Global X NASDAQ 100 Covered Call ETF
Ticker
QYLD
ISIN
US37954Y483
Price
USD 18.10
Change Today
+0.03 / 0.166 %
Price 1 year ago
15.10 / 19.885 %
Morningstar
3
52 Week Low
15.10
52 Week High
18.37
200 Day Moving Average 16.93
16.93
50-day Moving Average
17.88
Price evolution
Yearly returns
Peers comparison
Risk factors
1 year
| Parameter | Value |
|---|---|
| Sharpe Ratio | 1.41 |
| Sortino Ratio | 0.17 |
| Maximum Drawdown | -1.59% |
| Maximum Drawdown Date | 2024-01-04 |
| Calmar Ratio | -16.58 |
1 year
| Parameter | Value |
|---|---|
| Return | 1.01 |
| Volatility | 2.21% |
| Alpha | -3.54 |
| Beta | None |
| R Squared | +77.04 |
History
| Parameter | Value |
|---|---|
| Average Annual Return | 8.567% |
| Average Annual Volatility | 14.72% |
| Sharpe Ratio | 0.58 |
| Sortino Ratio | 0.43 |
| Maximum Drawdown | -25.0% |
| Maximum Drawdown Date | 2022-10-14 |
| Calmar Ratio | -0.35 |
Company information
Summary
The investment seeks to provide investment results that closely correspond, before fees and expenses, generally to the price and yield performance of the CBOE NASDAQ-100® BuyWrite V2 Index (the "underlying index"). The fund will invest at least 80% of its total assets in the securities of the underlying index. The CBOE NASDAQ-100® BuyWrite Index is a benchmark index that measures the performance of a theoretical portfolio that holds a portfolio of the stocks included in the NASDAQ-100® Index, and "writes" (or sells) a succession of one-month at-the-money NASDAQ-100® Index covered call options. It is non-diversified.
Market
US
Category
Derivative Income
Expense Ratio
0.60%
Fund family
Global X Funds
Morningstar
3
Yield
0.0038
Exchange
NGM
| Sector | Weight |
|---|---|
| Technology | 50.13% |
| Communication services | 18.07% |
| Consumer cyclical | 15.61% |
| Healthcare | 7.03% |
| Consumer defensive | 7.00% |
| Industrials | 4.55% |
| Utilities | 0.87% |
| Financial services | 0.80% |
| Realestate | 0.00% |
| Basic materials | 0.00% |
| Energy | 0.00% |
| Country | Ratio |
|---|---|
| United States | 98.02 |
| Netherlands | 0.74 |
| Brazil | 0.48 |
| China | 0.42 |
| United Kingdom | 0.34 |
| Argentina | 0.00 |
| Australia | 0.00 |
| Austria | 0.00 |
| Belgium | 0.00 |
| Canada | 0.00 |
Holdings
| Symbol | Name | Allocation |
|---|---|---|
| AAPL | Apple Inc | 11.41% |
| MSFT | Microsoft Corp | 10.18% |
| AMZN | Amazon.com Inc | 8.67% |
| FB | Facebook Inc A | 4.17% |
| GOOG | Alphabet Inc Class C | 4.07% |
| TSLA | Tesla Inc | 4.05% |
| NVDA | NVIDIA Corp | 3.8% |
| GOOGL | Alphabet Inc A | 3.66% |
| Ndx Us 07/16/21 C14100 | 3.65% | |
| PYPL | PayPal Holdings Inc | 2.61% |
Alternative funds
| Ticker | Name | Isin | Exchange | Expenses | Morningstar | Alpha | Beta |
|---|---|---|---|---|---|---|---|
| BTEC.L | iShares Nasdaq US Biotechnology UCITS ETF USD (Acc) | IE00BYXG2H3 | LSE | 0.35% | 4 | -0.49 | |
| BTEE.L | iShares Nasdaq US Biotechnology UCITS ETF | IE00BYXG2H3 | LSE | 0.35% | 4 | -0.48 | -- |
| BTEK.L | iShares Nasdaq US Biotechnology UCITS ETF USD (Acc) | IE00BYXG2H3 | LSE | 0.35% | 4 | -0.49 | |
| CIBR | First Trust NASDAQ Cybersecurity ETF | US33734X846 | NGM | 0.60% | 4 | -9.46 | |
| CNDX.L | iShares NASDAQ 100 UCITS ETF USD (Acc) | IE00B53SZB1 | LSE | 0.36% | 5 | -0.78 | |
| EQQQ.L | Invesco EQQQ NASDAQ-100 UCITS ETF | IE003207701 | LSE | 0.30% | 5 | -0.72 | |
| ONEQ | Fidelity Nasdaq Composite Index ETF | US315912808 | NGM | 0.21% | 4 | -7.93 | |
| QQEW | First Trust NASDAQ-100 Equal Weighted Index Fund | US337344105 | NGM | 0.57% | 4 | -0.08 | |
| QQXT | First Trust NASDAQ-100 Ex-Technology Sector Index Fund | US33733E401 | NGM | 0.60% | 4 | +9.50 | |
| SBIO.L | Invesco NASDAQ Biotech UCITS ETF | IE00BQ70R69 | LSE | 0.40% | 4 | -0.39 | |
| UST.PA | Lyxor Nasdaq-100 Ucits ETF | FR0007063177 | PAR | 0.30% | 5 | -0.600 |
Sustainability scores
Events
Indicators
Glossary
- Momentum
- A technical indicator that measures the rate of change in price movements over a specific period. It indicates the strength or weakness of a price trend.
Assessment: A positive momentum value generally indicates a good trend, while a negative value suggests a weak or downward trend.
- Inertia
- In trading, inertia refers to the tendency of prices to continue moving in their current direction. It suggests that an asset's price will likely maintain its current trend.
Assessment: A higher inertia value is generally considered good, as it indicates a strong and sustained price trend.
- Relative Strength Index (RSI)
- A momentum oscillator that measures the speed and change of price movements. It helps identify overbought or oversold conditions in an asset.
Assessment: An RSI value above 70 is typically considered overbought and may suggest a potential reversal or correction. Conversely, an RSI value below 30 is often considered oversold, indicating a possible upward price correction.
- Fibonacci's Weighted Moving Average
- A technical indicator that assigns different weights to recent data points, giving more significance to recent prices. It helps smooth out price fluctuations and identify trend reversals.
Assessment: The interpretation of the Fibonacci's Weighted Moving Average value depends on its comparison to other moving averages or trendlines. A value above 50 may indicate an uptrend, while a value below 50 may suggest a downtrend.
- Williams %R
- A momentum indicator that measures overbought or oversold conditions in an asset. It shows the relationship of the current closing price to the high-low range over a specified period.
Assessment: Williams %R values above -20 are typically considered overbought and may indicate a potential price reversal. Values below -80 are often viewed as oversold, suggesting a potential price bounce.
- Relative Volatility Index (RVI)
- A technical indicator that measures the volatility of a security by comparing the magnitude of recent price movements to the magnitude of average price changes. It helps identify periods of high or low volatility.
Assessment: A higher RVI value suggests higher volatility, which can provide trading opportunities but also carries increased risk.
- Commodity Channel Index (CCI)
- A versatile indicator that measures the current price level relative to an average price level over a given period. It helps identify overbought or oversold conditions and potential trend reversals.
Assessment: CCI values above 100 are often considered overbought, indicating a potential price correction or reversal. Values below -100 are typically viewed as oversold, suggesting a potential price rebound.