BCD vs. XYLG
Compare and contrast key facts about abrdn Bloomberg All Commodity Longer Dated Strategy K-1 Free ETF (BCD) and Global X S&P 500 Covered Call & Growth ETF (XYLG).
BCD and XYLG are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. BCD is an actively managed fund by Abrdn Plc. It was launched on Mar 30, 2017. 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: BCD or XYLG.
Performance
BCD vs. XYLG - Performance Comparison
Returns By Period
In the year-to-date period, BCD achieves a 5.13% return, which is significantly lower than XYLG's 19.80% return.
BCD
5.13%
-0.34%
-5.61%
2.19%
10.75%
N/A
XYLG
19.80%
0.52%
10.30%
24.84%
N/A
N/A
Key characteristics
| BCD | XYLG | |
|---|---|---|
| Sharpe Ratio | 0.22 | 2.65 |
| Sortino Ratio | 0.40 | 3.60 |
| Omega Ratio | 1.05 | 1.54 |
| Calmar Ratio | 0.12 | 3.43 |
| Martin Ratio | 0.54 | 18.02 |
| Ulcer Index | 5.14% | 1.36% |
| Daily Std Dev | 12.51% | 9.27% |
| Max Drawdown | -29.79% | -21.30% |
| Current Drawdown | -16.31% | -1.62% |
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BCD vs. XYLG - Expense Ratio Comparison
BCD has a 0.29% expense ratio, which is lower than XYLG's 0.60% expense ratio.
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.
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.
Dividends
BCD vs. XYLG - Dividend Comparison
BCD's dividend yield for the trailing twelve months is around 4.29%, less than XYLG's 4.34% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|
BCD abrdn Bloomberg All Commodity Longer Dated Strategy K-1 Free ETF | 4.29% | 4.51% | 5.21% | 8.30% | 1.29% | 1.56% | 1.59% | 0.07% |
XYLG Global X S&P 500 Covered Call & Growth ETF | 4.06% | 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.
Volatility
BCD vs. XYLG - Volatility Comparison
abrdn Bloomberg All Commodity Longer Dated Strategy K-1 Free ETF (BCD) has a higher volatility of 3.84% compared to Global X S&P 500 Covered Call & Growth ETF (XYLG) at 3.26%. 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.