XILSX vs. MCD
XILSX (Pioneer ILS Interval Fund) is High Yield Bonds fund managed by Amundi, while MCD (McDonald's Corporation) is a stock. Over the past 5 years, XILSX returned 12.52%/yr vs 4.10%/yr for MCD. Their 0.01 correlation means their historical movements had little consistent relationship.
Performance
XILSX vs. MCD - Performance Comparison
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Returns By Period
In the year-to-date period, XILSX achieves a 9.73% return, which is significantly higher than MCD's -12.30% return.
XILSX
- 1D
- 0.00%
- 1M
- 1.15%
- 6M
- 8.61%
- YTD
- 9.73%
- 1Y
- 23.74%
- 3Y*
- 19.34%
- 5Y*
- 12.52%
- 10Y*
- —
- ALL TIME*
- 6.46%
MCD
- 1D
- 0.75%
- 1M
- 0.08%
- 6M
- -13.32%
- YTD
- -12.30%
- 1Y
- -9.14%
- 3Y*
- -0.95%
- 5Y*
- 4.10%
- 10Y*
- 10.72%
- ALL TIME*
- 13.94%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $1.15B | $1.27B | $1.25B | |
| $0.00 | $0.00 | $0.00 |
XILSX vs. MCD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XILSX Pioneer ILS Interval Fund | 9.73% | 18.70% | 18.93% | 18.65% | 1.23% | -1.10% | 7.37% | 2.60% | -2.11% | -8.83% |
MCD McDonald's Corporation | -12.30% | 7.89% | 0.14% | 15.06% | 0.51% | 27.79% | 11.30% | 13.97% | 5.78% | 44.04% |
Correlation
The correlation between XILSX and MCD is 0.03, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.03 |
Correlation (3Y) Balances recent behavior with more history. | 0.00 |
Correlation (5Y) Shows whether the relationship held over a longer period. | -0.00 |
Correlation (All Time) Calculated using the full available price history since Feb 1, 2017 | 0.01 |
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Return for Risk
XILSX vs. MCD — Risk / Return Rank
XILSX
MCD
XILSX vs. MCD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Pioneer ILS Interval Fund (XILSX) and McDonald's Corporation (MCD). 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.
| XILSX | MCD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +8.48 | ||
| Sortino ratioReturn per unit of downside risk | +80.95 | ||
| Omega ratioGain probability vs. loss probability | 42.80 | 0.94 | +41.85 |
| Calmar ratioReturn relative to maximum drawdown | 116.68 | -0.36 | +117.04 |
| Martin ratioReturn relative to average drawdown | 796.54 | -0.81 | +797.35 |
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Drawdowns
XILSX vs. MCD - Drawdown Comparison
The maximum XILSX drawdown since its inception was -14.53%, smaller than the maximum MCD drawdown of -73.20%. Use the drawdown chart below to compare losses from any high point for XILSX and MCD.
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Drawdown Indicators
| XILSX | MCD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -14.53% | -73.20% | +58.67% |
Max Drawdown (1Y)Largest decline over 1 year | -0.21% | -21.99% | +21.78% |
Max Drawdown (3Y)Largest decline over 3 years | -2.36% | -21.99% | +19.63% |
Max Drawdown (5Y)Largest decline over 5 years | -6.27% | -21.99% | +15.72% |
Max Drawdown (10Y)Largest decline over 10 years | — | -36.90% | — |
Current DrawdownCurrent decline from peak | 0.00% | -21.41% | +21.41% |
Average DrawdownAverage peak-to-trough decline | -4.84% | -14.90% | +10.06% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.03% | 9.81% | -9.78% |
Volatility
XILSX vs. MCD - Volatility Comparison
The current volatility for Pioneer ILS Interval Fund (XILSX) is 0.52%, while McDonald's Corporation (MCD) has a volatility of 7.94%. This indicates that XILSX experiences smaller price fluctuations and is considered to be less risky than MCD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XILSX | MCD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.52% | 7.94% | -7.42% |
Volatility (6M)Calculated over the trailing 6-month period | 1.56% | 14.13% | -12.57% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.06% | 18.01% | -14.95% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 3.77% | 17.57% | -13.80% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.90% | 20.53% | -16.63% |
Dividends
XILSX vs. MCD - Dividend Comparison
XILSX's dividend yield for the trailing twelve months is around 8.67%, more than MCD's 2.78% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MCD McDonald's Corporation | 2.78% | 2.35% | 2.34% | 2.10% | 2.15% | 1.96% | 2.35% | 2.39% | 2.36% | 2.23% | 2.97% | 2.91% |
XILSX Pioneer ILS Interval Fund | 8.67% | 9.51% | 13.06% | 12.82% | 2.68% | 2.04% | 5.20% | 6.63% | 6.40% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
XILSX and MCD have a correlation of 0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MCD has higher volatility (7.94%) compared to XILSX (0.52%). In terms of maximum drawdown, XILSX dropped -14.53% vs MCD's -73.20%.
XILSX currently has the higher Sharpe Ratio (8.04 vs -0.44), 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.
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