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

ETF · Currency in USD · Last updated Aug 5, 2022

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

ISINUS37954Y4750
CUSIP37954Y475
IssuerGlobal X
Inception DateJun 24, 2013
RegionNorth America (U.S.)
CategoryLong-Short
Expense Ratio0.60%
Index TrackedCBOE S&P 500 2% OTM BuyWrite Index
ETF Home Pagewww.globalxetfs.com
Asset ClassMulti-Asset

Asset Class Size

Large-Cap

Asset Class Style

Blend

Trading Data

Previous Close$43.98
Year Range$41.38 - $47.79
EMA (50)$43.41
EMA (200)$44.49
Average Volume$520.35K

XYLDShare Price Chart


Chart placeholderClick Calculate to get results

XYLDPerformance

The chart shows the growth of $10,000 invested in Global X S&P 500 Covered Call ETF in Jun 2013 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $19,451 for a total return of roughly 94.51%. All prices are adjusted for splits and dividends.


-20.00%-15.00%-10.00%-5.00%0.00%MarchAprilMayJuneJulyAugust
-4.54%
-7.40%
XYLD (Global X S&P 500 Covered Call ETF)
Benchmark (^GSPC)

XYLDReturns in periods

Returns over 1 year are annualized

PeriodReturnBenchmark
1M3.69%8.54%
6M-5.12%-9.53%
YTD-6.54%-12.89%
1Y-0.00%-6.13%
5Y6.00%10.90%
10Y7.58%11.25%

XYLDMonthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2022-2.33%-0.68%4.18%-4.91%-3.75%-2.93%3.86%0.23%
20210.42%0.79%4.58%0.81%1.69%2.30%0.39%2.63%-1.82%4.57%-1.67%3.59%
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%
20194.88%2.07%2.24%2.98%-5.51%6.66%2.00%-1.89%0.85%1.53%2.09%1.46%
20182.64%-2.29%-3.08%1.89%2.19%1.23%3.33%2.47%-0.19%-4.11%-0.38%-9.21%
20171.84%2.78%0.07%1.38%1.23%0.34%1.35%0.24%1.31%1.61%1.99%1.25%
2016-7.56%2.92%4.60%0.25%1.74%0.26%2.87%0.08%0.16%-1.17%2.18%1.58%
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%
2014-2.81%3.97%0.55%0.39%1.88%1.43%-1.25%3.11%-0.79%-0.05%1.14%-0.05%
20131.76%3.78%-2.86%2.36%4.11%2.40%1.80%

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 -0.01. A negative Sharpe ratio means that the risk-free rate is higher than the portfolio's return. This value does not convey any meaningful information.

The chart below displays rolling 12-month Sharpe Ratio.


-0.500.000.501.001.50MarchAprilMayJuneJulyAugust
-0.01
-0.28
XYLD (Global X S&P 500 Covered Call ETF)
Benchmark (^GSPC)

XYLDDividend History

Global X S&P 500 Covered Call ETF granted a 11.76% dividend yield in the last twelve months. The annual payout for that period amounted to $5.17 per share.


PeriodTTM202120202019201820172016201520142013
Dividend$5.17$4.58$3.67$2.92$3.15$2.60$1.47$2.04$1.89$1.10

Dividend yield

11.76%9.74%9.34%7.37%9.61%7.45%4.90%7.30%6.82%4.26%

XYLDDrawdowns Chart

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


-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2022FebruaryMarchAprilMayJuneJulyAugust
-7.98%
-13.44%
XYLD (Global X S&P 500 Covered Call ETF)
Benchmark (^GSPC)

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 33.46%, recorded on Mar 23, 2020. It took 246 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-33.46%Feb 20, 202023Mar 23, 2020246Mar 15, 2021269
-18.11%Sep 21, 201865Dec 24, 2018137Jul 12, 2019202
-13.41%Apr 14, 202244Jun 16, 2022
-12.14%Jun 23, 2015162Feb 11, 201692Jun 23, 2016254
-9.1%Jan 29, 20189Feb 8, 2018103Jul 9, 2018112
-6.95%Sep 22, 201418Oct 15, 201428Nov 24, 201446
-6.03%Jan 5, 202247Mar 14, 20228Mar 24, 202255
-5.79%Jul 29, 20196Aug 5, 201966Nov 6, 201972
-5.26%Jan 16, 201412Feb 3, 20149Feb 14, 201421
-4.63%Jun 24, 20162Jun 27, 20169Jul 11, 201611

XYLDVolatility Chart

Current Global X S&P 500 Covered Call ETF volatility is 5.25%. 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.


0.00%10.00%20.00%30.00%40.00%MarchAprilMayJuneJulyAugust
5.25%
19.42%
XYLD (Global X S&P 500 Covered Call ETF)
Benchmark (^GSPC)