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KIQQ vs. XYLD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

KIQQ vs. XYLD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in KraneShares InspereX Nasdaq Dynamic Buffered High Income Index ETF (KIQQ) and Global X S&P 500 Covered Call ETF (XYLD). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


KIQQ

1D
0.58%
1M
-3.21%
6M
3.22%
YTD
1Y
3Y*
5Y*
10Y*
ALL TIME*

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)
$11.11K$10.88K$6.12K
$36.93M$37.58M$32.35M

KIQQ vs. XYLD - Yearly Performance Comparison


Correlation

The correlation between KIQQ and XYLD is 0.79, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (All Time)
Calculated using the full available price history since Jan 7, 2026

0.79

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Return for Risk

KIQQ vs. XYLD — Risk / Return Rank

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

KIQQ

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


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.

KIQQ vs. XYLD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for KraneShares InspereX Nasdaq Dynamic Buffered High Income Index ETF (KIQQ) 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.


KIQQXYLDDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.56

Calmar ratioReturn relative to maximum drawdown

3.40

Martin ratioReturn relative to average drawdown

17.69

KIQQ vs. XYLD - Sharpe Ratio Comparison


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Drawdowns

KIQQ vs. XYLD - Drawdown Comparison

The maximum KIQQ drawdown since its inception was -10.02%, smaller than the maximum XYLD drawdown of -33.46%. Use the drawdown chart below to compare losses from any high point for KIQQ and XYLD.


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Drawdown Indicators


KIQQXYLDDifference

Max Drawdown

Largest peak-to-trough decline

-10.02%

-33.46%

+23.44%

Max Drawdown (1Y)

Largest decline over 1 year

-5.29%

Max Drawdown (3Y)

Largest decline over 3 years

-15.53%

Max Drawdown (5Y)

Largest decline over 5 years

-18.66%

Max Drawdown (10Y)

Largest decline over 10 years

-33.46%

Current Drawdown

Current decline from peak

-7.00%

0.00%

-7.00%

Average Drawdown

Average peak-to-trough decline

-2.98%

-3.68%

+0.70%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.02%

Volatility

KIQQ vs. XYLD - Volatility Comparison


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Volatility by Period


KIQQXYLDDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.92%

Volatility (6M)

Calculated over the trailing 6-month period

5.97%

Volatility (1Y)

Calculated over the trailing 1-year period

16.90%

7.13%

+9.77%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.90%

11.27%

+5.63%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.90%

14.15%

+2.75%

KIQQ vs. XYLD - Expense Ratio Comparison

KIQQ has a 0.79% expense ratio, which is higher than XYLD's 0.60% expense ratio.


Dividends

KIQQ vs. XYLD - Dividend Comparison

KIQQ's dividend yield for the trailing twelve months is around 5.39%, less than XYLD's 10.53% yield.


PositionTTM20252024202320222021202020192018201720162015
KIQQ
KraneShares InspereX Nasdaq Dynamic Buffered High Income Index ETF
5.39%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
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


KIQQ and XYLD have a correlation of 0.79, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XYLD is cheaper at 0.60% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XYLD is cheaper with a 0.60% expense ratio, compared with 0.79% for KIQQ.

XYLD has the higher dividend yield at 10.53%, compared with 5.39% for KIQQ.

They also come from different issuers: KraneShares and Global X. Their fees differ too: 0.79% for KIQQ and 0.60% for XYLD.

Portfolio Optimizer

Find the right allocation for KIQQ 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.

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