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FYLG vs. XYLG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FYLG and XYLG is 0.62, 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.


Performance

FYLG vs. XYLG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X Financials Covered Call & Growth ETF (FYLG) and Global X S&P 500 Covered Call & Growth ETF (XYLG). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Returns By Period


FYLG

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

3Y*

N/A

5Y*

N/A

10Y*

N/A

XYLG

YTD

-1.87%

1M

3.31%

6M

-2.05%

1Y

11.39%

3Y*

10.12%

5Y*

N/A

10Y*

N/A

*Annualized

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FYLG vs. XYLG - Expense Ratio Comparison

Both FYLG and XYLG have an expense ratio of 0.60%.


Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

FYLG vs. XYLG — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

FYLG
The Risk-Adjusted Performance Rank of FYLG is 9393
Overall Rank
The Sharpe Ratio Rank of FYLG is 9393
Sharpe Ratio Rank
The Sortino Ratio Rank of FYLG is 9393
Sortino Ratio Rank
The Omega Ratio Rank of FYLG is 9494
Omega Ratio Rank
The Calmar Ratio Rank of FYLG is 9494
Calmar Ratio Rank
The Martin Ratio Rank of FYLG is 9393
Martin Ratio Rank

XYLG
The Risk-Adjusted Performance Rank of XYLG is 5858
Overall Rank
The Sharpe Ratio Rank of XYLG is 5656
Sharpe Ratio Rank
The Sortino Ratio Rank of XYLG is 5555
Sortino Ratio Rank
The Omega Ratio Rank of XYLG is 6262
Omega Ratio Rank
The Calmar Ratio Rank of XYLG is 6060
Calmar Ratio Rank
The Martin Ratio Rank of XYLG is 5959
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

FYLG vs. XYLG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Financials Covered Call & Growth ETF (FYLG) and Global X S&P 500 Covered Call & Growth ETF (XYLG). 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.



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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

FYLG vs. XYLG - Dividend Comparison

FYLG has not paid dividends to shareholders, while XYLG's dividend yield for the trailing twelve months is around 25.34%.


TTM20242023202220212020
FYLG
Global X Financials Covered Call & Growth ETF
3.59%5.32%5.22%0.49%0.00%0.00%
XYLG
Global X S&P 500 Covered Call & Growth ETF
25.34%23.65%4.90%6.44%7.40%1.39%

Drawdowns

FYLG vs. XYLG - Drawdown Comparison


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

FYLG vs. XYLG - Volatility Comparison


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