QYLG vs TJUL

Comparison between GLOBAL X NASDAQ 100 COVERED CALL & GROWTH ETF (QYLG, ETF) and Innovator Equity Defined Protection ETF - 2 Yr to July 2025 (TJUL, ETF).

QYLG vs TJUL - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	QYLG(ETF)	TJUL(ETF)
Net Assets	$142M	$142M
Expense Ratio	0.35%	0.79%
Max Drawdown	36.49%	4.61%
Sharpe Ratio	1.73	0.64
5Y Beta	1.00	0.23
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%	N/A
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

Winner

TJUL

$142M

Expense Ratio

Winner

QYLG

0.35%

TJUL

0.79%

Max Drawdown

QYLG

36.49%

Winner

TJUL

4.61%

Sharpe Ratio

Winner

QYLG

1.73

TJUL

0.64

5Y Beta

QYLG

1.00

Winner

TJUL

0.23

P/E Ratio

QYLG

38.71

TJUL

N/A

Forward P/E

QYLG

25.80

TJUL

N/A

PEG Ratio

QYLG

0.33

TJUL

N/A

5Y Dividends CAGR

QYLG

37.23%

TJUL

N/A

5Y EPS CAGR

QYLG

30.80%

TJUL

N/A

Debt to Equity

QYLG

35.77%

TJUL

N/A

P/S Ratio

QYLG

6.08

TJUL

N/A

P/B Ratio

QYLG

9.40

TJUL

N/A

QYLG vs TJUL - Historical Returns

Returns include dividend reinvestment.

Period	QYLG	TJUL
1 month	+1.73%	+0.19%
3 months	+10.23%	+1.60%
6 months	+10.53%	+1.99%
1 year	+28.58%	+5.44%
5 years(CAGR)	+12.40%	N/A
Max(CAGR)	+14.12%	+6.80%

Winner

QYLG

+1.73%

TJUL

+0.19%

Winner

QYLG

+10.23%

TJUL

+1.60%

Winner

QYLG

+10.53%

TJUL

+1.99%

Winner

QYLG

+28.58%

TJUL

+5.44%

5Y(CAGR)

QYLG

+12.40%

TJUL

N/A

Max(CAGR)

Winner

QYLG

+14.12%

TJUL

+6.80%

QYLG vs TJUL - Annual Returns (2020 - 2026)

Returns include dividend reinvestment.

Year	QYLG	TJUL
2026	+10.99%	+1.63%
2025	+15.37%	+6.55%
2024	+24.06%	+8.35%
2023	+38.90%	+3.05%
2022	-27.06%	N/A
2021	+19.75%	N/A
2020	+12.53%	N/A

QYLG vs TJUL Drawdown Comparison

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

The maximum drawdown for TJUL was -4.61%, occurring on Apr 8, 2025. Recovery took 55 trading sessions.

The current QYLG drawdown is -3.60%. The current TJUL drawdown is -0.42%.

Rank	QYLG	TJUL
#1	-29.98% Dec 27, 2021 - Dec 18, 2023	-4.61% Feb 19, 2025 - May 8, 2025
#2	-20.76% Feb 19, 2025 - Jul 25, 2025	-3.09% Jul 20, 2023 - Nov 15, 2023
#3	-10.69% Jul 10, 2024 - Sep 25, 2024	-2.08% Jan 27, 2026 - Apr 13, 2026
#4	-8.61% Feb 16, 2021 - Apr 13, 2021	-1.59% Jul 16, 2024 - Aug 13, 2024
#5	-8.42% Jan 28, 2026 - Apr 15, 2026	-1.28% Mar 28, 2024 - May 9, 2024
#6	-7.01% Oct 13, 2020 - Nov 5, 2020	-1.09% Oct 27, 2025 - Dec 10, 2025
#7	-6.69% Sep 7, 2021 - Oct 28, 2021	-0.84% Aug 30, 2024 - Sep 12, 2024
#8	-6.31% Apr 26, 2021 - Jun 14, 2021	-0.71% Jan 9, 2026 - Jan 27, 2026
#9	-5.76% Apr 11, 2024 - May 15, 2024	-0.70% Dec 27, 2023 - Jan 12, 2024
#10	-4.72% Oct 29, 2025 - Dec 5, 2025	-0.64% Sep 25, 2024 - Oct 14, 2024
#11	-4.58% Nov 19, 2021 - Dec 27, 2021	-0.63% Dec 1, 2023 - Dec 12, 2023
#12	-3.60% Jun 2, 2026 - Jun 5, 2026	-0.54% Oct 29, 2024 - Nov 6, 2024
#13	-3.16% Dec 24, 2024 - Jan 22, 2025	-0.52% Mar 12, 2024 - Mar 20, 2024
#14	-3.04% Nov 6, 2020 - Nov 19, 2020	-0.52% Jan 29, 2024 - Feb 2, 2024
#15	-2.84% Nov 7, 2024 - Dec 3, 2024	-0.50% Feb 12, 2024 - Feb 23, 2024