EDOC vs. XYLD
EDOC (Global X Telemedicine & Digital Health ETF) and XYLD (Global X S&P 500 Covered Call ETF) are both exchange-traded funds - EDOC is a Health & Biotech Equities fund tracking the Solactive Telemedicine & Digital Health Index- TR Net, while XYLD is a Derivative Income fund tracking the Cboe S&P 500 BuyWrite Index. Both are passively managed. Over the past 5 years, EDOC returned -14.16%/yr vs 7.76%/yr for XYLD. A 0.55 correlation means they provide meaningful diversification when combined. EDOC charges 0.68%/yr vs 0.60%/yr for XYLD.
Performance
EDOC vs. XYLD - Performance Comparison
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Returns By Period
In the year-to-date period, EDOC achieves a -12.84% return, which is significantly lower than XYLD's 5.14% return.
EDOC
- 1D
- 3.24%
- 1M
- 1.39%
- YTD
- -12.84%
- 6M
- -18.63%
- 1Y
- -19.59%
- 3Y*
- -9.61%
- 5Y*
- -14.16%
- 10Y*
- —
XYLD
- 1D
- 0.17%
- 1M
- 1.87%
- YTD
- 5.14%
- 6M
- 6.53%
- 1Y
- 17.83%
- 3Y*
- 11.29%
- 5Y*
- 7.76%
- 10Y*
- 8.23%
EDOC vs. XYLD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
EDOC Global X Telemedicine & Digital Health ETF | -12.84% | -0.62% | -2.87% | -12.61% | -29.99% | -14.21% | 23.87% |
XYLD Global X S&P 500 Covered Call ETF | 5.14% | 8.02% | 19.49% | 11.10% | -12.05% | 19.59% | 11.80% |
Correlation
The correlation between EDOC and XYLD is 0.56, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.56 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.53 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.57 |
Correlation (All Time) Calculated using the full available price history since Jul 31, 2020 | 0.55 |
The correlation between EDOC and XYLD has been stable across timeframes, ranging from 0.53 to 0.57 - a consistent structural relationship.
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Return for Risk
EDOC vs. XYLD — Risk / Return Rank
EDOC
XYLD
EDOC vs. XYLD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Global X Telemedicine & Digital Health ETF (EDOC) and Global X S&P 500 Covered Call ETF (XYLD). 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.
| EDOC | XYLD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.63 | ||
| Sortino ratioReturn per unit of downside risk | -5.11 | ||
| Omega ratioGain probability vs. loss probability | 0.87 | 1.65 | -0.78 |
| Calmar ratioReturn relative to maximum drawdown | -0.64 | 3.39 | -4.03 |
| Martin ratioReturn relative to average drawdown | -1.29 | 18.02 | -19.31 |
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
| EDOC | XYLD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.89 | 2.74 | -3.63 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.54 | 0.69 | -1.23 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.58 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.38 | 0.60 | -0.98 |
Drawdowns
EDOC vs. XYLD - Drawdown Comparison
The maximum EDOC drawdown since its inception was -65.76%, which is greater than XYLD's maximum drawdown of -33.46%. Use the drawdown chart below to compare losses from any high point for EDOC and XYLD.
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Drawdown Indicators
| EDOC | XYLD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -65.76% | -33.46% | -32.30% |
Max Drawdown (1Y)Largest decline over 1 year | -30.71% | -5.29% | -25.42% |
Max Drawdown (3Y)Largest decline over 3 years | -35.78% | -15.53% | -20.25% |
Max Drawdown (5Y)Largest decline over 5 years | -60.36% | -18.66% | -41.70% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.46% | — |
Current DrawdownCurrent decline from peak | -62.37% | 0.00% | -62.37% |
Average DrawdownAverage peak-to-trough decline | -43.04% | -3.72% | -39.32% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 15.21% | 0.99% | +14.22% |
Volatility
EDOC vs. XYLD - Volatility Comparison
Global X Telemedicine & Digital Health ETF (EDOC) has a higher volatility of 6.11% compared to Global X S&P 500 Covered Call ETF (XYLD) at 0.85%. This indicates that EDOC's price experiences larger fluctuations and is considered to be riskier than XYLD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EDOC | XYLD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.11% | 0.85% | +5.26% |
Volatility (6M)Calculated over the trailing 6-month period | 16.03% | 5.37% | +10.66% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.13% | 6.54% | +15.59% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.41% | 11.22% | +15.19% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.21% | 14.21% | +12.00% |
EDOC vs. XYLD - Expense Ratio Comparison
EDOC has a 0.68% expense ratio, which is higher than XYLD's 0.60% expense ratio.
Dividends
EDOC vs. XYLD - Dividend Comparison
EDOC's dividend yield for the trailing twelve months is around 0.38%, less than XYLD's 10.50% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EDOC Global X Telemedicine & Digital Health ETF | 0.38% | 0.33% | 0.00% | 0.00% | 0.00% | 0.00% | 0.03% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
XYLD Global X S&P 500 Covered Call ETF | 10.50% | 10.51% | 11.54% | 10.51% | 13.43% | 9.07% | 7.93% | 5.76% | 7.12% | 5.18% | 3.23% | 4.65% |
Frequently Asked Questions
EDOC and XYLD have a correlation of 0.56, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
EDOC has higher volatility (6.11%) compared to XYLD (0.85%). In terms of maximum drawdown, EDOC dropped -65.76% vs XYLD's -33.46%.
On 5-year performance, XYLD leads with 7.76% vs -14.16% for EDOC. On fees, XYLD is cheaper at 0.60% per year. On volatility, XYLD has been the lower-risk option at 0.85%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, XYLD has performed better with a 7.76% return vs -14.16%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
XYLD is cheaper with a 0.60% expense ratio, compared with 0.68% for EDOC.
XYLD has the higher dividend yield at 10.50%, compared with 0.38% for EDOC.
EDOC is categorized as Health & Biotech Equities, while XYLD is Derivative Income. EDOC tracks Solactive Telemedicine & Digital Health Index- TR Net, while XYLD tracks Cboe S&P 500 BuyWrite Index. Their fees differ too: 0.68% for EDOC and 0.60% for XYLD.
XYLD currently has the higher Sharpe Ratio (2.74 vs -0.89), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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