QYLD vs RYLD: Complete Comparison

Global X NASDAQ 100 Covered Call ETF vs Global X Russell 2000 Covered Call ETF โ€” overlap, correlation, performance & risk analysis

Holdings Overlap
0.48%
Very Low Overlap
Shared Holdings
2 of 10
Complete portfolio analysis
Calculation Method
Min Weight
Weighted intersection

Visual Overlap

QYLD
RYLD
0.5%
QYLD Only
Overlap
RYLD Only

Price Performance

Historical price comparison over 3M

QYLD Return
+11.37%
RYLD Return
+8.56%
Winner
QYLD
+2.81%
Max Drawdown
QYLD: -2.0%
RYLD: -4.5%
QYLD Volatility (annualized)7.16%
RYLD Volatility (annualized)10.42%

๐Ÿ“ˆ Comparison

Metric
QYLD
RYLD
1 Year Return
+12.5%
+18.5%โœ“
3 Year Return
+5.5%
+5.2%
5 Year Return
+8.8%
N/A
Volatility
15.80%โœ“
18.50%
Expense Ratio
0.60%
0.60%
โš ๏ธ Past performance does not guarantee future results. Data may be delayed.

โš ๏ธRisk Metrics

Metric
QYLD
RYLD
Volatility
15.80%โœ“
18.50%
Sharpe Ratio
0.52
0.48
Sortino Ratio
0.68
0.65
Max Drawdown
-28.50%โœ“
-35.50%
Beta
0.68
0.82

Interpretation:

  • ๐Ÿ“Š Lower volatility = smoother ride
  • โšก Higher Sharpe/Sortino = better risk-adjusted returns
  • โš ๏ธ Smaller max drawdown = less worst-case pain
  • ๐Ÿ“ˆ Beta > 1 = more volatile than S&P 500

โš”๏ธ Comparison

4 - 7

๐Ÿ† RYLD wins this comparison

Key Factors

๐Ÿ’ฐ Expense Ratio
QYLD:0.60%
vs
RYLD:0.60%
๐ŸŽฏ Number of Holdings
QYLD:101 holdingsโœ“
vs
RYLD:2,000 holdingsโœ“
โ–ถAdditional Metrics (5)
โš–๏ธ Concentration Risk
QYLD: 57.4% in top 10
RYLD: 50.6% in top 10โœ“
๐Ÿ“Š Assets Under Management
QYLD: $8Bโœ“
RYLD: $1.5B
โšก Sharpe Ratio
QYLD: 0.52
RYLD: 0.48
๐Ÿ“‰ Volatility
QYLD: 15.8%
RYLD: 18.5%
๐Ÿ” Uniqueness vs SPY
QYLD: 48.2% unique
RYLD: 99.7% uniqueโœ“

Bottom line: RYLD wins with better number of holdings. Both have the same expense ratio, so cost isn't a differentiator. Consider RYLD for your portfolio, but QYLD is still a solid choice if you prefer its specific advantages.

Detailed Overlap Analysis

2 shared holdings representing 0.5% portfolio overlap

Top Shared Holdings

#StockQYLD WeightRYLD WeightOverlap
1
MSTR
MSTR
0.27%0.90%0.27%
2
AXON
AXON
0.24%0.40%0.24%

Overlap by Sector

Other
2 stocks ยท 0.51% overlap

Showing top 5 sectors by overlap contribution

2
Shared Stocks
0.5%
Total Overlap
1
Sectors Represented

Top Holdings Only in QYLD

Unique to QYLD

โ†Scroll horizontally to see all dataโ†’
SymbolNameWeight
NVDANVDA10.11%
AAPLAAPL9.26%
MSFTMSFT8.23%
AVGOAVGO7.11%
AMZNAMZN5.47%

Top Holdings Only in RYLD

Unique to RYLD

โ†Scroll horizontally to see all dataโ†’
SymbolNameWeight
IWMRussell 2000 Index (via derivatives)45.00%
SMCISuper Micro Computer1.20%
ANFAbercrombie & Fitch0.70%
BOOTBoot Barn Holdings0.60%
CVNACarvana Co0.50%

Price Correlation

How We Calculate Overlap

We use the minimum weight method with normalization to calculate portfolio overlap:

Overlap = ฮฃ min(weightA, weightB) for each shared holding

Normalization: Holdings weights are normalized to sum to 100% before comparison. This ensures accurate overlap calculations even when analyzing partial holdings data (e.g., top 50 positions).

Conservative approach: We consider only the smaller allocation for each shared position, giving you a realistic view of true portfolio overlap.

๐Ÿ“Š This analysis is based on publicly available holdings data. For the most current and complete holdings information, please visit the official ETF provider websites.

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