MAAY vs. XYLD
MAAY (GraniteShares YieldBOOST MARA ETF) and XYLD (Global X S&P 500 Covered Call ETF) are both Derivative Income funds. MAAY is actively managed, while XYLD is passively managed. Their 0.36 correlation means their historical movements had little consistent relationship. MAAY charges 1.07%/yr vs 0.60%/yr for XYLD.
Performance
MAAY vs. XYLD - Performance Comparison
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Returns By Period
In the year-to-date period, MAAY achieves a -18.23% return, which is significantly lower than XYLD's 8.05% return.
MAAY
- 1D
- -0.56%
- 1M
- -0.21%
- 6M
- -19.17%
- YTD
- -18.23%
- 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%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $205.12K | $145.02K | $107.48K | |
| $36.93M | $37.58M | $32.35M |
MAAY vs. XYLD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
MAAY GraniteShares YieldBOOST MARA ETF | -18.23% | -29.75% |
XYLD Global X S&P 500 Covered Call ETF | 8.05% | 3.61% |
Correlation
The correlation between MAAY and XYLD is 0.36, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Nov 4, 2025 | 0.36 |
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Return for Risk
MAAY vs. XYLD — Risk / Return Rank
MAAY
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
XYLD
MAAY vs. XYLD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for GraniteShares YieldBOOST MARA ETF (MAAY) 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.
| MAAY | XYLD | Difference | |
|---|---|---|---|
| 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 | — |
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Drawdowns
MAAY vs. XYLD - Drawdown Comparison
The maximum MAAY drawdown since its inception was -45.92%, which is greater than XYLD's maximum drawdown of -33.46%. Use the drawdown chart below to compare losses from any high point for MAAY and XYLD.
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Drawdown Indicators
| MAAY | XYLD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -45.92% | -33.46% | -12.46% |
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 DrawdownCurrent decline from peak | -42.55% | 0.00% | -42.55% |
Average DrawdownAverage peak-to-trough decline | -34.19% | -3.68% | -30.51% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 1.02% | — |
Volatility
MAAY vs. XYLD - Volatility Comparison
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Volatility by Period
| MAAY | XYLD | Difference | |
|---|---|---|---|
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 | 28.21% | 7.13% | +21.08% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 28.21% | 11.27% | +16.94% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 28.21% | 14.15% | +14.06% |
MAAY vs. XYLD - Expense Ratio Comparison
MAAY has a 1.07% expense ratio, which is higher than XYLD's 0.60% expense ratio.
Dividends
MAAY vs. XYLD - Dividend Comparison
MAAY's dividend yield for the trailing twelve months is around 177.91%, more than XYLD's 10.53% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MAAY GraniteShares YieldBOOST MARA ETF | 177.91% | 31.22% | 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
MAAY and XYLD have a correlation of 0.36, 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 1.07% for MAAY.
MAAY has the higher dividend yield at 177.91%, compared with 10.53% for XYLD.
They also come from different issuers: GraniteShares and Global X. Their fees differ too: 1.07% for MAAY and 0.60% for XYLD.
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