XSPI vs. QYLE

Last updated Apr 1, 2026

Compare and contrast key facts about NEOS Boosted S&P 500 High Income ETF (XSPI) and Global X NASDAQ 100 ESG Covered Call ETF (QYLE).

XSPI and QYLE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XSPI is a passively managed fund by NEOS Investments that tracks the performance of the S&P 500. It was launched on Feb 2, 2026. QYLE is a passively managed fund by Global X that tracks the performance of the Nasdaq-100 ESG BuyWrite Index - Benchmark TR Gross. It was launched on Feb 21, 2023. Both XSPI and QYLE 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

XSPI vs. QYLE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in NEOS Boosted S&P 500 High Income ETF (XSPI) and Global X NASDAQ 100 ESG Covered Call ETF (QYLE). The values are adjusted to include any dividend payments, if applicable.

XSPI vs. QYLE - Yearly Performance Comparison

	2026 (YTD)
XSPI NEOS Boosted S&P 500 High Income ETF	-7.33%
QYLE Global X NASDAQ 100 ESG Covered Call ETF	0.00%

Returns By Period

XSPI

• 1D: 4.33%
• 1M: -6.55%
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

QYLE

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

*Multi-year figures are annualized to reflect compound growth (CAGR)

XSPI vs. QYLE - Expense Ratio Comparison

XSPI has a 0.98% expense ratio, which is higher than QYLE's 0.61% expense ratio.

XSPI

NEOS Boosted S&P 500 High Income ETF

QYLE

Global X NASDAQ 100 ESG Covered Call ETF

Return for Risk

XSPI vs. QYLE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for NEOS Boosted S&P 500 High Income ETF (XSPI) and Global X NASDAQ 100 ESG Covered Call ETF (QYLE). 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.

Sharpe Ratios by Period

	XSPI	QYLE	Difference
Sharpe Ratio (All Time) Calculated using the full available price history	-1.69	—	—

Dividends

XSPI vs. QYLE - Dividend Comparison

XSPI's dividend yield for the trailing twelve months is around 3.08%, while QYLE has not paid dividends to shareholders.

	TTM
XSPI NEOS Boosted S&P 500 High Income ETF	3.08%
QYLE Global X NASDAQ 100 ESG Covered Call ETF	0.00%

Drawdowns

XSPI vs. QYLE - Drawdown Comparison

The maximum XSPI drawdown since its inception was -11.59%, which is greater than QYLE's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for XSPI and QYLE.

Drawdown Indicators

	XSPI	QYLE	Difference
Max Drawdown Largest peak-to-trough decline	-11.59%	0.00%	-11.59%
Current Drawdown Current decline from peak	-7.77%	0.00%	-7.77%
Average Drawdown Average peak-to-trough decline	-3.48%	0.00%	-3.48%

Volatility

Volatility by Period

	XSPI	QYLE	Difference
Volatility (1Y) Calculated over the trailing 1-year period	22.20%	0.00%	+22.20%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	22.20%	0.00%	+22.20%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	22.20%	0.00%	+22.20%