08 | 0.47 | -0.55 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.12 | 0.58 | -0.46 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.24 | 0.55 | -0.31 |
Correlation
The correlation between WASH and QYLD is 0.29, 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
WASH vs. QYLD - Dividend Comparison
WASH's dividend yield for the trailing twelve months is around 6.69%, less than QYLD's 11.92% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
WASH Washington Trust Bancorp, Inc. | 6.69% | 7.58% | 5.36% | 6.92% | 4.62% | 3.73% | 4.58% | 3.72% | 3.70% | 2.89% | 2.60% | 3.44% |
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
WASH vs. QYLD - Drawdown Comparison
The maximum WASH drawdown since its inception was -60.33%, which is greater than QYLD's maximum drawdown of -24.75%. Use the drawdown chart below to compare losses from any high point for WASH and QYLD.
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Drawdown Indicators
| WASH | QYLD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.33% | -24.75% | -35.58% |
Max Drawdown (1Y)Largest decline over 1 year | -15.02% | -10.84% | -4.18% |
Max Drawdown (5Y)Largest decline over 5 years | -60.33% | -24.61% | -35.72% |
Max Drawdown (10Y)Largest decline over 10 years | -60.33% | -24.75% | -35.58% |
Current DrawdownCurrent decline from peak | -27.38% | -2.41% | -24.97% |
Average DrawdownAverage peak-to-trough decline | -17.38% | -3.89% | -13.49% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.95% | 1.64% | +5.31% |
Volatility
WASH vs. QYLD - Volatility Comparison
Washington Trust Bancorp, Inc. (WASH) has a higher volatility of 5.21% compared to Global X NASDAQ 100 Covered Call ETF (QYLD) at 4.90%. This indicates that WASH'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
| WASH | QYLD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.21% | 4.90% | +0.31% |
Volatility (6M)Calculated over the trailing 6-month period | 22.85% | 7.48% | +15.37% |
Volatility (1Y)Calculated over the trailing 1-year period | 31.54% | 16.42% | +15.12% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 33.26% | 14.84% | +18.42% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 33.40% | 15.51% | +17.89% |