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DYLG vs. FTHI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between DYLG and FTHI is 0.82, 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.


Performance

DYLG vs. FTHI - 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 First Trust BuyWrite Income ETF (FTHI). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

DYLG:

0.80

FTHI:

0.55

Sortino Ratio

DYLG:

1.06

FTHI:

0.81

Omega Ratio

DYLG:

1.16

FTHI:

1.13

Calmar Ratio

DYLG:

0.73

FTHI:

0.51

Martin Ratio

DYLG:

2.80

FTHI:

2.09

Ulcer Index

DYLG:

3.66%

FTHI:

3.86%

Daily Std Dev

DYLG:

15.36%

FTHI:

16.17%

Max Drawdown

DYLG:

-13.98%

FTHI:

-32.65%

Current Drawdown

DYLG:

-5.05%

FTHI:

-3.68%

Returns By Period

In the year-to-date period, DYLG achieves a -0.62% return, which is significantly higher than FTHI's -1.00% return.


DYLG

YTD

-0.62%

1M

2.43%

6M

-3.59%

1Y

10.55%

3Y*

N/A

5Y*

N/A

10Y*

N/A

FTHI

YTD

-1.00%

1M

3.59%

6M

-2.63%

1Y

8.27%

3Y*

9.83%

5Y*

10.98%

10Y*

6.81%

*Annualized

Compare stocks, funds, or ETFs

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First Trust BuyWrite Income ETF

DYLG vs. FTHI - Expense Ratio Comparison

DYLG has a 0.35% expense ratio, which is lower than FTHI's 0.85% expense ratio.


Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

DYLG vs. FTHI — Risk-Adjusted Performance Rank

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

DYLG
The Risk-Adjusted Performance Rank of DYLG is 6565
Overall Rank
The Sharpe Ratio Rank of DYLG is 6767
Sharpe Ratio Rank
The Sortino Ratio Rank of DYLG is 6161
Sortino Ratio Rank
The Omega Ratio Rank of DYLG is 6565
Omega Ratio Rank
The Calmar Ratio Rank of DYLG is 6868
Calmar Ratio Rank
The Martin Ratio Rank of DYLG is 6666
Martin Ratio Rank

FTHI
The Risk-Adjusted Performance Rank of FTHI is 5151
Overall Rank
The Sharpe Ratio Rank of FTHI is 4747
Sharpe Ratio Rank
The Sortino Ratio Rank of FTHI is 4545
Sortino Ratio Rank
The Omega Ratio Rank of FTHI is 5555
Omega Ratio Rank
The Calmar Ratio Rank of FTHI is 5252
Calmar Ratio Rank
The Martin Ratio Rank of FTHI is 5555
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.

DYLG vs. FTHI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Dow 30 Covered Call & Growth ETF (DYLG) and First Trust BuyWrite Income ETF (FTHI). 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.


The current DYLG Sharpe Ratio is 0.80, which is higher than the FTHI Sharpe Ratio of 0.55. The chart below compares the historical Sharpe Ratios of DYLG and FTHI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

DYLG vs. FTHI - Dividend Comparison

DYLG's dividend yield for the trailing twelve months is around 17.19%, more than FTHI's 9.16% yield.


TTM20242023202220212020201920182017201620152014
DYLG
Global X Dow 30 Covered Call & Growth ETF
17.19%16.55%1.38%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FTHI
First Trust BuyWrite Income ETF
9.16%8.61%8.50%9.06%4.37%4.76%4.21%4.76%4.00%4.41%4.98%3.96%

Drawdowns

DYLG vs. FTHI - Drawdown Comparison

The maximum DYLG drawdown since its inception was -13.98%, smaller than the maximum FTHI drawdown of -32.65%. Use the drawdown chart below to compare losses from any high point for DYLG and FTHI.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

DYLG vs. FTHI - Volatility Comparison

Global X Dow 30 Covered Call & Growth ETF (DYLG) has a higher volatility of 3.15% compared to First Trust BuyWrite Income ETF (FTHI) at 2.40%. This indicates that DYLG's price experiences larger fluctuations and is considered to be riskier than FTHI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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