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GXG vs. NFLY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between GXG and NFLY is 0.36, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Performance

GXG vs. NFLY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X MSCI Colombia ETF (GXG) and YieldMax NFLX Option Income Strategy ETF (NFLY). The values are adjusted to include any dividend payments, if applicable.

0.00%20.00%40.00%60.00%80.00%100.00%120.00%December2025FebruaryMarchAprilMay
44.95%
108.24%
GXG
NFLY

Key characteristics

Sharpe Ratio

GXG:

0.73

NFLY:

2.68

Sortino Ratio

GXG:

1.03

NFLY:

3.45

Omega Ratio

GXG:

1.13

NFLY:

1.50

Calmar Ratio

GXG:

0.23

NFLY:

4.43

Martin Ratio

GXG:

1.38

NFLY:

15.62

Ulcer Index

GXG:

10.35%

NFLY:

4.56%

Daily Std Dev

GXG:

21.46%

NFLY:

26.45%

Max Drawdown

GXG:

-78.88%

NFLY:

-21.45%

Current Drawdown

GXG:

-49.99%

NFLY:

-0.99%

Returns By Period

In the year-to-date period, GXG achieves a 24.43% return, which is significantly higher than NFLY's 20.99% return.


GXG

YTD

24.43%

1M

15.51%

6M

26.39%

1Y

15.50%

5Y*

11.14%

10Y*

-1.44%

NFLY

YTD

20.99%

1M

24.95%

6M

30.96%

1Y

70.38%

5Y*

N/A

10Y*

N/A

*Annualized

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GXG vs. NFLY - Expense Ratio Comparison

GXG has a 0.62% expense ratio, which is lower than NFLY's 0.99% expense ratio.


Risk-Adjusted Performance

GXG vs. NFLY — Risk-Adjusted Performance Rank

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

GXG
The Risk-Adjusted Performance Rank of GXG is 5959
Overall Rank
The Sharpe Ratio Rank of GXG is 7272
Sharpe Ratio Rank
The Sortino Ratio Rank of GXG is 6868
Sortino Ratio Rank
The Omega Ratio Rank of GXG is 6464
Omega Ratio Rank
The Calmar Ratio Rank of GXG is 4040
Calmar Ratio Rank
The Martin Ratio Rank of GXG is 5050
Martin Ratio Rank

NFLY
The Risk-Adjusted Performance Rank of NFLY is 9797
Overall Rank
The Sharpe Ratio Rank of NFLY is 9797
Sharpe Ratio Rank
The Sortino Ratio Rank of NFLY is 9696
Sortino Ratio Rank
The Omega Ratio Rank of NFLY is 9696
Omega Ratio Rank
The Calmar Ratio Rank of NFLY is 9797
Calmar Ratio Rank
The Martin Ratio Rank of NFLY is 9696
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.

GXG vs. NFLY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X MSCI Colombia ETF (GXG) and YieldMax NFLX Option Income Strategy ETF (NFLY). 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 GXG Sharpe Ratio is 0.73, which is lower than the NFLY Sharpe Ratio of 2.68. The chart below compares the historical Sharpe Ratios of GXG and NFLY, 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 Ratio0.001.002.003.00December2025FebruaryMarchAprilMay
0.73
2.68
GXG
NFLY

Dividends

GXG vs. NFLY - Dividend Comparison

GXG's dividend yield for the trailing twelve months is around 4.89%, less than NFLY's 44.92% yield.


TTM20242023202220212020201920182017201620152014
GXG
Global X MSCI Colombia ETF
4.89%6.08%7.00%12.55%2.32%3.23%3.04%3.03%1.83%1.48%1.58%3.20%
NFLY
YieldMax NFLX Option Income Strategy ETF
44.92%49.91%11.84%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

GXG vs. NFLY - Drawdown Comparison

The maximum GXG drawdown since its inception was -78.88%, which is greater than NFLY's maximum drawdown of -21.45%. Use the drawdown chart below to compare losses from any high point for GXG and NFLY. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay0
-0.99%
GXG
NFLY

Volatility

GXG vs. NFLY - Volatility Comparison

Global X MSCI Colombia ETF (GXG) has a higher volatility of 9.52% compared to YieldMax NFLX Option Income Strategy ETF (NFLY) at 8.36%. This indicates that GXG's price experiences larger fluctuations and is considered to be riskier than NFLY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%December2025FebruaryMarchAprilMay
9.52%
8.36%
GXG
NFLY