DYLG vs. DIA
Compare and contrast key facts about Global X Dow 30 Covered Call & Growth ETF (DYLG) and SPDR Dow Jones Industrial Average ETF (DIA).
DYLG and DIA are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. DYLG is a passively managed fund by Global X that tracks the performance of the Cboe DJIA Half BuyWrite Index - Benchmark TR Gross. It was launched on Jul 25, 2023. DIA is a passively managed fund by State Street that tracks the performance of the Dow Jones Industrial Average. It was launched on Jan 14, 1998. Both DYLG and DIA 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
DYLG vs. DIA - Performance Comparison
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DYLG vs. DIA - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
DYLG Global X Dow 30 Covered Call & Growth ETF | -2.73% | 12.50% | 14.46% | 4.05% |
DIA SPDR Dow Jones Industrial Average ETF | -2.78% | 14.71% | 14.82% | 7.04% |
Returns By Period
The year-to-date returns for both stocks are quite close, with DYLG having a -2.73% return and DIA slightly lower at -2.78%.
DYLG
- 1D
- 0.45%
- 1M
- -4.68%
- YTD
- -2.73%
- 6M
- 1.96%
- 1Y
- 9.56%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
DIA
- 1D
- 0.49%
- 1M
- -4.64%
- YTD
- -2.78%
- 6M
- 1.02%
- 1Y
- 12.67%
- 3Y*
- 13.76%
- 5Y*
- 8.92%
- 10Y*
- 12.28%
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DYLG vs. DIA - Expense Ratio Comparison
DYLG has a 0.35% expense ratio, which is higher than DIA's 0.16% expense ratio.
Return for Risk
DYLG vs. DIA — Risk / Return Rank
DYLG
DIA
DYLG vs. DIA - 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 SPDR Dow Jones Industrial Average ETF (DIA). 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.
| DYLG | DIA | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.66 | 0.76 | -0.10 |
Sortino ratioReturn per unit of downside risk | 1.05 | 1.19 | -0.15 |
Omega ratioGain probability vs. loss probability | 1.16 | 1.16 | -0.01 |
Calmar ratioReturn relative to maximum drawdown | 0.94 | 1.17 | -0.23 |
Martin ratioReturn relative to average drawdown | 3.91 | 4.26 | -0.35 |
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
| DYLG | DIA | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.66 | 0.76 | -0.10 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.61 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.70 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.90 | 0.47 | +0.43 |
Correlation
The correlation between DYLG and DIA is 0.98, 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
DYLG vs. DIA - Dividend Comparison
DYLG's dividend yield for the trailing twelve months is around 10.28%, more than DIA's 1.51% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DYLG Global X Dow 30 Covered Call & Growth ETF | 10.28% | 9.63% | 16.55% | 1.38% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
DIA SPDR Dow Jones Industrial Average ETF | 1.51% | 1.43% | 1.61% | 1.81% | 1.91% | 1.58% | 1.87% | 1.85% | 2.24% | 1.97% | 2.26% | 2.33% |
Drawdowns
DYLG vs. DIA - Drawdown Comparison
The maximum DYLG drawdown since its inception was -13.98%, smaller than the maximum DIA drawdown of -51.87%. Use the drawdown chart below to compare losses from any high point for DYLG and DIA.
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Drawdown Indicators
| DYLG | DIA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -13.98% | -51.87% | +37.89% |
Max Drawdown (1Y)Largest decline over 1 year | -10.25% | -10.79% | +0.54% |
Max Drawdown (5Y)Largest decline over 5 years | — | -20.76% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -36.70% | — |
Current DrawdownCurrent decline from peak | -5.86% | -6.94% | +1.08% |
Average DrawdownAverage peak-to-trough decline | -1.86% | -7.17% | +5.31% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.46% | 2.95% | -0.49% |
Volatility
DYLG vs. DIA - Volatility Comparison
The current volatility for Global X Dow 30 Covered Call & Growth ETF (DYLG) is 4.40%, while SPDR Dow Jones Industrial Average ETF (DIA) has a volatility of 4.94%. This indicates that DYLG experiences smaller price fluctuations and is considered to be less risky than DIA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DYLG | DIA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.40% | 4.94% | -0.54% |
Volatility (6M)Calculated over the trailing 6-month period | 7.32% | 9.24% | -1.92% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.58% | 16.81% | -2.23% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.55% | 14.73% | -3.18% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.55% | 17.50% | -5.95% |