XTR vs. EGLE
XTR (Global X S&P 500 Tail Risk ETF) is Equity Hedged fund tracking the Cboe S&P 500 Tail Risk Index, while EGLE (Eagle Bulk Shipping Inc.) is a stock. Over the past year, XTR returned 22.85% vs 15.68% for EGLE. Their correlation of 0.88 suggests significant overlap in exposure.
Performance
XTR vs. EGLE - Performance Comparison
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Returns By Period
In the year-to-date period, XTR achieves a 8.67% return, which is significantly higher than EGLE's 6.86% return.
XTR
- 1D
- -0.65%
- 1M
- 5.03%
- YTD
- 8.67%
- 6M
- 8.51%
- 1Y
- 22.85%
- 3Y*
- 18.55%
- 5Y*
- —
- 10Y*
- —
EGLE
- 1D
- -1.13%
- 1M
- 5.69%
- YTD
- 6.86%
- 6M
- 7.51%
- 1Y
- 15.68%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
XTR vs. EGLE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
XTR Global X S&P 500 Tail Risk ETF | 8.67% | 24.80% |
EGLE Eagle Bulk Shipping Inc. | 6.86% | 20.14% |
Correlation
The correlation between XTR and EGLE is 0.88, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.88 |
Correlation (All Time) Calculated using the full available price history since Apr 17, 2025 | 0.88 |
The correlation between XTR and EGLE has been stable across timeframes, ranging from 0.88 to 0.88 - a consistent structural relationship.
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Return for Risk
XTR vs. EGLE — Risk / Return Rank
XTR
EGLE
XTR vs. EGLE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Global X S&P 500 Tail Risk ETF (XTR) and Eagle Bulk Shipping Inc. (EGLE). 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.
| XTR | EGLE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.66 | ||
| Sortino ratioReturn per unit of downside risk | +0.91 | ||
| Omega ratioGain probability vs. loss probability | 1.38 | 1.26 | +0.12 |
| Calmar ratioReturn relative to maximum drawdown | 2.70 | 1.61 | +1.09 |
| Martin ratioReturn relative to average drawdown | 11.51 | 6.01 | +5.50 |
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
| XTR | EGLE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.14 | 1.47 | +0.66 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.72 | 2.16 | -1.44 |
Drawdowns
XTR vs. EGLE - Drawdown Comparison
The maximum XTR drawdown since its inception was -20.83%, which is greater than EGLE's maximum drawdown of -9.78%. Use the drawdown chart below to compare losses from any high point for XTR and EGLE.
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Drawdown Indicators
| XTR | EGLE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.83% | -9.78% | -11.05% |
Max Drawdown (1Y)Largest decline over 1 year | -8.51% | -9.78% | +1.27% |
Max Drawdown (3Y)Largest decline over 3 years | -14.35% | — | — |
Current DrawdownCurrent decline from peak | -0.65% | -1.53% | +0.88% |
Average DrawdownAverage peak-to-trough decline | -5.95% | -1.59% | -4.36% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.99% | 2.62% | -0.63% |
Volatility
XTR vs. EGLE - Volatility Comparison
Global X S&P 500 Tail Risk ETF (XTR) has a higher volatility of 2.99% compared to Eagle Bulk Shipping Inc. (EGLE) at 2.83%. This indicates that XTR's price experiences larger fluctuations and is considered to be riskier than EGLE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XTR | EGLE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.99% | 2.83% | +0.16% |
Volatility (6M)Calculated over the trailing 6-month period | 8.16% | 8.17% | -0.01% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.76% | 10.70% | +0.06% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.78% | 11.56% | +2.22% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.78% | 11.56% | +2.22% |
Dividends
XTR vs. EGLE - Dividend Comparison
XTR's dividend yield for the trailing twelve months is around 16.40%, more than EGLE's 0.92% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 |
|---|---|---|---|---|---|---|
EGLE Eagle Bulk Shipping Inc. | 0.92% | 0.99% | 0.00% | 0.00% | 0.00% | 0.00% |
XTR Global X S&P 500 Tail Risk ETF | 16.40% | 17.82% | 20.89% | 1.09% | 1.08% | 2.32% |
Frequently Asked Questions
XTR and EGLE have a correlation of 0.88, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
XTR has higher volatility (2.99%) compared to EGLE (2.83%). In terms of maximum drawdown, XTR dropped -20.83% vs EGLE's -9.78%.
XTR currently has the higher Sharpe Ratio (2.14 vs 1.47), 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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