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AOD vs. XYLG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between AOD and XYLG is 0.80, 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

The chart below illustrates the hypothetical performance of a $10,000 investment in Abrdn Total Dynamic Dividend Fund (AOD) and Global X S&P 500 Covered Call & Growth ETF (XYLG). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

AOD:

1.03

XYLG:

0.65

Sortino Ratio

AOD:

1.32

XYLG:

0.95

Omega Ratio

AOD:

1.20

XYLG:

1.15

Calmar Ratio

AOD:

1.19

XYLG:

0.60

Martin Ratio

AOD:

5.56

XYLG:

2.33

Ulcer Index

AOD:

3.06%

XYLG:

4.49%

Daily Std Dev

AOD:

18.62%

XYLG:

17.73%

Max Drawdown

AOD:

-72.26%

XYLG:

-21.30%

Current Drawdown

AOD:

0.00%

XYLG:

-5.59%

Returns By Period

In the year-to-date period, AOD achieves a 7.19% return, which is significantly higher than XYLG's -1.87% return.


AOD

YTD

7.19%

1M

4.50%

6M

3.64%

1Y

19.01%

3Y*

9.95%

5Y*

12.25%

10Y*

8.56%

XYLG

YTD

-1.87%

1M

3.31%

6M

-2.05%

1Y

11.39%

3Y*

10.12%

5Y*

N/A

10Y*

N/A

*Annualized

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Abrdn Total Dynamic Dividend Fund

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

AOD vs. XYLG — Risk-Adjusted Performance Rank

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

AOD
The Risk-Adjusted Performance Rank of AOD is 8181
Overall Rank
The Sharpe Ratio Rank of AOD is 8282
Sharpe Ratio Rank
The Sortino Ratio Rank of AOD is 7373
Sortino Ratio Rank
The Omega Ratio Rank of AOD is 7676
Omega Ratio Rank
The Calmar Ratio Rank of AOD is 8686
Calmar Ratio Rank
The Martin Ratio Rank of AOD is 8787
Martin Ratio Rank

XYLG
The Risk-Adjusted Performance Rank of XYLG is 5858
Overall Rank
The Sharpe Ratio Rank of XYLG is 5656
Sharpe Ratio Rank
The Sortino Ratio Rank of XYLG is 5555
Sortino Ratio Rank
The Omega Ratio Rank of XYLG is 6262
Omega Ratio Rank
The Calmar Ratio Rank of XYLG is 6060
Calmar Ratio Rank
The Martin Ratio Rank of XYLG is 5959
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The current AOD Sharpe Ratio is 1.03, which is higher than the XYLG Sharpe Ratio of 0.65. The chart below compares the historical Sharpe Ratios of AOD and XYLG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

AOD vs. XYLG - Dividend Comparison

AOD's dividend yield for the trailing twelve months is around 12.86%, less than XYLG's 25.34% yield.


TTM20242023202220212020201920182017201620152014
AOD
Abrdn Total Dynamic Dividend Fund
12.86%10.77%8.64%8.92%6.81%7.86%7.78%9.65%7.35%9.18%9.01%8.06%
XYLG
Global X S&P 500 Covered Call & Growth ETF
25.34%23.65%4.90%6.44%7.40%1.39%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 -72.26%, 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.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

AOD vs. XYLG - Volatility Comparison

The current volatility for Abrdn Total Dynamic Dividend Fund (AOD) is 3.10%, while Global X S&P 500 Covered Call & Growth ETF (XYLG) has a volatility of 3.44%. This indicates that AOD experiences smaller price fluctuations and is considered to be less risky than XYLG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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