Global X S&P 500 Covered Call ETF (XYLD)
XYLD is a passive ETF by Global X tracking the investment results of the CBOE S&P 500 2% OTM BuyWrite Index. XYLD launched on Jun 24, 2013 and has a 0.60% expense ratio.
ETF Info
US37954Y4750
37954Y475
Jun 24, 2013
North America (U.S.)
1x
CBOE S&P 500 2% OTM BuyWrite Index
Large-Cap
Blend
Expense Ratio
XYLD features an expense ratio of 0.60%, falling within the medium range.
Share Price Chart
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Compare to other instruments
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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Global X S&P 500 Covered Call ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
Returns By Period
Global X S&P 500 Covered Call ETF had a return of 19.26% year-to-date (YTD) and 19.65% in the last 12 months. Over the past 10 years, Global X S&P 500 Covered Call ETF had an annualized return of 7.07%, while the S&P 500 had an annualized return of 11.06%, indicating that Global X S&P 500 Covered Call ETF did not perform as well as the benchmark.
XYLD
19.26%
2.75%
11.45%
19.65%
6.78%
7.07%
^GSPC (Benchmark)
24.34%
0.23%
8.53%
24.95%
13.01%
11.06%
Monthly Returns
The table below presents the monthly returns of XYLD, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 1.79% | 1.64% | 2.33% | -1.31% | 1.06% | 1.64% | 1.00% | 2.92% | 1.32% | -0.63% | 4.03% | 19.26% | |
| 2023 | 4.43% | -0.31% | 1.84% | 0.96% | 1.02% | 1.83% | 1.41% | -1.61% | -2.67% | -0.84% | 2.77% | 1.95% | 11.11% |
| 2022 | -2.33% | -0.68% | 4.18% | -4.91% | -3.75% | -2.93% | 3.86% | -5.12% | -6.61% | 5.98% | 2.06% | -1.57% | -12.04% |
| 2021 | 0.42% | 0.79% | 4.58% | 0.81% | 1.68% | 2.30% | 0.39% | 2.63% | -1.82% | 4.57% | -1.67% | 3.59% | 19.59% |
| 2020 | -0.25% | -8.29% | -16.32% | 7.84% | 3.34% | 1.28% | 3.87% | 3.32% | 0.25% | -3.00% | 8.57% | 1.57% | -0.56% |
| 2019 | 4.88% | 2.07% | 2.24% | 2.98% | -5.51% | 6.66% | 2.09% | -1.81% | 0.94% | 1.99% | 2.09% | 1.46% | 21.41% |
| 2018 | 2.64% | -2.29% | -3.08% | 1.89% | 2.19% | 1.23% | 3.33% | 2.47% | -0.19% | -4.11% | -0.38% | -9.21% | -6.09% |
| 2017 | 1.84% | 2.78% | 0.07% | 1.38% | 1.23% | 0.34% | 1.35% | 0.24% | 1.31% | 1.61% | 1.99% | 0.74% | 15.90% |
| 2016 | -7.56% | 2.92% | 4.60% | 0.25% | 1.74% | 0.25% | 2.87% | 0.08% | 0.15% | -1.17% | 2.18% | 1.58% | 7.61% |
| 2015 | -2.43% | 4.08% | -1.59% | 1.02% | 0.92% | -1.60% | 1.77% | -5.77% | -3.73% | 9.06% | 0.24% | -0.58% | 0.59% |
| 2014 | -2.81% | 3.98% | 0.55% | 0.39% | 1.88% | 1.43% | -1.24% | 3.11% | -0.79% | -0.05% | 1.14% | -0.04% | 7.60% |
| 2013 | 1.76% | 3.78% | -2.86% | 2.36% | 4.11% | 2.40% | 1.80% | 13.97% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
With an overall rank of 96, XYLD is among the top 4% of ETFs on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.
