PSTR vs. XYLD

Last updated Aug 4, 2026

PSTR (PeakShares Sector Rotation ETF) and XYLD (Global X S&P 500 Covered Call ETF) are both Derivative Income funds. PSTR is actively managed, while XYLD is passively managed. Over the past year, PSTR returned 20.26% vs 19.53% for XYLD. Their 0.75 correlation means they have sometimes moved together and sometimes differently. PSTR charges 1.07%/yr vs 0.60%/yr for XYLD.

Performance

PSTR vs. XYLD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PeakShares Sector Rotation ETF (PSTR) and Global X S&P 500 Covered Call ETF (XYLD). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, PSTR achieves a 11.52% return, which is significantly higher than XYLD's 8.63% return.

PSTR

• 1D: 1.36%
• 1M: 2.50%
• 6M: 9.19%
• YTD: 11.52%
• 1Y: 20.26%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: 15.26%

XYLD

• 1D: 0.53%
• 1M: 2.36%
• 6M: 6.99%
• YTD: 8.63%
• 1Y: 19.53%
• 3Y*: 12.12%
• 5Y*: 7.92%
• 10Y*: 8.27%
• ALL TIME*: 8.41%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
PSTR PeakShares Sector Rotation ETF	$138.14K	$98.29K	$142.05K
XYLD Global X S&P 500 Covered Call ETF	$33.43M	$34.54M	$32.48M

PSTR vs. XYLD - Yearly Performance Comparison

	2026 (YTD)	2025	2024
PSTR PeakShares Sector Rotation ETF	11.52%	10.31%	12.04%
XYLD Global X S&P 500 Covered Call ETF	8.63%	8.02%	13.93%

Correlation

The correlation between PSTR and XYLD is 0.73, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.73
Correlation (All Time) Calculated using the full available price history since Apr 30, 2024	0.75

The correlation between PSTR and XYLD has been stable across timeframes, ranging from 0.73 to 0.75 - a consistent structural relationship.

PSTR vs. XYLD - Sectors Allocation Comparison

Sectors	PSTR	XYLD
Technology	32.2%	38.5%
Healthcare	12.6%	8.9%
Financial Services	11.4%	11.6%
Communication Services	10.4%	9.9%
Consumer Cyclical	8.8%	9.5%
Industrials	8.2%	8.4%
Consumer Defensive	6.1%	4.5%
Energy	3.4%	3.0%
Utilities	3.3%	2.2%
Real Estate	2.0%	1.8%
Basic Materials	1.6%	1.7%

Return for Risk

PSTR vs. XYLD — Risk / Return Rank

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

PSTR

PSTR Risk / Return Rank: 83
PSTR Sharpe Ratio Rank: 83
PSTR Sortino Ratio Rank: 84
PSTR Omega Ratio Rank: 84
PSTR Calmar Ratio Rank: 77
PSTR Martin Ratio Rank: 90

XYLD

XYLD Risk / Return Rank: 94
XYLD Sharpe Ratio Rank: 95
XYLD Sortino Ratio Rank: 95
XYLD Omega Ratio Rank: 96
XYLD Calmar Ratio Rank: 89
XYLD Martin Ratio Rank: 94

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.

PSTR vs. XYLD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PeakShares Sector Rotation ETF (PSTR) 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.

	PSTR	XYLD	Difference
Sharpe ratio: Return per unit of total volatility	2.10	2.77	-0.67
Sortino ratio: Return per unit of downside risk	3.04	3.95	-0.91
Omega ratio: Gain probability vs. loss probability	1.39	1.63	-0.24
Calmar ratio: Return relative to maximum drawdown	3.05	3.71	-0.66
Martin ratio: Return relative to average drawdown	15.38	19.28	-3.91

PSTR vs. XYLD - Sharpe Ratio Comparison

The current PSTR Sharpe Ratio is 2.10, which is comparable to the XYLD Sharpe Ratio of 2.77. The chart below compares the historical Sharpe Ratios of PSTR and XYLD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

PSTR vs. XYLD - Drawdown Comparison

The maximum PSTR drawdown since its inception was -14.73%, smaller than the maximum XYLD drawdown of -33.46%. Use the drawdown chart below to compare losses from any high point for PSTR and XYLD.

Drawdown Indicators

	PSTR	XYLD	Difference
Max Drawdown Largest peak-to-trough decline	-14.73%	-33.46%	+18.73%
Max Drawdown (1Y) Largest decline over 1 year	-6.68%	-5.29%	-1.39%
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	0.00%	0.00%	0.00%
Average Drawdown Average peak-to-trough decline	-1.54%	-3.68%	+2.14%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.32%	1.02%	+0.30%

Volatility

PSTR vs. XYLD - Volatility Comparison

PeakShares Sector Rotation ETF (PSTR) has a higher volatility of 2.67% compared to Global X S&P 500 Covered Call ETF (XYLD) at 1.97%. This indicates that PSTR'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.

Volatility by Period

	PSTR	XYLD	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.67%	1.97%	+0.70%
Volatility (6M) Calculated over the trailing 6-month period	8.52%	5.99%	+2.53%
Volatility (1Y) Calculated over the trailing 1-year period	9.72%	7.10%	+2.62%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	12.55%	11.27%	+1.28%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	12.55%	14.16%	-1.61%

PSTR vs. XYLD - Expense Ratio Comparison

PSTR has a 1.07% expense ratio, which is higher than XYLD's 0.60% expense ratio.

Dividends

PSTR vs. XYLD - Dividend Comparison

PSTR's dividend yield for the trailing twelve months is around 4.75%, less than XYLD's 10.47% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
PSTR PeakShares Sector Rotation ETF	4.75%	4.96%	1.57%	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	10.47%	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

Can I hold both PSTR and XYLD in my portfolio?

PSTR and XYLD have a correlation of 0.73, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, PSTR or XYLD?

PSTR has higher volatility (2.67%) compared to XYLD (1.97%). In terms of maximum drawdown, PSTR dropped -14.73% vs XYLD's -33.46%.

Which ETF is better, PSTR or XYLD?

On 1-year performance, PSTR leads with 20.26% vs 19.53% for XYLD. On fees, XYLD is cheaper at 0.60% per year. On volatility, XYLD has been the lower-risk option at 1.97%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, PSTR or XYLD?

Over the 1-year period, PSTR has performed better with a 20.26% return vs 19.53%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, PSTR or XYLD?

XYLD is cheaper with a 0.60% expense ratio, compared with 1.07% for PSTR.

Which ETF pays a higher dividend yield, PSTR or XYLD?

XYLD has the higher dividend yield at 10.47%, compared with 4.75% for PSTR.

What is the main difference between PSTR and XYLD?

They also come from different issuers: PeakShares and Global X. Their fees differ too: 1.07% for PSTR and 0.60% for XYLD.

Which has better risk-adjusted returns?

XYLD currently has the higher Sharpe Ratio (2.77 vs 2.10), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.