SPYD vs. XCLR
Compare and contrast key facts about SPDR Portfolio S&P 500 High Dividend ETF (SPYD) and Global X S&P 500 Collar 95-110 ETF (XCLR).
SPYD and XCLR are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SPYD is a passively managed fund by State Street that tracks the performance of the S&P 500 High Dividend Index. It was launched on Oct 21, 2015. XCLR is a passively managed fund by Global X that tracks the performance of the Cboe S&P 500 3-Month Collar 95-110 Index. It was launched on Aug 25, 2021. Both SPYD and XCLR are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
SPYD vs. XCLR - Performance Comparison
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SPYD vs. XCLR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
SPYD SPDR Portfolio S&P 500 High Dividend ETF | 5.92% | 4.65% | 15.34% | 3.91% | -1.17% | 6.43% |
XCLR Global X S&P 500 Collar 95-110 ETF | -4.88% | 10.25% | 20.67% | 15.64% | -12.93% | 3.44% |
Returns By Period
In the year-to-date period, SPYD achieves a 5.92% return, which is significantly higher than XCLR's -4.88% return.
SPYD
- 1D
- -0.37%
- 1M
- -4.38%
- YTD
- 5.92%
- 6M
- 4.97%
- 1Y
- 7.58%
- 3Y*
- 11.05%
- 5Y*
- 7.71%
- 10Y*
- 8.45%
XCLR
- 1D
- 0.49%
- 1M
- -4.99%
- YTD
- -4.88%
- 6M
- -3.76%
- 1Y
- 10.37%
- 3Y*
- 12.20%
- 5Y*
- —
- 10Y*
- —
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SPYD vs. XCLR - Expense Ratio Comparison
SPYD has a 0.07% expense ratio, which is lower than XCLR's 0.25% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Return for Risk
SPYD vs. XCLR — Risk / Return Rank
SPYD
XCLR
SPYD vs. XCLR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR Portfolio S&P 500 High Dividend ETF (SPYD) and Global X S&P 500 Collar 95-110 ETF (XCLR). 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.
| SPYD | XCLR | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.49 | 0.99 | -0.50 |
Sortino ratioReturn per unit of downside risk | 0.78 | 1.43 | -0.65 |
Omega ratioGain probability vs. loss probability | 1.10 | 1.19 | -0.08 |
Calmar ratioReturn relative to maximum drawdown | 0.59 | 1.28 | -0.69 |
Martin ratioReturn relative to average drawdown | 2.09 | 5.24 | -3.15 |
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
| SPYD | XCLR | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.49 | 0.99 | -0.50 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.48 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.43 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.45 | 0.59 | -0.14 |
Correlation
The correlation between SPYD and XCLR is 0.59, 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
SPYD vs. XCLR - Dividend Comparison
SPYD's dividend yield for the trailing twelve months is around 4.38%, less than XCLR's 13.83% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SPYD SPDR Portfolio S&P 500 High Dividend ETF | 4.38% | 4.52% | 4.31% | 4.66% | 5.01% | 3.68% | 4.95% | 4.42% | 4.75% | 4.63% | 4.34% | 1.13% |
XCLR Global X S&P 500 Collar 95-110 ETF | 13.83% | 13.15% | 18.76% | 1.40% | 1.01% | 1.70% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
SPYD vs. XCLR - Drawdown Comparison
The maximum SPYD drawdown since its inception was -46.42%, which is greater than XCLR's maximum drawdown of -14.63%. Use the drawdown chart below to compare losses from any high point for SPYD and XCLR.
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Drawdown Indicators
| SPYD | XCLR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -46.42% | -14.63% | -31.79% |
Max Drawdown (1Y)Largest decline over 1 year | -12.35% | -8.29% | -4.06% |
Max Drawdown (5Y)Largest decline over 5 years | -22.25% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -46.42% | — | — |
Current DrawdownCurrent decline from peak | -4.70% | -6.45% | +1.75% |
Average DrawdownAverage peak-to-trough decline | -6.24% | -4.82% | -1.42% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.47% | 2.02% | +1.45% |
Volatility
SPYD vs. XCLR - Volatility Comparison
The current volatility for SPDR Portfolio S&P 500 High Dividend ETF (SPYD) is 3.03%, while Global X S&P 500 Collar 95-110 ETF (XCLR) has a volatility of 3.42%. This indicates that SPYD experiences smaller price fluctuations and is considered to be less risky than XCLR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SPYD | XCLR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.03% | 3.42% | -0.39% |
Volatility (6M)Calculated over the trailing 6-month period | 8.61% | 7.16% | +1.45% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.67% | 10.53% | +5.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.24% | 10.58% | +5.66% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.80% | 10.58% | +9.22% |