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

Key characteristics


BCDXYLG
YTD Return6.86%4.61%
1Y Return2.78%15.05%
3Y Return (Ann)11.01%6.09%
Sharpe Ratio0.191.73
Daily Std Dev12.25%8.85%
Max Drawdown-29.79%-21.31%
Current Drawdown-14.93%-3.60%

Correlation

-0.50.00.51.00.2

The correlation between BCD and XYLG is 0.25, 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.

Performance

BCD vs. XYLG - Performance Comparison

In the year-to-date period, BCD achieves a 6.86% return, which is significantly higher than XYLG's 4.61% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-5.00%0.00%5.00%10.00%15.00%20.00%NovemberDecember2024FebruaryMarchApril
2.56%
13.92%
BCD
XYLG

Compare stocks, funds, or ETFs

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


abrdn Bloomberg All Commodity Longer Dated Strategy K-1 Free ETF

Global X S&P 500 Covered Call & Growth ETF

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.


BCD
Sharpe ratio
The chart of Sharpe ratio for BCD, currently valued at 0.19, compared to the broader market-1.000.001.002.003.004.000.19
Sortino ratio
The chart of Sortino ratio for BCD, currently valued at 0.35, compared to the broader market-2.000.002.004.006.008.000.35
Omega ratio
The chart of Omega ratio for BCD, currently valued at 1.04, compared to the broader market1.001.502.001.04
Calmar ratio
The chart of Calmar ratio for BCD, currently valued at 0.10, compared to the broader market0.002.004.006.008.0010.000.10
Martin ratio
The chart of Martin ratio for BCD, currently valued at 0.52, compared to the broader market0.0010.0020.0030.0040.0050.0060.000.52
XYLG
Sharpe ratio
The chart of Sharpe ratio for XYLG, currently valued at 1.73, compared to the broader market-1.000.001.002.003.004.001.73
Sortino ratio
The chart of Sortino ratio for XYLG, currently valued at 2.48, compared to the broader market-2.000.002.004.006.008.002.48
Omega ratio
The chart of Omega ratio for XYLG, currently valued at 1.31, compared to the broader market1.001.502.001.31
Calmar ratio
The chart of Calmar ratio for XYLG, currently valued at 1.46, compared to the broader market0.002.004.006.008.0010.001.46
Martin ratio
The chart of Martin ratio for XYLG, currently valued at 6.29, compared to the broader market0.0010.0020.0030.0040.0050.0060.006.29

BCD vs. XYLG - Sharpe Ratio Comparison

The current BCD Sharpe Ratio is 0.19, which is lower than the XYLG Sharpe Ratio of 1.73. The chart below compares the 12-month rolling Sharpe Ratio of BCD and XYLG.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00NovemberDecember2024FebruaryMarchApril
0.19
1.73
BCD
XYLG

Dividends

BCD vs. XYLG - Dividend Comparison

BCD's dividend yield for the trailing twelve months is around 4.22%, less than XYLG's 4.98% yield.


TTM2023202220212020201920182017
BCD
abrdn Bloomberg All Commodity Longer Dated Strategy K-1 Free ETF
4.22%4.51%5.21%8.30%1.29%1.55%1.59%0.07%
XYLG
Global X S&P 500 Covered Call & Growth ETF
4.98%5.37%6.44%7.40%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 -21.31%. 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%NovemberDecember2024FebruaryMarchApril
-14.93%
-3.60%
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 2.58% compared to Global X S&P 500 Covered Call & Growth ETF (XYLG) at 2.11%. 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%7.00%NovemberDecember2024FebruaryMarchApril
2.58%
2.11%
BCD
XYLG