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PAVE vs. XYLD
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PAVE vs. XYLD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X US Infrastructure Development ETF (PAVE) 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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PAVE vs. XYLD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PAVE
Global X US Infrastructure Development ETF
6.32%19.36%17.92%31.01%-7.17%36.42%19.72%33.26%-19.15%14.11%
XYLD
Global X S&P 500 Covered Call ETF
-1.04%8.02%19.49%11.10%-12.05%19.59%-0.56%21.41%-6.09%10.90%

Returns By Period

In the year-to-date period, PAVE achieves a 6.32% return, which is significantly higher than XYLD's -1.04% return.


PAVE

1D
3.29%
1M
-7.77%
YTD
6.32%
6M
7.40%
1Y
35.92%
3Y*
22.36%
5Y*
15.85%
10Y*

XYLD

1D
2.01%
1M
-2.96%
YTD
-1.04%
6M
5.33%
1Y
10.53%
3Y*
10.21%
5Y*
6.95%
10Y*
7.87%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PAVE vs. XYLD - Expense Ratio Comparison

PAVE has a 0.47% expense ratio, which is lower than XYLD's 0.60% expense ratio.


Return for Risk

PAVE vs. XYLD — Risk / Return Rank

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

PAVE
PAVE Risk / Return Rank: 8787
Overall Rank
PAVE Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
PAVE Sortino Ratio Rank: 8787
Sortino Ratio Rank
PAVE Omega Ratio Rank: 8282
Omega Ratio Rank
PAVE Calmar Ratio Rank: 9090
Calmar Ratio Rank
PAVE Martin Ratio Rank: 8989
Martin Ratio Rank

XYLD
XYLD Risk / Return Rank: 5656
Overall Rank
XYLD Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
XYLD Sortino Ratio Rank: 4848
Sortino Ratio Rank
XYLD Omega Ratio Rank: 7171
Omega Ratio Rank
XYLD Calmar Ratio Rank: 4747
Calmar Ratio Rank
XYLD Martin Ratio Rank: 6969
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

PAVE vs. XYLD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X US Infrastructure Development ETF (PAVE) 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.


PAVEXYLDDifference

Sharpe ratio

Return per unit of total volatility

1.61

0.76

+0.85

Sortino ratio

Return per unit of downside risk

2.30

1.22

+1.08

Omega ratio

Gain probability vs. loss probability

1.31

1.25

+0.05

Calmar ratio

Return relative to maximum drawdown

2.90

1.10

+1.80

Martin ratio

Return relative to average drawdown

10.73

6.46

+4.27

PAVE vs. XYLD - Sharpe Ratio Comparison

The current PAVE Sharpe Ratio is 1.61, which is higher than the XYLD Sharpe Ratio of 0.76. The chart below compares the historical Sharpe Ratios of PAVE and XYLD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


PAVEXYLDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.61

0.76

+0.85

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.74

0.62

+0.13

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.55

Sharpe Ratio (All Time)

Calculated using the full available price history

0.63

0.57

+0.06

Correlation

The correlation between PAVE and XYLD is 0.67, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

PAVE vs. XYLD - Dividend Comparison

PAVE's dividend yield for the trailing twelve months is around 0.86%, less than XYLD's 10.98% yield.


TTM20252024202320222021202020192018201720162015
PAVE
Global X US Infrastructure Development ETF
0.86%0.92%0.54%0.68%0.84%0.48%0.44%0.67%0.78%0.30%0.00%0.00%
XYLD
Global X S&P 500 Covered Call ETF
10.98%10.51%11.54%10.51%13.43%9.07%7.93%5.76%7.12%5.18%3.23%4.65%

Drawdowns

PAVE vs. XYLD - Drawdown Comparison

The maximum PAVE drawdown since its inception was -44.08%, which is greater than XYLD's maximum drawdown of -33.46%. Use the drawdown chart below to compare losses from any high point for PAVE and XYLD.


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Drawdown Indicators


PAVEXYLDDifference

Max Drawdown

Largest peak-to-trough decline

-44.08%

-33.46%

-10.62%

Max Drawdown (1Y)

Largest decline over 1 year

-12.56%

-10.14%

-2.42%

Max Drawdown (5Y)

Largest decline over 5 years

-26.23%

-18.66%

-7.57%

Max Drawdown (10Y)

Largest decline over 10 years

-33.46%

Current Drawdown

Current decline from peak

-8.70%

-3.39%

-5.31%

Average Drawdown

Average peak-to-trough decline

-6.30%

-3.76%

-2.54%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.39%

1.72%

+1.67%

Volatility

PAVE vs. XYLD - Volatility Comparison

Global X US Infrastructure Development ETF (PAVE) has a higher volatility of 7.74% compared to Global X S&P 500 Covered Call ETF (XYLD) at 4.01%. This indicates that PAVE'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


PAVEXYLDDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.74%

4.01%

+3.73%

Volatility (6M)

Calculated over the trailing 6-month period

13.97%

5.82%

+8.15%

Volatility (1Y)

Calculated over the trailing 1-year period

22.40%

13.99%

+8.41%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.42%

11.31%

+10.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.41%

14.23%

+10.18%