YETH vs. QYLE

Last updated Apr 1, 2026

Compare and contrast key facts about Roundhill Ether Covered Call Strategy ETF (YETH) and Global X NASDAQ 100 ESG Covered Call ETF (QYLE).

YETH and QYLE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. YETH is an actively managed fund by Roundhill. It was launched on Sep 4, 2024. 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.

Performance

YETH vs. QYLE - Performance Comparison

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

YETH vs. QYLE - Yearly Performance Comparison

	2026 (YTD)
YETH Roundhill Ether Covered Call Strategy ETF	9.73%
QYLE Global X NASDAQ 100 ESG Covered Call ETF	0.00%

Returns By Period

YETH

• 1D: 3.26%
• 1M: 13.40%
• YTD: -23.62%
• 6M: -40.17%
• 1Y: -16.92%
• 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)

YETH vs. QYLE - Expense Ratio Comparison

YETH has a 0.95% expense ratio, which is higher than QYLE's 0.61% expense ratio.

YETH

Roundhill Ether Covered Call Strategy ETF

QYLE

Global X NASDAQ 100 ESG Covered Call ETF

Return for Risk

YETH vs. QYLE — Risk / Return Rank

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

YETH

YETH Risk / Return Rank: 8
YETH Sharpe Ratio Rank: 7
YETH Sortino Ratio Rank: 10
YETH Omega Ratio Rank: 10
YETH Calmar Ratio Rank: 7
YETH Martin Ratio Rank: 6

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.

YETH vs. QYLE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Roundhill Ether Covered Call Strategy ETF (YETH) 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.

	YETH	QYLE	Difference
Sharpe ratio Return per unit of total volatility	-0.28	—	—
Sortino ratio Return per unit of downside risk	-0.01	—	—
Omega ratio Gain probability vs. loss probability	1.00	—	—
Calmar ratio Return relative to maximum drawdown	-0.34	—	—
Martin ratio Return relative to average drawdown	-0.75	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	YETH	QYLE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.28	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.43	—	—

Dividends

YETH vs. QYLE - Dividend Comparison

YETH's dividend yield for the trailing twelve months is around 125.11%, while QYLE has not paid dividends to shareholders.

	TTM	2025	2024
YETH Roundhill Ether Covered Call Strategy ETF	125.11%	109.12%	20.52%
QYLE Global X NASDAQ 100 ESG Covered Call ETF	0.00%	0.00%	0.00%

Drawdowns

YETH vs. QYLE - Drawdown Comparison

The maximum YETH drawdown since its inception was -61.73%, which is greater than QYLE's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for YETH and QYLE.

Drawdown Indicators

	YETH	QYLE	Difference
Max Drawdown Largest peak-to-trough decline	-61.73%	0.00%	-61.73%
Max Drawdown (1Y) Largest decline over 1 year	-55.63%	—	—
Current Drawdown Current decline from peak	-53.34%	0.00%	-53.34%
Average Drawdown Average peak-to-trough decline	-28.70%	0.00%	-28.70%
Ulcer Index Depth and duration of drawdowns from previous peaks	25.43%	—	—

Volatility

Volatility by Period

	YETH	QYLE	Difference
Volatility (1M) Calculated over the trailing 1-month period	11.57%	—	—
Volatility (6M) Calculated over the trailing 6-month period	45.83%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	59.74%	0.00%	+59.74%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	57.13%	0.00%	+57.13%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	57.13%	0.00%	+57.13%