DYLG vs. XLG

In the year-to-date period, DYLG achieves a -0.62% return, which is significantly higher than XLG's -1.25% return.

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

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.

The current DYLG Sharpe Ratio is 0.80, which is comparable to the XLG Sharpe Ratio of 0.69. 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.

DYLG's dividend yield for the trailing twelve months is around 17.19%, more than XLG's 0.73% yield.

The maximum DYLG drawdown since its inception was -13.98%, 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.

The current volatility for Global X Dow 30 Covered Call & Growth ETF (DYLG) is 3.15%, while Invesco S&P 500® Top 50 ETF (XLG) has a volatility of 5.29%. 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.