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Global X S&P 500 Covered Call ETF

XYLD
ETF · Currency in USD
ISIN
US37954Y4750
CUSIP
37954Y475
Issuer
Global X
Inception Date
Jun 24, 2013
Region
North America (U.S.)
Category
Long-Short
Expense Ratio
0.60%
Index Tracked
CBOE S&P 500 2% OTM BuyWrite Index
ETF Home Page
www.globalxetfs.com
Asset Class
Multi-Asset

Asset Class Size

Large-Cap

Asset Class Style

Blend

XYLDPrice Chart


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S&P 500

XYLDPerformance

The chart shows the growth of $10,000 invested in Global X S&P 500 Covered Call ETF on Jun 25, 2013 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $16,714 for a total return of roughly 67.14%. All prices are adjusted for splits and dividends.


XYLD (Global X S&P 500 Covered Call ETF)
Benchmark (S&P 500)

XYLDReturns in periods

Returns over 1 year are annualized

PeriodReturn
1M1.30%
6M8.78%
YTD14.01%
1Y21.64%
5Y5.51%
10Y6.44%

XYLDMonthly Returns Heatmap


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XYLDSharpe Ratio Chart

The Sharpe ratio shows whether the portfolio's excess returns are due to smart investment decisions or a result of taking a higher risk. The higher a portfolio's Sharpe ratio, the better its risk-adjusted performance.

The current Global X S&P 500 Covered Call ETF Sharpe ratio is 2.32. A Sharpe ratio higher than 2.0 is considered very good.

The chart below displays rolling 12-month Sharpe Ratio.


XYLD (Global X S&P 500 Covered Call ETF)
Benchmark (S&P 500)

XYLDDividends

Global X S&P 500 Covered Call ETF granted a 9.66% dividend yield in the last twelve months, as of Sep 18, 2021. The annual payout for that period amounted to $4.80 per share.


PeriodTTM20202019201820172016201520142013
Dividend$4.80$2.98$0.00$0.00$0.70$1.38$2.04$1.89$1.10

Dividend yield

9.66%6.42%0.00%0.00%1.40%3.04%4.65%4.15%2.49%

XYLDDrawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


XYLD (Global X S&P 500 Covered Call ETF)
Benchmark (S&P 500)

XYLDWorst Drawdowns

The table below shows the maximum drawdowns of the Global X S&P 500 Covered Call ETF. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.

The maximum drawdown since January 2010 for the Global X S&P 500 Covered Call ETF is 34.69%, recorded on Mar 23, 2020. It took 265 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-34.69%Sep 21, 2018377Mar 23, 2020265Apr 12, 2021642
-12.14%Jun 23, 2015162Feb 11, 201692Jun 23, 2016254
-9.68%Dec 19, 201770Apr 2, 201889Aug 7, 2018159
-6.95%Sep 22, 201418Oct 15, 201428Nov 24, 201446
-5.26%Jan 16, 201412Feb 3, 20149Feb 14, 201421
-4.63%Jun 24, 20162Jun 27, 20169Jul 11, 201611
-4.06%Dec 30, 201423Feb 2, 20159Feb 13, 201532
-3.78%Aug 2, 201318Aug 27, 201315Sep 18, 201333
-3.69%Aug 24, 201652Nov 4, 201612Nov 22, 201664
-3.64%Dec 8, 20147Dec 16, 20143Dec 19, 201410

XYLDVolatility Chart

Current Global X S&P 500 Covered Call ETF volatility is 5.48%. The chart below shows the rolling 10-day volatility. Volatility is a statistical measure showing how big price swings are in either direction. The higher asset volatility, the riskier it is, because the price movements are less predictable.


XYLD (Global X S&P 500 Covered Call ETF)
Benchmark (S&P 500)

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