Summary
QYLD
Prices · period metrics · 12M
NAV as of 20/07/2026
02/04/2025 → 02/04/2026
Return 18.39% Volatility 16.28% Sharpe 0.70
Official loaded data — not a live quote.

GLOBAL X NASDAQ 100 COVERED CALL ETF

Symbol: QYLD

Exchange: NASDAQ

Sector: Technology

Category: Derivative Income

Inception date: 11/12/2013

Latest date: 20/07/2026

Current price: $17.66

Expense ratio: 0.60%

Assets under management
$8.4B
-0.28% daily change

Period performance

Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.

Adjusted return
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Performance metrics

Period total return

-3.55%

Ann. -18.71% (Sharpe / Sortino numerator)

Volatility

17.13%

Sharpe ratio

-1.304

VaR 95%

-1.65%

CVaR 95%: -1.68%
Max drawdown: -4.97%
Sortino ratio: -2.448
Calmar ratio: -3.77

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

1.86%

Ann. -0.90% (Sharpe / Sortino numerator)

Volatility

13.37%

Sharpe ratio

-0.338

VaR 95%

-1.40%

CVaR 95%: -1.62%
Max drawdown: -5.66%
Sortino ratio: -0.507
Calmar ratio: -0.16

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

6.23%

Ann. 13.56% (Sharpe / Sortino numerator)

Volatility

10.88%

Sharpe ratio

0.913

VaR 95%

-1.24%

CVaR 95%: -1.55%
Max drawdown: -5.66%
Sortino ratio: 1.143
Calmar ratio: 2.40

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

18.39%

Ann. 15.06% (Sharpe / Sortino numerator)

Volatility

16.28%

Sharpe ratio

0.702

VaR 95%

-1.22%

CVaR 95%: -2.35%
Max drawdown: -7.31%
Sortino ratio: 0.741
Calmar ratio: 2.06

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

26.32%

Ann. 10.62% (Sharpe / Sortino numerator)

Volatility

14.78%

Sharpe ratio

0.473

VaR 95%

-1.46%

CVaR 95%: -2.37%
Max drawdown: -19.06%
Sortino ratio: 0.497
Calmar ratio: 0.56

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

41.44%

Ann. 12.95% (Sharpe / Sortino numerator)

Volatility

12.90%

Sharpe ratio

0.723

VaR 95%

-1.20%

CVaR 95%: -2.05%
Max drawdown: -19.06%
Sortino ratio: 0.757
Calmar ratio: 0.68

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Daily returns for period 12M

Daily simple returns from the same adjusted closes used by the performance chart: 21/07/2025 - 20/07/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.07%

Best day

2.694%

31/03/2026
Worst day

-2.662%

13/07/2026
Days with data

250

Recent price history (last 90 days)

Date Open High Low Close Volume
20/07/2026 $17.71 $17.77 $17.65 $17.66 4,322,100
17/07/2026 $17.67 $17.88 $17.52 $17.81 9,017,800
16/07/2026 $18.17 $18.21 $17.93 $18.03 4,034,200
15/07/2026 $18.46 $18.48 $18.12 $18.30 3,046,300
14/07/2026 $18.37 $18.42 $18.23 $18.37 3,045,600
13/07/2026 $18.30 $18.32 $18.12 $18.15 4,686,200
10/07/2026 $18.36 $18.48 $18.28 $18.46 3,057,000
09/07/2026 $18.29 $18.40 $18.21 $18.39 3,514,200
08/07/2026 $17.96 $18.14 $17.87 $18.13 4,493,700
07/07/2026 $18.16 $18.21 $17.96 $18.07 3,924,600