PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan
ASEA vs. XYLD
Performance
Return for Risk
Dividends
Drawdowns
Volatility

ASEA vs. XYLD

Last updated Apr 1, 2026

Compare and contrast key facts about Global X FTSE Southeast Asia ETF (ASEA) and Global X S&P 500 Covered Call ETF (XYLD).

ASEA and XYLD are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. ASEA is a passively managed fund by Global X that tracks the performance of the FTSE/ASEAN 40 Index. It was launched on Feb 17, 2011. XYLD is a passively managed fund by Global X that tracks the performance of the Cboe S&P 500 BuyWrite Index. It was launched on Jun 24, 2013. Both ASEA and XYLD are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

ASEA vs. XYLD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X FTSE Southeast Asia ETF (ASEA) and Global X S&P 500 Covered Call ETF (XYLD). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

ASEA vs. XYLD - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
ASEA
Global X FTSE Southeast Asia ETF		6.01%19.80%9.82%4.88%5.24%4.66%-7.88%8.34%-7.58%35.06%
XYLD
Global X S&P 500 Covered Call ETF		-1.04%8.02%19.49%11.10%-12.05%19.59%-0.56%21.41%-6.09%16.49%

Returns By Period

In the year-to-date period, ASEA achieves a 6.01% return, which is significantly higher than XYLD's -1.04% return. Over the past 10 years, ASEA has underperformed XYLD with an annualized return of 6.92%, while XYLD has yielded a comparatively higher 7.87% annualized return.

ASEA

1D
2.16%
1M
-4.66%
YTD
6.01%
6M
15.95%
1Y
29.24%
3Y*
13.03%
5Y*
9.54%
10Y*
6.92%

XYLD

1D
2.01%
1M
-2.96%
YTD
-1.04%
6M
5.33%
1Y
10.53%
3Y*
10.21%
5Y*
6.95%
10Y*
7.87%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

Global X FTSE Southeast Asia ETF

Global X S&P 500 Covered Call ETF

Often compared with ASEA:
ASEA vs. ASIAASEA vs. EIDOASEA vs. EWSASEA vs. FLLAASEA vs. VWOASEA vs. FMASEA vs. EPI
Often compared with XYLD:
XYLD vs. JEPIXYLD vs. QYLDXYLD vs. SPYXYLD vs. RYLDXYLD vs. XYLGXYLD vs. VOOXYLD vs. HYLD.TO

ASEA vs. XYLD - Expense Ratio Comparison

ASEA has a 0.65% expense ratio, which is higher than XYLD's 0.60% expense ratio.

ASEA
Global X FTSE Southeast Asia ETF
XYLD
Global X S&P 500 Covered Call ETF

Return for Risk

ASEA vs. XYLD — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
ASEA
ASEA Risk / Return Rank: 8686
Overall Rank
ASEA Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
ASEA Sortino Ratio Rank: 8888
Sortino Ratio Rank
ASEA Omega Ratio Rank: 8787
Omega Ratio Rank
ASEA Calmar Ratio Rank: 8282
Calmar Ratio Rank
ASEA Martin Ratio Rank: 8888
Martin Ratio Rank
XYLD
XYLD Risk / Return Rank: 5656
Overall Rank
XYLD Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
XYLD Sortino Ratio Rank: 4848
Sortino Ratio Rank
XYLD Omega Ratio Rank: 7171
Omega Ratio Rank
XYLD Calmar Ratio Rank: 4747
Calmar Ratio Rank
XYLD Martin Ratio Rank: 6969
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.

ASEA vs. XYLD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X FTSE Southeast Asia ETF (ASEA) and Global X S&P 500 Covered Call ETF (XYLD). 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.

ASEAXYLDDifference

Sharpe ratio

Return per unit of total volatility

1.67

0.76

+0.91

Sortino ratio

Return per unit of downside risk

2.40

1.22

+1.19

Omega ratio

Gain probability vs. loss probability

1.34

1.25

+0.09

Calmar ratio

Return relative to maximum drawdown

2.31

1.10

+1.21

Martin ratio

Return relative to average drawdown

10.51

6.46

+4.05

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

ASEA vs. XYLD - Sharpe Ratio Comparison

The current ASEA Sharpe Ratio is 1.67, which is higher than the XYLD Sharpe Ratio of 0.76. The chart below compares the historical Sharpe Ratios of ASEA and XYLD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Loading graphics...

Sharpe Ratios by Period

ASEAXYLDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.67

0.76

+0.91

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.66

0.62

+0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.39

0.55

-0.16

Sharpe Ratio (All Time)

Calculated using the full available price history

0.26

0.57

-0.31

Correlation

The correlation between ASEA and XYLD is 0.44, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

ASEA vs. XYLD - Dividend Comparison

ASEA's dividend yield for the trailing twelve months is around 3.73%, less than XYLD's 10.98% yield.

TTM20252024202320222021202020192018201720162015
ASEA
Global X FTSE Southeast Asia ETF		3.73%3.95%3.61%3.76%2.23%4.19%2.27%2.51%3.08%1.59%2.78%3.64%
XYLD
Global X S&P 500 Covered Call ETF		10.98%10.51%11.54%10.51%13.43%9.07%7.93%5.76%7.12%5.18%3.23%4.65%

Drawdowns

ASEA vs. XYLD - Drawdown Comparison

The maximum ASEA drawdown since its inception was -44.16%, which is greater than XYLD's maximum drawdown of -33.46%. Use the drawdown chart below to compare losses from any high point for ASEA and XYLD.

Loading graphics...

Drawdown Indicators

ASEAXYLDDifference

Max Drawdown

Largest peak-to-trough decline

-44.16%

-33.46%

-10.70%

Max Drawdown (1Y)

Largest decline over 1 year

-12.51%

-10.14%

-2.37%

Max Drawdown (5Y)

Largest decline over 5 years

-22.20%

-18.66%

-3.54%

Max Drawdown (10Y)

Largest decline over 10 years

-44.16%

-33.46%

-10.70%

Current Drawdown

Current decline from peak

-5.91%

-3.39%

-2.52%

Average Drawdown

Average peak-to-trough decline

-10.73%

-3.76%

-6.97%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.75%

1.72%

+1.03%

Volatility

ASEA vs. XYLD - Volatility Comparison

Global X FTSE Southeast Asia ETF (ASEA) has a higher volatility of 6.65% compared to Global X S&P 500 Covered Call ETF (XYLD) at 4.01%. This indicates that ASEA's price experiences larger fluctuations and is considered to be riskier than XYLD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Loading graphics...

Volatility by Period

ASEAXYLDDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.65%

4.01%

+2.64%

Volatility (6M)

Calculated over the trailing 6-month period

10.54%

5.82%

+4.72%

Volatility (1Y)

Calculated over the trailing 1-year period

17.59%

13.99%

+3.60%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.56%

11.31%

+3.25%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.59%

14.23%

+3.36%