GYLD vs. XDTE
Compare and contrast key facts about Arrow Dow Jones Global Yield ETF (GYLD) and Roundhill S&P 500 0DTE Covered Call Strategy ETF (XDTE).
GYLD and XDTE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. GYLD is a passively managed fund by Arrow Funds that tracks the performance of the DJ Brookfield Global Infrastructure Composite Yield. It was launched on May 8, 2012. XDTE is an actively managed fund by Roundhill. It was launched on Mar 7, 2024.
Performance
GYLD vs. XDTE - Performance Comparison
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GYLD vs. XDTE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
GYLD Arrow Dow Jones Global Yield ETF | 4.25% | 19.85% | 5.65% |
XDTE Roundhill S&P 500 0DTE Covered Call Strategy ETF | -2.43% | 12.60% | 16.39% |
Returns By Period
In the year-to-date period, GYLD achieves a 4.25% return, which is significantly higher than XDTE's -2.43% return.
GYLD
- 1D
- 0.87%
- 1M
- -1.33%
- YTD
- 4.25%
- 6M
- 8.47%
- 1Y
- 16.00%
- 3Y*
- 12.35%
- 5Y*
- 7.17%
- 10Y*
- 5.01%
XDTE
- 1D
- 1.03%
- 1M
- -4.05%
- YTD
- -2.43%
- 6M
- 0.99%
- 1Y
- 13.86%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
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GYLD vs. XDTE - Expense Ratio Comparison
GYLD has a 0.75% expense ratio, which is lower than XDTE's 0.97% expense ratio.
Return for Risk
GYLD vs. XDTE — Risk / Return Rank
GYLD
XDTE
GYLD vs. XDTE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Arrow Dow Jones Global Yield ETF (GYLD) and Roundhill S&P 500 0DTE Covered Call Strategy ETF (XDTE). 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.
| GYLD | XDTE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.24 | 0.90 | +0.33 |
Sortino ratioReturn per unit of downside risk | 1.67 | 1.21 | +0.46 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.19 | +0.03 |
Calmar ratioReturn relative to maximum drawdown | 2.02 | 1.12 | +0.90 |
Martin ratioReturn relative to average drawdown | 7.83 | 4.60 | +3.23 |
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
| GYLD | XDTE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.24 | 0.90 | +0.33 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.53 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.30 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.19 | 0.90 | -0.71 |
Correlation
The correlation between GYLD and XDTE is 0.24, 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.
Dividends
GYLD vs. XDTE - Dividend Comparison
GYLD's dividend yield for the trailing twelve months is around 7.71%, less than XDTE's 38.73% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GYLD Arrow Dow Jones Global Yield ETF | 7.71% | 8.43% | 12.90% | 7.13% | 4.64% | 5.50% | 7.42% | 5.83% | 8.17% | 6.78% | 7.29% | 10.35% |
XDTE Roundhill S&P 500 0DTE Covered Call Strategy ETF | 38.73% | 39.16% | 20.35% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
GYLD vs. XDTE - Drawdown Comparison
The maximum GYLD drawdown since its inception was -55.03%, which is greater than XDTE's maximum drawdown of -19.09%. Use the drawdown chart below to compare losses from any high point for GYLD and XDTE.
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Drawdown Indicators
| GYLD | XDTE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.03% | -19.09% | -35.94% |
Max Drawdown (1Y)Largest decline over 1 year | -7.89% | -12.87% | +4.98% |
Max Drawdown (5Y)Largest decline over 5 years | -20.24% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -47.89% | — | — |
Current DrawdownCurrent decline from peak | -1.33% | -4.87% | +3.54% |
Average DrawdownAverage peak-to-trough decline | -14.57% | -2.44% | -12.13% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.09% | 3.14% | -1.05% |
Volatility
GYLD vs. XDTE - Volatility Comparison
The current volatility for Arrow Dow Jones Global Yield ETF (GYLD) is 4.19%, while Roundhill S&P 500 0DTE Covered Call Strategy ETF (XDTE) has a volatility of 4.77%. This indicates that GYLD experiences smaller price fluctuations and is considered to be less risky than XDTE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GYLD | XDTE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.19% | 4.77% | -0.58% |
Volatility (6M)Calculated over the trailing 6-month period | 8.28% | 8.90% | -0.62% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.00% | 15.42% | -2.42% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.56% | 14.07% | -0.51% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.59% | 14.07% | +2.52% |