IMB.L vs. XYLD
Compare and contrast key facts about Imperial Brands plc (IMB.L) and Global X S&P 500 Covered Call ETF (XYLD).
XYLD is a passively managed fund by Global X that tracks the performance of the Cboe S&P 500 BuyWrite Index. It was launched on Jun 24, 2013.
Performance
IMB.L vs. XYLD - Performance Comparison
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IMB.L vs. XYLD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IMB.L Imperial Brands plc | -0.12% | 29.63% | 51.66% | -5.83% | 37.80% | 15.06% | -12.52% | -13.44% | -19.62% | -6.12% |
XYLD Global X S&P 500 Covered Call ETF | 1.43% | 0.32% | 21.58% | 5.55% | -1.60% | 20.72% | -3.48% | 16.79% | -0.53% | 6.42% |
Different Trading Currencies
IMB.L is traded in GBp, while XYLD is traded in USD. To make them comparable, the XYLD values have been converted to GBp using the latest available exchange rates.
Returns By Period
In the year-to-date period, IMB.L achieves a -0.12% return, which is significantly lower than XYLD's 1.43% return. Over the past 10 years, IMB.L has underperformed XYLD with an annualized return of 4.73%, while XYLD has yielded a comparatively higher 8.73% annualized return.
IMB.L
- 1D
- 1.18%
- 1M
- -3.75%
- YTD
- -0.12%
- 6M
- 3.11%
- 1Y
- 14.85%
- 3Y*
- 25.15%
- 5Y*
- 23.97%
- 10Y*
- 4.73%
XYLD
- 1D
- 0.76%
- 1M
- -0.89%
- YTD
- 1.43%
- 6M
- 7.41%
- 1Y
- 8.89%
- 3Y*
- 8.07%
- 5Y*
- 8.04%
- 10Y*
- 8.73%
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Return for Risk
IMB.L vs. XYLD — Risk / Return Rank
IMB.L
XYLD
IMB.L vs. XYLD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Imperial Brands plc (IMB.L) 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.
| IMB.L | XYLD | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.72 | 0.61 | +0.11 |
Sortino ratioReturn per unit of downside risk | 1.07 | 0.97 | +0.09 |
Omega ratioGain probability vs. loss probability | 1.14 | 1.16 | -0.02 |
Calmar ratioReturn relative to maximum drawdown | 0.76 | 1.01 | -0.25 |
Martin ratioReturn relative to average drawdown | 2.12 | 3.21 | -1.09 |
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
| IMB.L | XYLD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.72 | 0.61 | +0.11 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.24 | 0.67 | +0.57 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.21 | 0.56 | -0.35 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.58 | 0.61 | -0.02 |
Correlation
The correlation between IMB.L and XYLD is 0.17, 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
IMB.L vs. XYLD - Dividend Comparison
IMB.L's dividend yield for the trailing twelve months is around 5.21%, less than XYLD's 10.92% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IMB.L Imperial Brands plc | 5.21% | 5.59% | 5.91% | 7.99% | 6.78% | 8.57% | 5.84% | 10.70% | 7.65% | 5.22% | 4.24% | 5.05% |
XYLD Global X S&P 500 Covered Call ETF | 10.92% | 10.51% | 11.54% | 10.51% | 13.43% | 9.07% | 7.93% | 5.76% | 7.12% | 5.18% | 3.23% | 4.65% |
Drawdowns
IMB.L vs. XYLD - Drawdown Comparison
The maximum IMB.L drawdown since its inception was -61.74%, which is greater than XYLD's maximum drawdown of -26.73%. Use the drawdown chart below to compare losses from any high point for IMB.L and XYLD.
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Drawdown Indicators
| IMB.L | XYLD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -61.74% | -33.46% | -28.28% |
Max Drawdown (1Y)Largest decline over 1 year | -15.47% | -7.36% | -8.11% |
Max Drawdown (5Y)Largest decline over 5 years | -22.33% | -18.66% | -3.67% |
Max Drawdown (10Y)Largest decline over 10 years | -61.74% | -33.46% | -28.28% |
Current DrawdownCurrent decline from peak | -7.46% | -2.80% | -4.66% |
Average DrawdownAverage peak-to-trough decline | -14.00% | -3.76% | -10.24% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.55% | 1.74% | +3.81% |
Volatility
IMB.L vs. XYLD - Volatility Comparison
Imperial Brands plc (IMB.L) has a higher volatility of 6.42% compared to Global X S&P 500 Covered Call ETF (XYLD) at 3.50%. This indicates that IMB.L'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
| IMB.L | XYLD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.42% | 3.50% | +2.92% |
Volatility (6M)Calculated over the trailing 6-month period | 14.26% | 6.53% | +7.73% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.68% | 14.69% | +5.99% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.28% | 12.00% | +7.28% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.73% | 15.59% | +7.14% |