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ALTY vs. YLD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ALTY vs. YLD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X Alternative Income ETF (ALTY) and Principal Active High Yield ETF (YLD). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ALTY achieves a 6.79% return, which is significantly higher than YLD's 3.11% return. Over the past 10 years, ALTY has outperformed YLD with an annualized return of 6.21%, while YLD has yielded a comparatively lower 5.85% annualized return.


ALTY

1D
0.41%
1M
1.22%
YTD
6.79%
6M
7.29%
1Y
15.76%
3Y*
11.36%
5Y*
5.27%
10Y*
6.21%

YLD

1D
0.48%
1M
1.27%
YTD
3.11%
6M
3.78%
1Y
7.53%
3Y*
8.77%
5Y*
4.83%
10Y*
5.85%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ALTY vs. YLD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ALTY
Global X Alternative Income ETF
6.79%11.07%10.88%10.58%-11.92%23.08%-12.82%21.44%-6.18%10.82%
YLD
Principal Active High Yield ETF
3.11%6.55%9.19%12.93%-8.78%9.17%1.50%13.58%-3.30%9.12%

Correlation

The correlation between ALTY and YLD is 0.56, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.56

Correlation (3Y)
Calculated over the trailing 3-year period

0.53

Correlation (5Y)
Calculated over the trailing 5-year period

0.57

Correlation (10Y)
Calculated over the trailing 10-year period

0.47

Correlation (All Time)
Calculated using the full available price history since Jul 14, 2015

0.45

The correlation between ALTY and YLD shifts across timeframes, from 0.45 (all time) to 0.57 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

ALTY vs. YLD — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ALTY
ALTY Risk / Return Rank: 8787
Overall Rank
ALTY Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
ALTY Sortino Ratio Rank: 9090
Sortino Ratio Rank
ALTY Omega Ratio Rank: 9191
Omega Ratio Rank
ALTY Calmar Ratio Rank: 7878
Calmar Ratio Rank
ALTY Martin Ratio Rank: 8787
Martin Ratio Rank

YLD
YLD Risk / Return Rank: 6666
Overall Rank
YLD Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
YLD Sortino Ratio Rank: 6262
Sortino Ratio Rank
YLD Omega Ratio Rank: 5757
Omega Ratio Rank
YLD Calmar Ratio Rank: 8080
Calmar Ratio Rank
YLD Martin Ratio Rank: 7676
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

ALTY vs. YLD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Alternative Income ETF (ALTY) and Principal Active High Yield ETF (YLD). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


ALTYYLDDifference
Sharpe ratioReturn per unit of total volatility

+0.98

Sortino ratioReturn per unit of downside risk

+1.20

Omega ratioGain probability vs. loss probability

1.52

1.31

+0.21

Calmar ratioReturn relative to maximum drawdown

3.57

3.70

-0.13

Martin ratioReturn relative to average drawdown

16.46

12.68

+3.77

ALTY vs. YLD - Sharpe Ratio Comparison

The current ALTY Sharpe Ratio is 2.66, which is higher than the YLD Sharpe Ratio of 1.68. The chart below compares the historical Sharpe Ratios of ALTY and YLD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

ALTY vs. YLD - Drawdown Comparison

The maximum ALTY drawdown since its inception was -51.47%, which is greater than YLD's maximum drawdown of -28.34%. Use the drawdown chart below to compare losses from any high point for ALTY and YLD.


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Drawdown Indicators


ALTYYLDDifference

Max Drawdown

Largest peak-to-trough decline

-51.47%

-28.34%

-23.13%

Max Drawdown (1Y)

Largest decline over 1 year

-4.34%

-1.98%

-2.36%

Max Drawdown (3Y)

Largest decline over 3 years

-10.08%

-5.62%

-4.46%

Max Drawdown (5Y)

Largest decline over 5 years

-18.48%

-13.89%

-4.59%

Max Drawdown (10Y)

Largest decline over 10 years

-51.47%

-28.34%

-23.13%

Current Drawdown

Current decline from peak

0.00%

-0.11%

+0.11%

Average Drawdown

Average peak-to-trough decline

-6.73%

-2.70%

-4.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.94%

0.58%

+0.36%

Volatility

ALTY vs. YLD - Volatility Comparison

Global X Alternative Income ETF (ALTY) has a higher volatility of 1.61% compared to Principal Active High Yield ETF (YLD) at 1.34%. This indicates that ALTY's price experiences larger fluctuations and is considered to be riskier than YLD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ALTYYLDDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.61%

1.34%

+0.27%

Volatility (6M)

Calculated over the trailing 6-month period

4.43%

3.50%

+0.93%

Volatility (1Y)

Calculated over the trailing 1-year period

5.82%

4.36%

+1.46%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.61%

6.39%

+4.22%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.57%

8.20%

+8.37%

ALTY vs. YLD - Expense Ratio Comparison

ALTY has a 0.50% expense ratio, which is higher than YLD's 0.39% expense ratio.


Dividends

ALTY vs. YLD - Dividend Comparison

ALTY's dividend yield for the trailing twelve months is around 7.43%, more than YLD's 7.25% yield.


PositionTTM20252024202320222021202020192018201720162015
ALTY
Global X Alternative Income ETF
7.43%7.50%7.88%7.31%7.66%6.88%9.20%8.74%8.49%7.52%8.20%4.21%
YLD
Principal Active High Yield ETF
7.25%7.33%7.12%6.46%6.51%3.92%4.40%4.81%5.42%6.28%4.47%2.56%

Frequently Asked Questions


ALTY and YLD have a correlation of 0.56, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ALTY has higher volatility (1.61%) compared to YLD (1.34%). In terms of maximum drawdown, ALTY dropped -51.47% vs YLD's -28.34%.

On 10-year performance, ALTY leads with 6.21% vs 5.85% for YLD. On fees, YLD is cheaper at 0.39% per year. On volatility, YLD has been the lower-risk option at 1.34%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, ALTY has performed better with a 6.21% return vs 5.85%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

YLD is cheaper with a 0.39% expense ratio, compared with 0.50% for ALTY.

ALTY has the higher dividend yield at 7.43%, compared with 7.25% for YLD.

ALTY is categorized as Global Allocation, while YLD is High Yield Bonds. They also come from different issuers: Global X and Principal. Their fees differ too: 0.50% for ALTY and 0.39% for YLD.

ALTY currently has the higher Sharpe Ratio (2.66 vs 1.68), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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