ZPRG.DE vs. QYLD
ZPRG.DE (SPDR S&P Global Dividend Aristocrats UCITS) and QYLD (Global X NASDAQ 100 Covered Call ETF) are both exchange-traded funds - ZPRG.DE is a Global Equity Income fund tracking the S&P Global Dividend Aristocrats Quality Income Index, while QYLD is a Nasdaq-100 fund tracking the CBOE NASDAQ-100 Buy Write V2. Both are passively managed. Over the past 10 years, ZPRG.DE returned 6.23%/yr vs 9.40%/yr for QYLD. At a 0.33 correlation, their price movements are largely independent. ZPRG.DE charges 0.45%/yr vs 0.60%/yr for QYLD.
Performance
ZPRG.DE vs. QYLD - Performance Comparison
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Different Trading Currencies
ZPRG.DE is traded in EUR, while QYLD is traded in USD. To make them comparable, the QYLD values have been converted to EUR using the latest available exchange rates.
Returns By Period
The year-to-date returns for both investments are quite close, with ZPRG.DE having a 7.85% return and QYLD slightly higher at 8.10%. Over the past 10 years, ZPRG.DE has underperformed QYLD with an annualized return of 6.23%, while QYLD has yielded a comparatively higher 9.40% annualized return.
ZPRG.DE
- 1D
- -0.09%
- 1M
- 1.55%
- YTD
- 7.85%
- 6M
- 8.79%
- 1Y
- 14.70%
- 3Y*
- 11.37%
- 5Y*
- 6.53%
- 10Y*
- 6.23%
QYLD
- 1D
- -0.82%
- 1M
- 1.55%
- YTD
- 8.10%
- 6M
- 8.87%
- 1Y
- 20.03%
- 3Y*
- 10.49%
- 5Y*
- 9.19%
- 10Y*
- 9.40%
ZPRG.DE vs. QYLD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ZPRG.DE SPDR S&P Global Dividend Aristocrats UCITS | 7.85% | 5.03% | 13.19% | 3.49% | -1.05% | 25.02% | -17.50% | 23.66% | -5.29% | 4.22% |
QYLD Global X NASDAQ 100 Covered Call ETF | 8.10% | -3.68% | 27.23% | 19.09% | -14.06% | 18.67% | -0.24% | 25.47% | 1.48% | 4.19% |
Correlation
The correlation between ZPRG.DE and QYLD is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.19 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.18 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.22 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.28 |
Correlation (All Time) Calculated using the full available price history since Dec 12, 2013 | 0.33 |
The correlation between ZPRG.DE and QYLD shifts across timeframes, from 0.18 (3 years) to 0.33 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
ZPRG.DE vs. QYLD — Risk / Return Rank
ZPRG.DE
QYLD
ZPRG.DE vs. QYLD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR S&P Global Dividend Aristocrats UCITS (ZPRG.DE) 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.
| ZPRG.DE | QYLD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.45 | ||
| Sortino ratioReturn per unit of downside risk | -0.48 | ||
| Omega ratioGain probability vs. loss probability | 1.27 | 1.39 | -0.12 |
| Calmar ratioReturn relative to maximum drawdown | 2.70 | 4.62 | -1.92 |
| Martin ratioReturn relative to average drawdown | 8.62 | 15.57 | -6.95 |
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
| ZPRG.DE | QYLD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.57 | 2.02 | -0.45 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.52 | 0.60 | -0.08 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.41 | 0.57 | -0.15 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.45 | 0.61 | -0.16 |
Drawdowns
ZPRG.DE vs. QYLD - Drawdown Comparison
The maximum ZPRG.DE drawdown since its inception was -42.07%, which is greater than QYLD's maximum drawdown of -27.40%. Use the drawdown chart below to compare losses from any high point for ZPRG.DE and QYLD.
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Drawdown Indicators
| ZPRG.DE | QYLD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -42.07% | -27.40% | -14.67% |
Max Drawdown (1Y)Largest decline over 1 year | -5.42% | -4.35% | -1.07% |
Max Drawdown (3Y)Largest decline over 3 years | -17.07% | -23.12% | +6.05% |
Max Drawdown (5Y)Largest decline over 5 years | -18.48% | -23.12% | +4.64% |
Max Drawdown (10Y)Largest decline over 10 years | -42.07% | -27.40% | -14.67% |
Current DrawdownCurrent decline from peak | -0.80% | -1.06% | +0.26% |
Average DrawdownAverage peak-to-trough decline | -6.59% | -4.78% | -1.81% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.70% | 1.29% | +0.41% |
Volatility
ZPRG.DE vs. QYLD - Volatility Comparison
SPDR S&P Global Dividend Aristocrats UCITS (ZPRG.DE) and Global X NASDAQ 100 Covered Call ETF (QYLD) have volatilities of 2.30% and 2.28%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ZPRG.DE | QYLD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.30% | 2.28% | +0.02% |
Volatility (6M)Calculated over the trailing 6-month period | 6.56% | 7.45% | -0.89% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.36% | 9.98% | -0.62% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.40% | 15.40% | -3.00% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.93% | 16.65% | -1.72% |
ZPRG.DE vs. QYLD - Expense Ratio Comparison
ZPRG.DE has a 0.45% expense ratio, which is lower than QYLD's 0.60% expense ratio.
Dividends
ZPRG.DE vs. QYLD - Dividend Comparison
ZPRG.DE's dividend yield for the trailing twelve months is around 3.87%, less than QYLD's 11.64% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
QYLD Global X NASDAQ 100 Covered Call ETF | 11.64% | 11.55% | 12.50% | 11.78% | 13.75% | 12.85% | 11.16% | 9.84% | 12.44% | 7.69% | 9.15% | 9.42% |
ZPRG.DE SPDR S&P Global Dividend Aristocrats UCITS | 3.87% | 4.25% | 3.73% | 4.22% | 4.49% | 3.58% | 3.98% | 3.44% | 3.95% | 3.36% | 3.62% | 3.80% |
Frequently Asked Questions
ZPRG.DE and QYLD have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, ZPRG.DE is cheaper at 0.45% per year. The better choice depends on whether you care most about return, fees, risk, or income.
ZPRG.DE is cheaper with a 0.45% expense ratio, compared with 0.60% for QYLD.
ZPRG.DE is categorized as Global Equity Income, while QYLD is Nasdaq-100. ZPRG.DE tracks S&P Global Dividend Aristocrats Quality Income Index, while QYLD tracks CBOE NASDAQ-100 Buy Write V2. They also come from different issuers: State Street and Global X. Their fees differ too: 0.45% for ZPRG.DE and 0.60% for QYLD.
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