QYLG vs EVG

Comparison between GLOBAL X NASDAQ 100 COVERED CALL & GROWTH ETF (QYLG, ETF) and Eaton Vance Short Duration Diversified Income Fund (EVG, ETF).

5-Year PerformanceQYLG has outperformed EVG, delivering a return of +13.0% compared to +5.0%

QYLG vs EVG - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	QYLG(ETF)	EVG(ETF)
Net Assets	$151M	$151M
Expense Ratio	0.35%	N/A
Max Drawdown	36.49%	54.15%
Sharpe Ratio	1.78	0.34
5Y Beta	1.00	0.26
P/E Ratio	36.67	N/A
Forward P/E	24.91	N/A
PEG Ratio	0.31	N/A
5Y Dividends CAGR	37.23%	1.47%
5Y EPS CAGR	30.46%	N/A
Debt to Equity	35.53%	N/A
P/S Ratio	5.81	N/A
P/B Ratio	8.98	N/A

Net Assets

QYLG

$151M

Winner

EVG

$151M

Expense Ratio

QYLG

0.35%

EVG

N/A

Max Drawdown

Winner

QYLG

36.49%

EVG

54.15%

Sharpe Ratio

Winner

QYLG

1.78

EVG

0.34

5Y Beta

QYLG

1.00

Winner

EVG

0.26

P/E Ratio

QYLG

36.67

EVG

N/A

Forward P/E

QYLG

24.91

EVG

N/A

PEG Ratio

QYLG

0.31

EVG

N/A

5Y Dividends CAGR

Winner

QYLG

37.23%

EVG

1.47%

5Y EPS CAGR

QYLG

30.46%

EVG

N/A

Debt to Equity

QYLG

35.53%

EVG

N/A

P/S Ratio

QYLG

5.81

EVG

N/A

P/B Ratio

QYLG

8.98

EVG

N/A

QYLG vs EVG - Historical Returns

Returns include dividend reinvestment.

Period	QYLG	EVG
1 month	+3.78%	+0.60%
3 months	+15.20%	+2.56%
6 months	+15.97%	+1.91%
1 year	+31.80%	+6.48%
5 years(CAGR)	+12.96%	+5.01%
10 years(CAGR)	N/A	+6.06%
Max(CAGR)	+14.78%	+4.90%

Winner

QYLG

+3.78%

EVG

+0.60%

Winner

QYLG

+15.20%

EVG

+2.56%

Winner

QYLG

+15.97%

EVG

+1.91%

Winner

QYLG

+31.80%

EVG

+6.48%

5Y(CAGR)

Winner

QYLG

+12.96%

EVG

+5.01%

10Y(CAGR)

QYLG

N/A

EVG

+6.06%

Max(CAGR)

Winner

QYLG

+14.78%

EVG

+4.90%

QYLG vs EVG - Annual Returns (2005 - 2026)

Returns include dividend reinvestment.

Year	QYLG	EVG
2026	+15.16%	+2.00%
2025	+15.37%	+7.73%
2024	+24.06%	+14.35%
2023	+38.90%	+9.92%
2022	-27.06%	-13.98%
2021	+19.75%	+17.58%
2020	+12.53%	-1.29%
2019	N/A	+15.73%
2018	N/A	-7.54%
2017	N/A	+10.90%
2016	N/A	+11.79%
2015	N/A	+1.48%
2014	N/A	-0.55%
2013	N/A	-6.02%
2012	N/A	+12.74%
2011	N/A	+1.64%
2010	N/A	+12.46%
2009	N/A	+41.73%
2008	N/A	-21.71%
2007	N/A	-0.61%
2006	N/A	+13.83%
2005	N/A	-11.81%

QYLG vs EVG Drawdown Comparison

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

The maximum drawdown for EVG was -40.64%, occurring on Oct 10, 2008. Recovery took 580 trading sessions.

The current EVG drawdown is -1.56%.

Rank	QYLG	EVG
#1	-29.98% Dec 27, 2021 - Dec 18, 2023	-40.64% May 29, 2007 - Sep 15, 2009
#2	-20.76% Feb 19, 2025 - Jul 25, 2025	-32.75% Feb 20, 2020 - Jan 11, 2021
#3	-10.69% Jul 10, 2024 - Sep 25, 2024	-23.35% Jan 14, 2022 - May 21, 2024
#4	-8.61% Feb 16, 2021 - Apr 13, 2021	-16.29% Mar 7, 2005 - Oct 19, 2006
#5	-8.42% Jan 28, 2026 - Apr 15, 2026	-12.67% Jan 25, 2013 - Sep 6, 2016
#6	-7.01% Oct 13, 2020 - Nov 5, 2020	-10.54% Jul 14, 2011 - Feb 17, 2012
#7	-6.69% Sep 7, 2021 - Oct 28, 2021	-10.38% Dec 29, 2017 - May 16, 2019
#8	-6.31% Apr 26, 2021 - Jun 14, 2021	-8.24% Mar 3, 2025 - Jun 27, 2025
#9	-5.76% Apr 11, 2024 - May 15, 2024	-7.62% Oct 5, 2012 - Jan 14, 2013
#10	-4.83% Jun 2, 2026 - Jun 15, 2026	-7.05% May 3, 2010 - Sep 1, 2010
#11	-4.72% Oct 29, 2025 - Dec 5, 2025	-6.77% Sep 13, 2021 - Jan 14, 2022
#12	-4.58% Nov 19, 2021 - Dec 27, 2021	-6.28% Nov 5, 2010 - May 25, 2011
#13	-3.16% Dec 24, 2024 - Jan 22, 2025	-5.03% Feb 17, 2026 - May 6, 2026
#14	-3.04% Nov 6, 2020 - Nov 19, 2020	-4.61% Sep 7, 2016 - Dec 9, 2016
#15	-2.84% Nov 7, 2024 - Dec 3, 2024	-4.48% Mar 27, 2012 - Jul 16, 2012

Correlation

Correlation between QYLG and EVG is 0.95 which considered as a very strong positive correlation - the stocks move almost identically together.

0.95

-101

Dividend Comparison (2005 - 2026)

QYLG vs EVG dividend yield comparison.

Year	QYLG	EVG
2026	2.79%	4.18%
2025	17.93%	8.15%
2024	25.27%	8.69%
2023	5.43%	9.18%
2022	6.91%	12.40%
2021	10.15%	8.75%
2020	1.45%	6.67%
2019	0.00%	6.96%
2018	0.00%	6.63%
2017	0.00%	6.68%
2016	0.00%	7.79%
2015	0.00%	8.05%
2014	0.00%	7.63%
2013	0.00%	7.07%
2012	0.00%	5.72%
2011	0.00%	6.11%
2010	0.00%	7.41%
2009	0.00%	6.19%
2008	0.00%	11.37%
2007	0.00%	8.86%
2006	0.00%	7.98%
2005	0.00%	6.08%