AOD vs. XYLG
Compare and contrast key facts about Abrdn Total Dynamic Dividend Fund (AOD) and Global X S&P 500 Covered Call & Growth ETF (XYLG).
XYLG is a passively managed fund by Global X that tracks the performance of the CBOE S&P 500 BuyWrite Index. It was launched on Sep 18, 2020.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: AOD or XYLG.
Key characteristics
| AOD | XYLG | |
|---|---|---|
| YTD Return | 18.08% | 21.40% |
| 1Y Return | 28.41% | 27.91% |
| 3Y Return (Ann) | 3.86% | 7.60% |
| Sharpe Ratio | 2.39 | 3.04 |
| Sortino Ratio | 3.15 | 4.12 |
| Omega Ratio | 1.44 | 1.63 |
| Calmar Ratio | 1.84 | 3.92 |
| Martin Ratio | 17.94 | 20.73 |
| Ulcer Index | 1.65% | 1.35% |
| Daily Std Dev | 12.39% | 9.23% |
| Max Drawdown | -72.28% | -21.30% |
| Current Drawdown | -2.65% | -0.31% |
Correlation
The correlation between AOD and XYLG is 0.76, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
AOD vs. XYLG - Performance Comparison
In the year-to-date period, AOD achieves a 18.08% return, which is significantly lower than XYLG's 21.40% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
AOD vs. XYLG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Abrdn Total Dynamic Dividend Fund (AOD) and Global X S&P 500 Covered Call & Growth ETF (XYLG). 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.
Dividends
AOD vs. XYLG - Dividend Comparison
AOD's dividend yield for the trailing twelve months is around 9.38%, more than XYLG's 4.28% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AOD Abrdn Total Dynamic Dividend Fund | 9.38% | 8.64% | 8.92% | 6.81% | 7.86% | 7.78% | 9.65% | 7.35% | 9.18% | 9.01% | 8.06% | 8.40% |
XYLG Global X S&P 500 Covered Call & Growth ETF | 4.28% | 5.38% | 6.44% | 7.41% | 1.39% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
AOD vs. XYLG - Drawdown Comparison
The maximum AOD drawdown since its inception was -72.28%, which is greater than XYLG's maximum drawdown of -21.30%. Use the drawdown chart below to compare losses from any high point for AOD and XYLG. For additional features, visit the drawdowns tool.
Volatility
AOD vs. XYLG - Volatility Comparison
Abrdn Total Dynamic Dividend Fund (AOD) and Global X S&P 500 Covered Call & Growth ETF (XYLG) have volatilities of 3.13% and 3.13%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.