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

Correlation

The correlation between BCD and XYLG is 0.24, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.2

Performance

BCD vs. XYLG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in abrdn Bloomberg All Commodity Longer Dated Strategy K-1 Free ETF (BCD) and Global X S&P 500 Covered Call & Growth ETF (XYLG). The values are adjusted to include any dividend payments, if applicable.

50.00%55.00%60.00%65.00%70.00%75.00%JulyAugustSeptemberOctoberNovemberDecember
61.14%
68.59%
BCD
XYLG

Key characteristics

Sharpe Ratio

BCD:

0.06

XYLG:

2.51

Sortino Ratio

BCD:

0.16

XYLG:

3.40

Omega Ratio

BCD:

1.02

XYLG:

1.51

Calmar Ratio

BCD:

0.03

XYLG:

3.29

Martin Ratio

BCD:

0.14

XYLG:

17.11

Ulcer Index

BCD:

5.00%

XYLG:

1.38%

Daily Std Dev

BCD:

11.54%

XYLG:

9.37%

Max Drawdown

BCD:

-29.79%

XYLG:

-21.30%

Current Drawdown

BCD:

-19.64%

XYLG:

-0.97%

Returns By Period

In the year-to-date period, BCD achieves a 0.95% return, which is significantly lower than XYLG's 22.30% return.


BCD

YTD

0.95%

1M

-4.34%

6M

-5.29%

1Y

0.49%

5Y*

9.06%

10Y*

N/A

XYLG

YTD

22.30%

1M

0.91%

6M

10.01%

1Y

22.58%

5Y*

N/A

10Y*

N/A

Compare stocks, funds, or ETFs

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


BCD vs. XYLG - Expense Ratio Comparison

BCD has a 0.29% expense ratio, which is lower than XYLG's 0.60% expense ratio.


XYLG
Global X S&P 500 Covered Call & Growth ETF
Expense ratio chart for XYLG: current value at 0.60% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.60%
Expense ratio chart for BCD: current value at 0.29% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.29%

Risk-Adjusted Performance

BCD vs. XYLG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for abrdn Bloomberg All Commodity Longer Dated Strategy K-1 Free ETF (BCD) 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.


Sharpe ratio
The chart of Sharpe ratio for BCD, currently valued at 0.06, compared to the broader market0.002.004.000.062.51
The chart of Sortino ratio for BCD, currently valued at 0.16, compared to the broader market-2.000.002.004.006.008.0010.000.163.40
The chart of Omega ratio for BCD, currently valued at 1.02, compared to the broader market0.501.001.502.002.503.001.021.51
The chart of Calmar ratio for BCD, currently valued at 0.03, compared to the broader market0.005.0010.0015.000.033.29
The chart of Martin ratio for BCD, currently valued at 0.14, compared to the broader market0.0020.0040.0060.0080.00100.000.1417.11
BCD
XYLG

The current BCD Sharpe Ratio is 0.06, which is lower than the XYLG Sharpe Ratio of 2.51. The chart below compares the historical Sharpe Ratios of BCD 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.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
0.06
2.51
BCD
XYLG

Dividends

BCD vs. XYLG - Dividend Comparison

BCD has not paid dividends to shareholders, while XYLG's dividend yield for the trailing twelve months is around 4.42%.


TTM2023202220212020201920182017
BCD
abrdn Bloomberg All Commodity Longer Dated Strategy K-1 Free ETF
0.00%4.51%5.21%8.30%1.29%1.56%1.59%0.07%
XYLG
Global X S&P 500 Covered Call & Growth ETF
4.42%5.38%6.44%7.41%1.39%0.00%0.00%0.00%

Drawdowns

BCD vs. XYLG - Drawdown Comparison

The maximum BCD drawdown since its inception was -29.79%, which is greater than XYLG's maximum drawdown of -21.30%. Use the drawdown chart below to compare losses from any high point for BCD and XYLG. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-19.64%
-0.97%
BCD
XYLG

Volatility

BCD vs. XYLG - Volatility Comparison

abrdn Bloomberg All Commodity Longer Dated Strategy K-1 Free ETF (BCD) has a higher volatility of 4.89% compared to Global X S&P 500 Covered Call & Growth ETF (XYLG) at 2.45%. This indicates that BCD's price experiences larger fluctuations and is considered to be riskier than XYLG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
4.89%
2.45%
BCD
XYLG
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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