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DYLD vs. XYLD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between DYLD and XYLD 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

DYLD vs. XYLD - Performance Comparison

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

-2.00%0.00%2.00%4.00%6.00%8.00%10.00%12.00%SeptemberOctoberNovemberDecember2025February
0.98%
9.72%
DYLD
XYLD

Key characteristics

Sharpe Ratio

DYLD:

1.67

XYLD:

2.55

Sortino Ratio

DYLD:

2.44

XYLD:

3.52

Omega Ratio

DYLD:

1.32

XYLD:

1.64

Calmar Ratio

DYLD:

0.71

XYLD:

3.68

Martin Ratio

DYLD:

8.92

XYLD:

23.72

Ulcer Index

DYLD:

0.57%

XYLD:

0.81%

Daily Std Dev

DYLD:

3.07%

XYLD:

7.50%

Max Drawdown

DYLD:

-15.03%

XYLD:

-33.46%

Current Drawdown

DYLD:

-1.89%

XYLD:

-1.33%

Returns By Period

In the year-to-date period, DYLD achieves a 0.88% return, which is significantly lower than XYLD's 1.90% return.


DYLD

YTD

0.88%

1M

0.52%

6M

0.98%

1Y

5.08%

5Y*

N/A

10Y*

N/A

XYLD

YTD

1.90%

1M

-0.21%

6M

9.73%

1Y

18.16%

5Y*

6.61%

10Y*

7.14%

*Annualized

Compare stocks, funds, or ETFs

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


DYLD vs. XYLD - Expense Ratio Comparison

DYLD has a 0.75% expense ratio, which is higher than XYLD's 0.60% expense ratio.


DYLD
LeaderShares Dynamic Yield ETF
Expense ratio chart for DYLD: current value at 0.75% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.75%
Expense ratio chart for XYLD: 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%

Risk-Adjusted Performance

DYLD vs. XYLD — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

DYLD
The Risk-Adjusted Performance Rank of DYLD is 6464
Overall Rank
The Sharpe Ratio Rank of DYLD is 7171
Sharpe Ratio Rank
The Sortino Ratio Rank of DYLD is 7373
Sortino Ratio Rank
The Omega Ratio Rank of DYLD is 7373
Omega Ratio Rank
The Calmar Ratio Rank of DYLD is 3333
Calmar Ratio Rank
The Martin Ratio Rank of DYLD is 7272
Martin Ratio Rank

XYLD
The Risk-Adjusted Performance Rank of XYLD is 9494
Overall Rank
The Sharpe Ratio Rank of XYLD is 9494
Sharpe Ratio Rank
The Sortino Ratio Rank of XYLD is 9393
Sortino Ratio Rank
The Omega Ratio Rank of XYLD is 9696
Omega Ratio Rank
The Calmar Ratio Rank of XYLD is 9090
Calmar Ratio Rank
The Martin Ratio Rank of XYLD is 9696
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

DYLD vs. XYLD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for LeaderShares Dynamic Yield ETF (DYLD) 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.


Sharpe ratio
The chart of Sharpe ratio for DYLD, currently valued at 1.67, compared to the broader market0.002.004.001.672.55
The chart of Sortino ratio for DYLD, currently valued at 2.44, compared to the broader market0.005.0010.002.443.52
The chart of Omega ratio for DYLD, currently valued at 1.32, compared to the broader market0.501.001.502.002.503.001.321.64
The chart of Calmar ratio for DYLD, currently valued at 0.71, compared to the broader market0.005.0010.0015.000.713.68
The chart of Martin ratio for DYLD, currently valued at 8.92, compared to the broader market0.0020.0040.0060.0080.00100.008.9223.72
DYLD
XYLD

The current DYLD Sharpe Ratio is 1.67, which is lower than the XYLD Sharpe Ratio of 2.55. The chart below compares the historical Sharpe Ratios of DYLD 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.


Rolling 12-month Sharpe Ratio1.001.502.002.503.00SeptemberOctoberNovemberDecember2025February
1.67
2.55
DYLD
XYLD

Dividends

DYLD vs. XYLD - Dividend Comparison

DYLD's dividend yield for the trailing twelve months is around 4.66%, less than XYLD's 10.86% yield.


TTM20242023202220212020201920182017201620152014
DYLD
LeaderShares Dynamic Yield ETF
4.66%4.58%3.43%1.54%1.02%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
XYLD
Global X S&P 500 Covered Call ETF
10.86%11.55%10.51%13.44%9.08%7.93%5.76%7.12%5.17%3.24%4.65%4.15%

Drawdowns

DYLD vs. XYLD - Drawdown Comparison

The maximum DYLD drawdown since its inception was -15.03%, smaller than the maximum XYLD drawdown of -33.46%. Use the drawdown chart below to compare losses from any high point for DYLD and XYLD. For additional features, visit the drawdowns tool.


-3.50%-3.00%-2.50%-2.00%-1.50%-1.00%-0.50%0.00%SeptemberOctoberNovemberDecember2025February
-1.89%
-1.33%
DYLD
XYLD

Volatility

DYLD vs. XYLD - Volatility Comparison

The current volatility for LeaderShares Dynamic Yield ETF (DYLD) is 0.74%, while Global X S&P 500 Covered Call ETF (XYLD) has a volatility of 1.93%. This indicates that DYLD experiences smaller price fluctuations and is considered to be less risky than XYLD 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%SeptemberOctoberNovemberDecember2025February
0.74%
1.93%
DYLD
XYLD
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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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