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

Correlation

The correlation between DYLG and XLG is 0.64, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.6

Performance

DYLG vs. XLG - 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 Invesco S&P 500® Top 50 ETF (XLG). The values are adjusted to include any dividend payments, if applicable.

10.00%20.00%30.00%40.00%50.00%JulyAugustSeptemberOctoberNovemberDecember
20.11%
44.29%
DYLG
XLG

Key characteristics

Sharpe Ratio

DYLG:

1.73

XLG:

2.35

Sortino Ratio

DYLG:

2.47

XLG:

3.05

Omega Ratio

DYLG:

1.34

XLG:

1.43

Calmar Ratio

DYLG:

3.11

XLG:

3.15

Martin Ratio

DYLG:

10.16

XLG:

12.96

Ulcer Index

DYLG:

1.54%

XLG:

2.75%

Daily Std Dev

DYLG:

9.04%

XLG:

15.15%

Max Drawdown

DYLG:

-7.19%

XLG:

-52.39%

Current Drawdown

DYLG:

-2.34%

XLG:

-1.36%

Returns By Period

In the year-to-date period, DYLG achieves a 15.43% return, which is significantly lower than XLG's 36.06% return.


DYLG

YTD

15.43%

1M

-1.83%

6M

10.61%

1Y

15.38%

5Y*

N/A

10Y*

N/A

XLG

YTD

36.06%

1M

3.34%

6M

11.70%

1Y

35.63%

5Y*

18.16%

10Y*

15.32%

*Annualized

Compare stocks, funds, or ETFs

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


DYLG vs. XLG - Expense Ratio Comparison

DYLG has a 0.35% expense ratio, which is higher than XLG's 0.20% expense ratio.


DYLG
Global X Dow 30 Covered Call & Growth ETF
Expense ratio chart for DYLG: current value at 0.35% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.35%
Expense ratio chart for XLG: current value at 0.20% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.20%

Risk-Adjusted Performance

DYLG vs. XLG - 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 Invesco S&P 500® Top 50 ETF (XLG). 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 DYLG, currently valued at 1.73, compared to the broader market0.002.004.001.732.35
The chart of Sortino ratio for DYLG, currently valued at 2.47, compared to the broader market-2.000.002.004.006.008.0010.002.473.05
The chart of Omega ratio for DYLG, currently valued at 1.34, compared to the broader market0.501.001.502.002.503.001.341.43
The chart of Calmar ratio for DYLG, currently valued at 3.11, compared to the broader market0.005.0010.0015.003.113.15
The chart of Martin ratio for DYLG, currently valued at 10.16, compared to the broader market0.0020.0040.0060.0080.00100.0010.1612.96
DYLG
XLG

The current DYLG Sharpe Ratio is 1.73, which is comparable to the XLG Sharpe Ratio of 2.35. The chart below compares the historical Sharpe Ratios of DYLG and XLG, 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 Ratio1.001.502.002.503.00AugustSeptemberOctoberNovemberDecember
1.73
2.35
DYLG
XLG

Dividends

DYLG vs. XLG - Dividend Comparison

DYLG's dividend yield for the trailing twelve months is around 3.00%, more than XLG's 0.71% yield.


TTM20232022202120202019201820172016201520142013
DYLG
Global X Dow 30 Covered Call & Growth ETF
3.00%1.38%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
XLG
Invesco S&P 500® Top 50 ETF
0.71%0.97%1.34%0.94%1.25%1.58%2.00%1.85%2.00%2.09%1.97%1.97%

Drawdowns

DYLG vs. XLG - Drawdown Comparison

The maximum DYLG drawdown since its inception was -7.19%, smaller than the maximum XLG drawdown of -52.39%. Use the drawdown chart below to compare losses from any high point for DYLG and XLG. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-2.34%
-1.36%
DYLG
XLG

Volatility

DYLG vs. XLG - Volatility Comparison

The current volatility for Global X Dow 30 Covered Call & Growth ETF (DYLG) is 2.88%, while Invesco S&P 500® Top 50 ETF (XLG) has a volatility of 4.50%. This indicates that DYLG experiences smaller price fluctuations and is considered to be less risky than XLG 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%6.00%7.00%JulyAugustSeptemberOctoberNovemberDecember
2.88%
4.50%
DYLG
XLG
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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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