DJIA vs. XYLD
Compare and contrast key facts about Global X Dow 30 Covered Call ETF (DJIA) and Global X S&P 500 Covered Call ETF (XYLD).
DJIA and XYLD are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. DJIA is a passively managed fund by Global X that tracks the performance of the DJIA Cboe BuyWrite v2 Index. It was launched on Feb 23, 2022. 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 DJIA 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
DJIA vs. XYLD - Performance Comparison
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DJIA vs. XYLD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
DJIA Global X Dow 30 Covered Call ETF | -1.83% | 9.11% | 14.52% | 9.15% | -2.80% |
XYLD Global X S&P 500 Covered Call ETF | -0.58% | 8.02% | 19.49% | 11.10% | -8.11% |
Returns By Period
In the year-to-date period, DJIA achieves a -1.83% return, which is significantly lower than XYLD's -0.58% return.
DJIA
- 1D
- 0.38%
- 1M
- -4.60%
- YTD
- -1.83%
- 6M
- 3.58%
- 1Y
- 6.73%
- 3Y*
- 9.17%
- 5Y*
- —
- 10Y*
- —
XYLD
- 1D
- 0.46%
- 1M
- -2.54%
- YTD
- -0.58%
- 6M
- 5.60%
- 1Y
- 10.98%
- 3Y*
- 10.37%
- 5Y*
- 7.05%
- 10Y*
- 7.92%
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DJIA vs. XYLD - Expense Ratio Comparison
Both DJIA and XYLD have an expense ratio of 0.60%.
Return for Risk
DJIA vs. XYLD — Risk / Return Rank
DJIA
XYLD
DJIA vs. XYLD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Global X Dow 30 Covered Call ETF (DJIA) 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.
| DJIA | XYLD | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.52 | 0.79 | -0.27 |
Sortino ratioReturn per unit of downside risk | 0.83 | 1.27 | -0.44 |
Omega ratioGain probability vs. loss probability | 1.15 | 1.26 | -0.11 |
Calmar ratioReturn relative to maximum drawdown | 0.75 | 1.09 | -0.34 |
Martin ratioReturn relative to average drawdown | 3.05 | 6.37 | -3.33 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| DJIA | XYLD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.52 | 0.79 | -0.27 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.63 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.56 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.59 | 0.57 | +0.02 |
Correlation
The correlation between DJIA and XYLD is 0.71, 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.
Dividends
DJIA vs. XYLD - Dividend Comparison
DJIA's dividend yield for the trailing twelve months is around 11.42%, more than XYLD's 10.93% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DJIA Global X Dow 30 Covered Call ETF | 11.42% | 10.60% | 11.44% | 7.16% | 9.18% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
XYLD Global X S&P 500 Covered Call ETF | 10.93% | 10.51% | 11.54% | 10.51% | 13.43% | 9.07% | 7.93% | 5.76% | 7.12% | 5.18% | 3.23% | 4.65% |
Drawdowns
DJIA vs. XYLD - Drawdown Comparison
The maximum DJIA drawdown since its inception was -16.91%, smaller than the maximum XYLD drawdown of -33.46%. Use the drawdown chart below to compare losses from any high point for DJIA and XYLD.
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Drawdown Indicators
| DJIA | XYLD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.91% | -33.46% | +16.55% |
Max Drawdown (1Y)Largest decline over 1 year | -9.20% | -10.14% | +0.94% |
Max Drawdown (5Y)Largest decline over 5 years | — | -18.66% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.46% | — |
Current DrawdownCurrent decline from peak | -5.23% | -2.94% | -2.29% |
Average DrawdownAverage peak-to-trough decline | -3.63% | -3.76% | +0.13% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.25% | 1.73% | +0.52% |
Volatility
DJIA vs. XYLD - Volatility Comparison
Global X Dow 30 Covered Call ETF (DJIA) and Global X S&P 500 Covered Call ETF (XYLD) have volatilities of 4.12% and 4.03%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DJIA | XYLD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.12% | 4.03% | +0.09% |
Volatility (6M)Calculated over the trailing 6-month period | 6.08% | 5.83% | +0.25% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.05% | 13.99% | -0.94% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.32% | 11.30% | +0.02% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.32% | 14.23% | -2.91% |