TYLG vs. FTHI
Compare and contrast key facts about Global X Information Technology Covered Call & Growth ETF (TYLG) and First Trust BuyWrite Income ETF (FTHI).
TYLG and FTHI are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. TYLG is a passively managed fund by Global X that tracks the performance of the Cboe S&P Technology Select Sector Half BuyWrite Index - Benchmark TR Gross. It was launched on Nov 21, 2022. FTHI is an actively managed fund by First Trust. It was launched on Jan 6, 2014.
Performance
TYLG vs. FTHI - Performance Comparison
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TYLG vs. FTHI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
TYLG Global X Information Technology Covered Call & Growth ETF | -3.97% | 16.84% | 20.57% | 41.56% | -3.64% |
FTHI First Trust BuyWrite Income ETF | -0.61% | 11.03% | 19.02% | 20.72% | -2.00% |
Returns By Period
In the year-to-date period, TYLG achieves a -3.97% return, which is significantly lower than FTHI's -0.61% return.
TYLG
- 1D
- 3.85%
- 1M
- -1.91%
- YTD
- -3.97%
- 6M
- -0.07%
- 1Y
- 23.43%
- 3Y*
- 17.71%
- 5Y*
- —
- 10Y*
- —
FTHI
- 1D
- 2.23%
- 1M
- -2.30%
- YTD
- -0.61%
- 6M
- 1.27%
- 1Y
- 14.85%
- 3Y*
- 14.15%
- 5Y*
- 10.18%
- 10Y*
- 7.99%
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TYLG vs. FTHI - Expense Ratio Comparison
TYLG has a 0.60% expense ratio, which is lower than FTHI's 0.85% expense ratio.
Return for Risk
TYLG vs. FTHI — Risk / Return Rank
TYLG
FTHI
TYLG vs. FTHI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Global X Information Technology Covered Call & Growth ETF (TYLG) and First Trust BuyWrite Income ETF (FTHI). 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.
| TYLG | FTHI | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.00 | 1.00 | +0.01 |
Sortino ratioReturn per unit of downside risk | 1.58 | 1.51 | +0.07 |
Omega ratioGain probability vs. loss probability | 1.24 | 1.25 | -0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.66 | 1.40 | +0.26 |
Martin ratioReturn relative to average drawdown | 7.53 | 7.84 | -0.31 |
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
| TYLG | FTHI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.00 | 1.00 | +0.01 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.76 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.56 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.05 | 0.51 | +0.54 |
Correlation
The correlation between TYLG and FTHI is 0.82, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
TYLG vs. FTHI - Dividend Comparison
TYLG's dividend yield for the trailing twelve months is around 9.13%, more than FTHI's 8.99% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TYLG Global X Information Technology Covered Call & Growth ETF | 9.13% | 7.66% | 7.24% | 11.89% | 0.51% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
FTHI First Trust BuyWrite Income ETF | 8.99% | 8.70% | 8.61% | 8.50% | 9.06% | 4.37% | 4.76% | 4.21% | 4.76% | 4.00% | 4.41% | 4.98% |
Drawdowns
TYLG vs. FTHI - Drawdown Comparison
The maximum TYLG drawdown since its inception was -24.01%, smaller than the maximum FTHI drawdown of -32.65%. Use the drawdown chart below to compare losses from any high point for TYLG and FTHI.
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Drawdown Indicators
| TYLG | FTHI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -24.01% | -32.65% | +8.64% |
Max Drawdown (1Y)Largest decline over 1 year | -14.26% | -10.92% | -3.34% |
Max Drawdown (5Y)Largest decline over 5 years | — | -16.70% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -32.65% | — |
Current DrawdownCurrent decline from peak | -6.63% | -3.36% | -3.27% |
Average DrawdownAverage peak-to-trough decline | -2.84% | -3.73% | +0.89% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.13% | 1.95% | +1.18% |
Volatility
TYLG vs. FTHI - Volatility Comparison
Global X Information Technology Covered Call & Growth ETF (TYLG) has a higher volatility of 6.96% compared to First Trust BuyWrite Income ETF (FTHI) at 4.36%. This indicates that TYLG's price experiences larger fluctuations and is considered to be riskier than FTHI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TYLG | FTHI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.96% | 4.36% | +2.60% |
Volatility (6M)Calculated over the trailing 6-month period | 12.91% | 7.60% | +5.31% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.43% | 14.99% | +8.44% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.34% | 13.54% | +5.80% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.34% | 14.38% | +4.96% |