CGO vs QYLG

Comparison between Calamos Global Total Return Fund (CGO, ETF) and GLOBAL X NASDAQ 100 COVERED CALL & GROWTH ETF (QYLG, ETF).

5-Year PerformanceQYLG has outperformed CGO, delivering a return of +12.4% compared to +5.5%

CGO vs QYLG - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	CGO(ETF)	QYLG(ETF)
Net Assets	$142M	$142M
Expense Ratio	N/A	0.35%
Max Drawdown	67.04%	36.49%
Sharpe Ratio	1.46	1.73
5Y Beta	0.86	1.00
P/E Ratio	N/A	38.71
Forward P/E	N/A	25.80
PEG Ratio	N/A	0.33
5Y Dividends CAGR	-4.36%	37.23%
5Y EPS CAGR	N/A	30.80%
Debt to Equity	N/A	35.77%
P/S Ratio	N/A	6.08
P/B Ratio	N/A	9.40

Net Assets

CGO

$142M

QYLG

$142M

Expense Ratio

CGO

N/A

QYLG

0.35%

Max Drawdown

CGO

67.04%

Winner

QYLG

36.49%

Sharpe Ratio

CGO

1.46

Winner

QYLG

1.73

5Y Beta

Winner

CGO

0.86

QYLG

1.00

P/E Ratio

CGO

N/A

QYLG

38.71

Forward P/E

CGO

N/A

QYLG

25.80

PEG Ratio

CGO

N/A

QYLG

0.33

5Y Dividends CAGR

CGO

-4.36%

Winner

QYLG

37.23%

5Y EPS CAGR

CGO

N/A

QYLG

30.80%

Debt to Equity

CGO

N/A

QYLG

35.77%

P/S Ratio

CGO

N/A

QYLG

6.08

P/B Ratio

CGO

N/A

QYLG

9.40

CGO vs QYLG - Historical Returns

Returns include dividend reinvestment.

Period	CGO	QYLG
1 month	+4.28%	+1.73%
3 months	+16.92%	+10.23%
6 months	+23.24%	+10.53%
1 year	+29.73%	+28.58%
5 years(CAGR)	+5.48%	+12.40%
10 years(CAGR)	+11.93%	N/A
Max(CAGR)	+8.84%	+14.12%

Winner

CGO

+4.28%

QYLG

+1.73%

Winner

CGO

+16.92%

QYLG

+10.23%

Winner

CGO

+23.24%

QYLG

+10.53%

Winner

CGO

+29.73%

QYLG

+28.58%

5Y(CAGR)

CGO

+5.48%

Winner

QYLG

+12.40%

10Y(CAGR)

CGO

+11.93%

QYLG

N/A

Max(CAGR)

CGO

+8.84%

Winner

QYLG

+14.12%

CGO vs QYLG - Annual Returns (2005 - 2026)

Returns include dividend reinvestment.

Year	CGO	QYLG
2026	+20.90%	+10.99%
2025	+8.42%	+15.37%
2024	+37.84%	+24.06%
2023	+13.13%	+38.90%
2022	-36.67%	-27.06%
2021	+13.85%	+19.75%
2020	+19.97%	+12.53%
2019	+42.30%	N/A
2018	-26.75%	N/A
2017	+55.88%	N/A
2016	+4.65%	N/A
2015	-4.42%	N/A
2014	+3.20%	N/A
2013	+11.09%	N/A
2012	+7.36%	N/A
2011	+0.18%	N/A
2010	+10.10%	N/A
2009	+57.16%	N/A
2008	-45.30%	N/A
2007	+23.11%	N/A
2006	+28.24%	N/A
2005	-4.84%	N/A

CGO vs QYLG Drawdown Comparison

The maximum drawdown for CGO was -59.93%, occurring on Oct 9, 2008. Recovery took 734 trading sessions.

The maximum drawdown for QYLG was -29.98%, occurring on Oct 14, 2022. Recovery took 497 trading sessions.

The current CGO drawdown is -4.04%. The current QYLG drawdown is -3.60%.

Rank	CGO	QYLG
#1	-59.93% Dec 7, 2007 - Nov 5, 2010	-29.98% Dec 27, 2021 - Dec 18, 2023
#2	-50.77% Feb 13, 2020 - Aug 28, 2020	-20.76% Feb 19, 2025 - Jul 25, 2025
#3	-43.70% Sep 7, 2021 - Sep 9, 2025	-10.69% Jul 10, 2024 - Sep 25, 2024
#4	-34.62% Jan 25, 2018 - Dec 26, 2019	-8.61% Feb 16, 2021 - Apr 13, 2021
#5	-27.59% Jul 21, 2015 - Feb 24, 2017	-8.42% Jan 28, 2026 - Apr 15, 2026
#6	-22.13% Jul 19, 2007 - Oct 11, 2007	-7.01% Oct 13, 2020 - Nov 5, 2020
#7	-21.55% May 2, 2011 - Mar 29, 2012	-6.69% Sep 7, 2021 - Oct 28, 2021
#8	-16.41% Jul 14, 2014 - Apr 28, 2015	-6.31% Apr 26, 2021 - Jun 14, 2021
#9	-15.24% Feb 26, 2026 - Apr 17, 2026	-5.76% Apr 11, 2024 - May 15, 2024
#10	-15.13% Mar 12, 2013 - Dec 24, 2013	-4.72% Oct 29, 2025 - Dec 5, 2025
#11	-14.31% Apr 2, 2012 - Jan 14, 2013	-4.58% Nov 19, 2021 - Dec 27, 2021
#12	-11.93% Oct 28, 2005 - May 8, 2006	-3.60% Jun 2, 2026 - Jun 5, 2026
#13	-10.89% Aug 7, 2017 - Oct 27, 2017	-3.16% Dec 24, 2024 - Jan 22, 2025
#14	-10.14% Sep 19, 2025 - Jan 13, 2026	-3.04% Nov 6, 2020 - Nov 19, 2020
#15	-9.54% Oct 14, 2020 - Nov 9, 2020	-2.84% Nov 7, 2024 - Dec 3, 2024

Correlation

Correlation between CGO and QYLG is 0.80 which considered as a strong positive correlation - the stocks tend to move together.

0.80

-101

Dividend Comparison (2005 - 2026)

CGO vs QYLG dividend yield comparison.

Year	CGO	QYLG
2026	2.36%	2.89%
2025	8.43%	17.93%
2024	8.43%	25.27%
2023	10.57%	5.43%
2022	12.68%	6.91%
2021	7.80%	10.15%
2020	8.18%	1.45%
2019	8.96%	0.00%
2018	11.81%	0.00%
2017	7.97%	0.00%
2016	11.40%	0.00%
2015	10.51%	0.00%
2014	9.08%	0.00%
2013	8.56%	0.00%
2012	8.73%	0.00%
2011	8.80%	0.00%
2010	8.28%	0.00%
2009	8.36%	0.00%
2008	14.64%	0.00%
2007	6.71%	0.00%
2006	5.88%	0.00%
2005	0.71%	0.00%