QYLG vs CGO

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

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

QYLG vs CGO - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

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

Net Assets

QYLG

$142M

CGO

$142M

Expense Ratio

QYLG

0.35%

CGO

N/A

Max Drawdown

Winner

QYLG

36.49%

CGO

67.04%

Sharpe Ratio

Winner

QYLG

1.73

CGO

1.46

5Y Beta

QYLG

1.00

Winner

CGO

0.86

P/E Ratio

QYLG

38.71

CGO

N/A

Forward P/E

QYLG

25.80

CGO

N/A

PEG Ratio

QYLG

0.33

CGO

N/A

5Y Dividends CAGR

Winner

QYLG

37.23%

CGO

-4.36%

5Y EPS CAGR

QYLG

30.80%

CGO

N/A

Debt to Equity

QYLG

35.77%

CGO

N/A

P/S Ratio

QYLG

6.08

CGO

N/A

P/B Ratio

QYLG

9.40

CGO

N/A

QYLG vs CGO - Historical Returns

Returns include dividend reinvestment.

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

QYLG

+1.73%

Winner

CGO

+4.28%

QYLG

+10.23%

Winner

CGO

+16.92%

QYLG

+10.53%

Winner

CGO

+23.24%

QYLG

+28.58%

Winner

CGO

+29.73%

5Y(CAGR)

Winner

QYLG

+12.40%

CGO

+5.48%

10Y(CAGR)

QYLG

N/A

CGO

+11.93%

Max(CAGR)

Winner

QYLG

+14.12%

CGO

+8.84%

QYLG vs CGO - Annual Returns (2005 - 2026)

Returns include dividend reinvestment.

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

QYLG vs CGO Drawdown Comparison

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

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

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

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

Correlation

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

0.80

-101

Dividend Comparison (2005 - 2026)

QYLG vs CGO dividend yield comparison.

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