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
ISIN | US37954Y4750 |
---|---|
CUSIP | 37954Y475 |
Issuer | Global X |
Inception Date | Jun 24, 2013 |
Region | North America (U.S.) |
Category | Long-Short |
Index Tracked | CBOE S&P 500 2% OTM BuyWrite Index |
Home Page | www.globalxetfs.com |
Asset Class | Multi-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.
Share Price Chart
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Compare to other instruments
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 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.
Period | Return | Benchmark |
---|---|---|
Year-To-Date | 5.77% | 10.04% |
1 month | 2.36% | 3.53% |
6 months | 10.43% | 22.79% |
1 year | 12.01% | 32.16% |
5 years (annualized) | 6.16% | 13.15% |
10 years (annualized) | 6.42% | 10.96% |
Monthly Returns Heatmap
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
2024 | 1.79% | 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 ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index | |
---|---|---|---|---|---|
Global X S&P 500 Covered Call ETF | 1.95 | ||||
S&P 500 | 2.76 |
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.
Period | TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 |
---|---|---|---|---|---|---|---|---|---|---|---|---|
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.
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
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.
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, 2020 | 23 | Mar 23, 2020 | 255 | Mar 26, 2021 | 278 |
-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 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.