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WKLY vs. QYLD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between WKLY and QYLD is 0.69, 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.


-0.50.00.51.0
Correlation: 0.7

Performance

WKLY vs. QYLD - Performance Comparison

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

10.00%15.00%20.00%25.00%30.00%35.00%NovemberDecember2025FebruaryMarchApril
8.06%
20.61%
WKLY
QYLD

Key characteristics

Returns By Period


WKLY

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

QYLD

YTD

-7.62%

1M

-3.67%

6M

-4.45%

1Y

5.61%

5Y*

8.63%

10Y*

7.46%

*Annualized

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WKLY vs. QYLD - Expense Ratio Comparison

WKLY has a 0.49% expense ratio, which is lower than QYLD's 0.60% expense ratio.


Expense ratio chart for QYLD: current value is 0.60%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
QYLD: 0.60%
Expense ratio chart for WKLY: current value is 0.49%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
WKLY: 0.49%

Risk-Adjusted Performance

WKLY vs. QYLD — Risk-Adjusted Performance Rank

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

WKLY

QYLD
The Risk-Adjusted Performance Rank of QYLD is 5252
Overall Rank
The Sharpe Ratio Rank of QYLD is 4949
Sharpe Ratio Rank
The Sortino Ratio Rank of QYLD is 5050
Sortino Ratio Rank
The Omega Ratio Rank of QYLD is 5757
Omega Ratio Rank
The Calmar Ratio Rank of QYLD is 5252
Calmar Ratio Rank
The Martin Ratio Rank of QYLD is 5252
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

WKLY vs. QYLD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for SoFi Weekly Dividend ETF (WKLY) 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.


The chart of Calmar ratio for WKLY, currently valued at 0.00, compared to the broader market0.002.004.006.008.0010.0012.00
WKLY: 0.00
QYLD: 0.35


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.002.503.00NovemberDecember2025FebruaryMarchApril
1.00
0.35
WKLY
QYLD

Dividends

WKLY vs. QYLD - Dividend Comparison

WKLY has not paid dividends to shareholders, while QYLD's dividend yield for the trailing twelve months is around 13.93%.


TTM20242023202220212020201920182017201620152014
WKLY
SoFi Weekly Dividend ETF
0.00%0.24%2.93%3.20%1.21%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
QYLD
Global X NASDAQ 100 Covered Call ETF
13.93%12.50%11.78%13.75%12.85%11.16%9.84%12.44%7.69%9.15%9.42%10.74%

Drawdowns

WKLY vs. QYLD - Drawdown Comparison


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-0.33%
-11.61%
WKLY
QYLD

Volatility

WKLY vs. QYLD - Volatility Comparison

The current volatility for SoFi Weekly Dividend ETF (WKLY) is 0.00%, while Global X NASDAQ 100 Covered Call ETF (QYLD) has a volatility of 14.23%. This indicates that WKLY 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.


0.00%5.00%10.00%15.00%NovemberDecember2025FebruaryMarchApril0
14.23%
WKLY
QYLD