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Global X S&P 500 Covered Call ETF (XYLD)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

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

Asset Class Size

Large-Cap

Asset Class Style

Blend

Expense Ratio

The Global X S&P 500 Covered Call ETF has a high expense ratio of 0.60%, indicating higher-than-average management fees.


0.50%1.00%1.50%2.00%0.60%

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds to compare with XYLD

Global X S&P 500 Covered Call ETF

Popular comparisons: XYLD vs. JEPI, XYLD vs. QYLD, XYLD vs. SPY, XYLD vs. RYLD, XYLD vs. XYLG, XYLD vs. VOO, XYLD vs. SCHD, XYLD vs. O, XYLD vs. XRMI, XYLD vs. HDV

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.


100.00%150.00%200.00%OctoberNovemberDecember2024FebruaryMarch
114.05%
233.64%
XYLD (Global X S&P 500 Covered Call ETF)
Benchmark (^GSPC)

S&P 500

Returns By Period

Global X S&P 500 Covered Call ETF had a return of 5.77% year-to-date (YTD) and 12.01% in the last 12 months. Over the past 10 years, Global X S&P 500 Covered Call ETF had an annualized return of 6.42%, while the S&P 500 had an annualized return of 10.96%, indicating that Global X S&P 500 Covered Call ETF did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date5.77%10.04%
1 month2.36%3.53%
6 months10.43%22.79%
1 year12.01%32.16%
5 years (annualized)6.16%13.15%
10 years (annualized)6.42%10.96%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20241.79%1.64%
2023-1.61%-2.67%-0.84%2.77%1.95%

Risk-Adjusted Performance

Risk-Adjusted Performance Indicators

This table presents risk-adjusted performance metrics for Global X S&P 500 Covered Call ETF (XYLD) and compares them with a selected benchmark (^GSPC). These performance indicators assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Sharpe ratioSortino ratioOmega ratioCalmar ratioUlcer Index
XYLD
Global X S&P 500 Covered Call ETF
1.95
^GSPC
S&P 500
2.76

Sharpe Ratio

The current Global X S&P 500 Covered Call ETF Sharpe ratio is 1.95. A Sharpe ratio greater than 1.0 is considered acceptable.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00OctoberNovemberDecember2024FebruaryMarch
1.95
2.76
XYLD (Global X S&P 500 Covered Call ETF)
Benchmark (^GSPC)

Dividends

Dividend History

Global X S&P 500 Covered Call ETF granted a 9.49% dividend yield in the last twelve months. The annual payout for that period amounted to $3.87 per share.


PeriodTTM20232022202120202019201820172016201520142013
Dividend$3.87$4.15$5.29$4.58$3.50$2.57$3.15$2.60$1.47$2.04$1.89$1.10

Dividend yield

9.49%10.51%13.44%9.08%7.54%5.08%7.12%5.18%3.23%4.65%4.14%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.


JanFebMarAprMayJunJulAugSepOctNovDec
2024$0.31$0.30
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
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
2021$0.48$0.36$0.42$0.36$0.33$0.39$0.34$0.37$0.37$0.35$0.36$0.46
2020$0.26$0.26$0.00$0.20$0.21$0.21$0.22$0.39$0.45$0.45$0.45$0.40
2019$0.23$0.24$0.24$0.25$0.24$0.24$0.21$0.20$0.20$0.02$0.25$0.26
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
2017$0.23$0.06$0.06$0.22$0.08$0.05$0.05$0.25$0.06$0.04$0.07$1.44
2016$0.33$0.08$0.07$0.02$0.27$0.09$0.03$0.08$0.20$0.18$0.08$0.05
2015$0.19$0.07$0.07$0.13$0.07$0.19$0.06$0.37$0.40$0.04$0.08$0.37
2014$0.02$0.13$0.05$0.03$0.08$0.05$0.04$0.20$0.17$0.25$0.18$0.68
2013$0.04$0.15$0.05$0.03$0.07$0.76

Drawdowns

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch00
XYLD (Global X S&P 500 Covered Call ETF)
Benchmark (^GSPC)

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 33.80%, occurring on Mar 23, 2020. Recovery took 255 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-33.8%Feb 20, 202023Mar 23, 2020255Mar 26, 2021278
-18.65%Apr 14, 2022117Sep 30, 2022362Mar 12, 2024479
-18.11%Sep 21, 201865Dec 24, 2018137Jul 12, 2019202
-12.14%Jun 23, 2015162Feb 11, 201692Jun 23, 2016254
-9.1%Jan 29, 20189Feb 8, 2018103Jul 9, 2018112

Volatility

Volatility Chart

The current Global X S&P 500 Covered Call ETF volatility is 0.66%, 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.


1.00%2.00%3.00%4.00%5.00%OctoberNovemberDecember2024FebruaryMarch
0.66%
2.82%
XYLD (Global X S&P 500 Covered Call ETF)
Benchmark (^GSPC)