Risk-Adjusted Performance Indicators
The charts below present risk-adjusted performance metrics for Global X S&P 500 Covered Call ETF (XYLD) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
Dividends
Dividend History
Global X S&P 500 Covered Call ETF provided a 9.16% dividend yield over the last twelve months, with an annual payout of $3.94 per share.
| Period | TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $3.94 | $4.15 | $5.29 | $4.59 | $3.68 | $2.91 | $3.15 | $2.35 | $1.47 | $2.04 | $1.89 | $1.10 |
Dividend yield | 9.16% | 10.51% | 13.44% | 9.08% | 7.93% | 5.75% | 7.12% | 4.67% | 3.24% | 4.65% | 4.15% | 2.49% |
Monthly Dividends
The table displays the monthly dividend distributions for Global X S&P 500 Covered Call ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | $0.31 | $0.30 | $0.32 | $0.34 | $0.28 | $0.28 | $0.31 | $0.40 | $0.34 | $0.39 | $0.37 | $0.00 | $3.65 |
| 2023 | $0.41 | $0.41 | $0.40 | $0.38 | $0.28 | $0.33 | $0.29 | $0.38 | $0.33 | $0.38 | $0.27 | $0.29 | $4.15 |
| 2022 | $0.48 | $0.48 | $0.50 | $0.50 | $0.44 | $0.42 | $0.44 | $0.43 | $0.41 | $0.40 | $0.41 | $0.38 | $5.29 |
| 2021 | $0.48 | $0.36 | $0.42 | $0.36 | $0.33 | $0.39 | $0.34 | $0.37 | $0.37 | $0.35 | $0.37 | $0.46 | $4.59 |
| 2020 | $0.26 | $0.26 | $0.18 | $0.20 | $0.21 | $0.21 | $0.22 | $0.39 | $0.45 | $0.45 | $0.45 | $0.40 | $3.68 |
| 2019 | $0.23 | $0.24 | $0.24 | $0.25 | $0.24 | $0.24 | $0.25 | $0.24 | $0.24 | $0.24 | $0.25 | $0.26 | $2.91 |
| 2018 | $0.26 | $0.25 | $0.25 | $0.25 | $0.25 | $0.25 | $0.26 | $0.26 | $0.26 | $0.25 | $0.23 | $0.39 | $3.15 |
| 2017 | $0.23 | $0.06 | $0.06 | $0.22 | $0.08 | $0.05 | $0.05 | $0.25 | $0.06 | $0.04 | $0.07 | $1.18 | $2.35 |
| 2016 | $0.34 | $0.08 | $0.07 | $0.02 | $0.27 | $0.09 | $0.03 | $0.08 | $0.20 | $0.18 | $0.08 | $0.05 | $1.47 |
| 2015 | $0.19 | $0.07 | $0.07 | $0.13 | $0.07 | $0.19 | $0.06 | $0.37 | $0.40 | $0.04 | $0.09 | $0.37 | $2.04 |
| 2014 | $0.02 | $0.14 | $0.05 | $0.03 | $0.08 | $0.05 | $0.04 | $0.21 | $0.17 | $0.25 | $0.18 | $0.68 | $1.89 |
| 2013 | $0.04 | $0.15 | $0.05 | $0.04 | $0.07 | $0.76 | $1.10 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
Worst Drawdowns
The table below displays the maximum drawdowns of the Global X S&P 500 Covered Call ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the Global X S&P 500 Covered Call ETF was 33.46%, occurring on Mar 23, 2020. Recovery took 246 trading sessions.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -33.46% | Feb 20, 2020 | 23 | Mar 23, 2020 | 246 | Mar 15, 2021 | 269 |
| -18.65% | Apr 14, 2022 | 117 | Sep 30, 2022 | 362 | Mar 12, 2024 | 479 |
| -18.11% | Sep 21, 2018 | 65 | Dec 24, 2018 | 137 | Jul 12, 2019 | 202 |
| -12.14% | Jun 23, 2015 | 162 | Feb 11, 2016 | 92 | Jun 23, 2016 | 254 |
| -9.1% | Jan 29, 2018 | 9 | Feb 8, 2018 | 103 | Jul 9, 2018 | 112 |
Volatility
Volatility Chart
The current Global X S&P 500 Covered Call ETF volatility is 1.98%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.