DYLG vs. BIGY

Last updated Aug 2, 2026

DYLG (Global X Dow 30 Covered Call & Growth ETF) and BIGY (YieldMax Target 12™ Big 50 Option Income ETF) are both Derivative Income funds. DYLG is passively managed, while BIGY is actively managed. Over the past year, DYLG returned 20.19% vs 17.40% for BIGY. Their 0.74 correlation means they have sometimes moved together and sometimes differently. DYLG charges 0.35%/yr vs 0.99%/yr for BIGY.

Performance

DYLG vs. BIGY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X Dow 30 Covered Call & Growth ETF (DYLG) and YieldMax Target 12™ Big 50 Option Income ETF (BIGY). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, DYLG achieves a 8.59% return, which is significantly higher than BIGY's 5.10% return.

DYLG

• 1D: 0.64%
• 1M: 0.75%
• 6M: 7.29%
• YTD: 8.59%
• 1Y: 20.19%
• 3Y*: 13.16%
• 5Y*: —
• 10Y*: —
• ALL TIME*: 13.25%

BIGY

• 1D: 0.76%
• 1M: -0.33%
• 6M: 5.15%
• YTD: 5.10%
• 1Y: 17.40%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: 14.17%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
BIGY YieldMax Target 12™ Big 50 Option Income ETF	$372.69K	$439.43K	$561.60K
DYLG Global X Dow 30 Covered Call & Growth ETF	$29.24K	$30.29K	$73.30K

DYLG vs. BIGY - Yearly Performance Comparison

	2026 (YTD)	2025	2024
DYLG Global X Dow 30 Covered Call & Growth ETF	8.59%	12.50%	-0.56%
BIGY YieldMax Target 12™ Big 50 Option Income ETF	5.10%	19.14%	-0.10%

Correlation

The correlation between DYLG and BIGY is 0.76, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.76
Correlation (All Time) Calculated using the full available price history since Nov 21, 2024	0.74

The correlation between DYLG and BIGY has been stable across timeframes, ranging from 0.74 to 0.76 - a consistent structural relationship.

DYLG vs. BIGY - Sectors Allocation Comparison

Sectors	DYLG	BIGY
Financial Services	26.7%	12.0%
Industrials	18.9%	6.5%
Technology	16.1%	34.0%
Healthcare	13.2%	12.0%
Consumer Cyclical	10.3%	10.2%
Communication Services	5.2%	11.0%
Basic Materials	3.9%	-
Consumer Defensive	3.9%	10.5%
Energy	1.9%	3.8%
Real Estate	-	-
Utilities	-	-

Return for Risk

DYLG vs. BIGY — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

DYLG

DYLG Risk / Return Rank: 79
DYLG Sharpe Ratio Rank: 84
DYLG Sortino Ratio Rank: 84
DYLG Omega Ratio Rank: 85
DYLG Calmar Ratio Rank: 66
DYLG Martin Ratio Rank: 75

BIGY

BIGY Risk / Return Rank: 57
BIGY Sharpe Ratio Rank: 59
BIGY Sortino Ratio Rank: 56
BIGY Omega Ratio Rank: 57
BIGY Calmar Ratio Rank: 54
BIGY Martin Ratio Rank: 58

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

DYLG vs. BIGY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Dow 30 Covered Call & Growth ETF (DYLG) and YieldMax Target 12™ Big 50 Option Income ETF (BIGY). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	DYLG	BIGY	Difference
Sharpe ratio: Return per unit of total volatility	1.97	1.39	+0.58
Sortino ratio: Return per unit of downside risk	2.80	1.94	+0.85
Omega ratio: Gain probability vs. loss probability	1.37	1.25	+0.12
Calmar ratio: Return relative to maximum drawdown	2.30	1.89	+0.41
Martin ratio: Return relative to average drawdown	9.40	6.84	+2.56

DYLG vs. BIGY - Sharpe Ratio Comparison

The current DYLG Sharpe Ratio is 1.97, which is higher than the BIGY Sharpe Ratio of 1.39. The chart below compares the historical Sharpe Ratios of DYLG and BIGY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

DYLG vs. BIGY - Drawdown Comparison

The maximum DYLG drawdown since its inception was -13.98%, smaller than the maximum BIGY drawdown of -18.93%. Use the drawdown chart below to compare losses from any high point for DYLG and BIGY.

Drawdown Indicators

	DYLG	BIGY	Difference
Max Drawdown Largest peak-to-trough decline	-13.98%	-18.93%	+4.95%
Max Drawdown (1Y) Largest decline over 1 year	-8.31%	-8.34%	+0.03%
Max Drawdown (3Y) Largest decline over 3 years	-13.98%	—	—
Current Drawdown Current decline from peak	-0.15%	-2.00%	+1.85%
Average Drawdown Average peak-to-trough decline	-1.78%	-2.51%	+0.73%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.03%	2.30%	-0.27%

Volatility

DYLG vs. BIGY - Volatility Comparison

Global X Dow 30 Covered Call & Growth ETF (DYLG) has a higher volatility of 3.02% compared to YieldMax Target 12™ Big 50 Option Income ETF (BIGY) at 2.68%. This indicates that DYLG's price experiences larger fluctuations and is considered to be riskier than BIGY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DYLG	BIGY	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.02%	2.68%	+0.34%
Volatility (6M) Calculated over the trailing 6-month period	7.91%	8.39%	-0.48%
Volatility (1Y) Calculated over the trailing 1-year period	9.70%	11.32%	-1.62%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	11.35%	16.37%	-5.02%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	11.35%	16.37%	-5.02%

DYLG vs. BIGY - Expense Ratio Comparison

DYLG has a 0.35% expense ratio, which is lower than BIGY's 0.99% expense ratio.

Dividends

DYLG vs. BIGY - Dividend Comparison

DYLG's dividend yield for the trailing twelve months is around 9.22%, less than BIGY's 12.53% yield.

Position	TTM	2025	2024	2023
BIGY YieldMax Target 12™ Big 50 Option Income ETF	12.53%	12.49%	0.00%	0.00%
DYLG Global X Dow 30 Covered Call & Growth ETF	9.22%	9.63%	16.55%	1.38%

Frequently Asked Questions

Can I hold both DYLG and BIGY in my portfolio?

DYLG and BIGY have a correlation of 0.76, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, DYLG or BIGY?

DYLG has higher volatility (3.02%) compared to BIGY (2.68%). In terms of maximum drawdown, DYLG dropped -13.98% vs BIGY's -18.93%.

Which ETF is better, DYLG or BIGY?

On 1-year performance, DYLG leads with 20.19% vs 17.40% for BIGY. On fees, DYLG is cheaper at 0.35% per year. On volatility, BIGY has been the lower-risk option at 2.68%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, DYLG or BIGY?

Over the 1-year period, DYLG has performed better with a 20.19% return vs 17.40%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, DYLG or BIGY?

DYLG is cheaper with a 0.35% expense ratio, compared with 0.99% for BIGY.

Which ETF pays a higher dividend yield, DYLG or BIGY?

BIGY has the higher dividend yield at 12.53%, compared with 9.22% for DYLG.

What is the main difference between DYLG and BIGY?

They also come from different issuers: Global X and YieldMax. Their fees differ too: 0.35% for DYLG and 0.99% for BIGY.

Which has better risk-adjusted returns?

DYLG currently has the higher Sharpe Ratio (1.97 vs 1.39), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.