PortfoliosLab logoPortfoliosLab logo
FTHI vs. XYLD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FTHI vs. XYLD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust BuyWrite Income ETF (FTHI) and Global X S&P 500 Covered Call ETF (XYLD). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, FTHI achieves a 5.42% return, which is significantly lower than XYLD's 8.05% return. Both investments have delivered pretty close results over the past 10 years, with FTHI having a 8.29% annualized return and XYLD not far ahead at 8.34%.


FTHI

1D
0.08%
1M
0.46%
6M
4.06%
YTD
5.42%
1Y
13.20%
3Y*
13.23%
5Y*
11.02%
10Y*
8.29%
ALL TIME*
7.65%

XYLD

1D
0.49%
1M
1.82%
6M
6.81%
YTD
8.05%
1Y
18.90%
3Y*
11.51%
5Y*
7.90%
10Y*
8.34%
ALL TIME*
8.37%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$23.68M$20.77M$17.60M
$36.93M$37.58M$32.35M

FTHI vs. XYLD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FTHI
First Trust BuyWrite Income ETF
5.42%11.03%19.02%20.72%-4.37%13.95%-7.13%18.16%-9.72%14.41%
XYLD
Global X S&P 500 Covered Call ETF
8.05%8.02%19.49%11.10%-12.05%19.59%-0.56%21.41%-6.09%16.49%

Correlation

The correlation between FTHI and XYLD is 0.85, meaning they have usually moved in the same direction, including during past declines.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.85

Correlation (3Y)
Balances recent behavior with more history.

0.83

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.81

Correlation (10Y)
Provides a long-term view across more market conditions.

0.70

Correlation (All Time)
Calculated using the full available price history since Jan 7, 2014

0.64

Over the past year, FTHI and XYLD have become more correlated (0.85) than their long-term average of 0.64, meaning their price movements have been converging.

Compare stocks, funds, or ETFs

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


Return for Risk

FTHI vs. XYLD — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

FTHI
FTHI Risk / Return Rank: 6060
Overall Rank
FTHI Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
FTHI Sortino Ratio Rank: 5555
Sortino Ratio Rank
FTHI Omega Ratio Rank: 5454
Omega Ratio Rank
FTHI Calmar Ratio Rank: 6464
Calmar Ratio Rank
FTHI Martin Ratio Rank: 7575
Martin Ratio Rank

XYLD
XYLD Risk / Return Rank: 9393
Overall Rank
XYLD Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
XYLD Sortino Ratio Rank: 9494
Sortino Ratio Rank
XYLD Omega Ratio Rank: 9595
Omega Ratio Rank
XYLD Calmar Ratio Rank: 8787
Calmar Ratio Rank
XYLD Martin Ratio Rank: 9494
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

FTHI vs. XYLD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust BuyWrite Income ETF (FTHI) 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


FTHIXYLDDifference
Sharpe ratioReturn per unit of total volatility

-1.24

Sortino ratioReturn per unit of downside risk

-1.70

Omega ratioGain probability vs. loss probability

1.24

1.56

-0.33

Calmar ratioReturn relative to maximum drawdown

2.24

3.40

-1.17

Martin ratioReturn relative to average drawdown

9.35

17.69

-8.34

FTHI vs. XYLD - Sharpe Ratio Comparison

The current FTHI Sharpe Ratio is 1.29, which is lower than the XYLD Sharpe Ratio of 2.53. The chart below compares the historical Sharpe Ratios of FTHI and XYLD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

FTHI vs. XYLD - Drawdown Comparison

The maximum FTHI drawdown since its inception was -32.65%, roughly equal to the maximum XYLD drawdown of -33.46%. Use the drawdown chart below to compare losses from any high point for FTHI and XYLD.


Loading charts...

Drawdown Indicators


FTHIXYLDDifference

Max Drawdown

Largest peak-to-trough decline

-32.65%

-33.46%

+0.81%

Max Drawdown (1Y)

Largest decline over 1 year

-5.47%

-5.29%

-0.18%

Max Drawdown (3Y)

Largest decline over 3 years

-15.92%

-15.53%

-0.39%

Max Drawdown (5Y)

Largest decline over 5 years

-16.70%

-18.66%

+1.96%

Max Drawdown (10Y)

Largest decline over 10 years

-32.65%

-33.46%

+0.81%

Current Drawdown

Current decline from peak

-0.84%

0.00%

-0.84%

Average Drawdown

Average peak-to-trough decline

-3.64%

-3.68%

+0.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.31%

1.02%

+0.29%

Volatility

FTHI vs. XYLD - Volatility Comparison

First Trust BuyWrite Income ETF (FTHI) has a higher volatility of 2.97% compared to Global X S&P 500 Covered Call ETF (XYLD) at 1.92%. This indicates that FTHI'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.


Loading charts...

Volatility by Period


FTHIXYLDDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.97%

1.92%

+1.05%

Volatility (6M)

Calculated over the trailing 6-month period

7.63%

5.97%

+1.66%

Volatility (1Y)

Calculated over the trailing 1-year period

9.50%

7.13%

+2.37%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.38%

11.27%

+2.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.17%

14.15%

+0.02%

FTHI vs. XYLD - Expense Ratio Comparison

FTHI has a 0.85% expense ratio, which is higher than XYLD's 0.60% expense ratio.


Dividends

FTHI vs. XYLD - Dividend Comparison

FTHI's dividend yield for the trailing twelve months is around 8.88%, less than XYLD's 10.53% yield.


PositionTTM20252024202320222021202020192018201720162015
FTHI
First Trust BuyWrite Income ETF
8.88%8.70%8.61%8.50%9.06%4.37%4.76%4.21%4.76%4.00%4.41%4.98%
XYLD
Global X S&P 500 Covered Call ETF
10.53%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


FTHI and XYLD have a correlation of 0.85, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FTHI has higher volatility (2.97%) compared to XYLD (1.92%). In terms of maximum drawdown, FTHI dropped -32.65% vs XYLD's -33.46%.

On 10-year performance, XYLD leads with 8.34% vs 8.29% for FTHI. On fees, XYLD is cheaper at 0.60% per year. On volatility, XYLD has been the lower-risk option at 1.92%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, XYLD has performed better with a 8.34% return vs 8.29%. 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 0.85% for FTHI.

XYLD has the higher dividend yield at 10.53%, compared with 8.88% for FTHI.

They also come from different issuers: First Trust and Global X. Their fees differ too: 0.85% for FTHI and 0.60% for XYLD.

XYLD currently has the higher Sharpe Ratio (2.53 vs 1.29), 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.

Portfolio Optimizer

Find the right allocation for FTHI and XYLD

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer