DYLG vs. SPYI

In the year-to-date period, DYLG achieves a -0.62% return, which is significantly lower than SPYI's 1.48% return.

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

DYLG has a 0.35% expense ratio, which is lower than SPYI's 0.68% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Global X Dow 30 Covered Call & Growth ETF (DYLG) and NEOS S&P 500 High Income ETF (SPYI). 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 comparable to the SPYI Sharpe Ratio of 0.72. The chart below compares the historical Sharpe Ratios of DYLG and SPYI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

DYLG's dividend yield for the trailing twelve months is around 17.19%, more than SPYI's 12.54% yield.

The maximum DYLG drawdown since its inception was -13.98%, smaller than the maximum SPYI drawdown of -16.47%. Use the drawdown chart below to compare losses from any high point for DYLG and SPYI.

Global X Dow 30 Covered Call & Growth ETF (DYLG) and NEOS S&P 500 High Income ETF (SPYI) have volatilities of 3.15% and 3.21%, 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.