XYLD.DE vs. XYLD
XYLD.DE (Xtrackers USD Corporate Bond Short Duration SRI PAB UCITS ETF 1D) and XYLD (Global X S&P 500 Covered Call ETF) are both exchange-traded funds - XYLD.DE is a Corporate Bonds fund tracking the Bloomberg US Corp Bond TR USD, while XYLD is a Derivative Income fund tracking the Cboe S&P 500 BuyWrite Index. Both are passively managed. Over the past 5 years, XYLD.DE returned 2.51%/yr vs 8.76%/yr for XYLD. At a 0.40 correlation, their price movements are largely independent. XYLD.DE charges 0.16%/yr vs 0.60%/yr for XYLD.
Performance
XYLD.DE vs. XYLD - Performance Comparison
Loading charts...
Different Trading Currencies
XYLD.DE is traded in EUR, while XYLD is traded in USD. To make them comparable, the XYLD values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, XYLD.DE achieves a 1.60% return, which is significantly lower than XYLD's 6.34% return.
XYLD.DE
- 1D
- -0.01%
- 1M
- 0.83%
- YTD
- 1.60%
- 6M
- 1.03%
- 1Y
- 1.74%
- 3Y*
- 1.98%
- 5Y*
- 2.51%
- 10Y*
- —
XYLD
- 1D
- 0.03%
- 1M
- 2.55%
- YTD
- 6.34%
- 6M
- 6.82%
- 1Y
- 15.85%
- 3Y*
- 8.33%
- 5Y*
- 8.76%
- 10Y*
- 8.00%
XYLD.DE vs. XYLD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
XYLD.DE Xtrackers USD Corporate Bond Short Duration SRI PAB UCITS ETF 1D | 1.60% | -5.84% | 10.46% | 1.93% | -3.25% | 8.11% | 0.18% | 19.31% | 6.34% |
XYLD Global X S&P 500 Covered Call ETF | 6.34% | -4.80% | 27.38% | 7.77% | -6.60% | 28.53% | -8.75% | 24.15% | 0.26% |
Correlation
The correlation between XYLD.DE and XYLD is 0.54, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.54 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.54 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.48 |
Correlation (All Time) Calculated using the full available price history since Mar 14, 2018 | 0.40 |
The correlation between XYLD.DE and XYLD shifts across timeframes, from 0.40 (all time) to 0.54 (1 year), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
XYLD.DE vs. XYLD — Risk / Return Rank
XYLD.DE
XYLD
XYLD.DE vs. XYLD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers USD Corporate Bond Short Duration SRI PAB UCITS ETF 1D (XYLD.DE) 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.
| XYLD.DE | XYLD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.57 | ||
| Sortino ratioReturn per unit of downside risk | -2.09 | ||
| Omega ratioGain probability vs. loss probability | 1.06 | 1.37 | -0.31 |
| Calmar ratioReturn relative to maximum drawdown | 0.52 | 4.09 | -3.57 |
| Martin ratioReturn relative to average drawdown | 1.24 | 12.88 | -11.64 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| XYLD.DE | XYLD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.32 | 1.89 | -1.57 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.35 | 0.71 | -0.35 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.51 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.58 | 0.59 | -0.01 |
Drawdowns
XYLD.DE vs. XYLD - Drawdown Comparison
The maximum XYLD.DE drawdown since its inception was -16.92%, smaller than the maximum XYLD drawdown of -33.01%. Use the drawdown chart below to compare losses from any high point for XYLD.DE and XYLD.
Loading charts...
Drawdown Indicators
| XYLD.DE | XYLD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.92% | -33.01% | +16.09% |
Max Drawdown (1Y)Largest decline over 1 year | -3.30% | -3.89% | +0.59% |
Max Drawdown (3Y)Largest decline over 3 years | -10.33% | -20.24% | +9.91% |
Max Drawdown (5Y)Largest decline over 5 years | -11.09% | -20.24% | +9.15% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.01% | — |
Current DrawdownCurrent decline from peak | -6.41% | -1.85% | -4.56% |
Average DrawdownAverage peak-to-trough decline | -4.13% | -5.53% | +1.40% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.40% | 1.23% | +0.17% |
Volatility
XYLD.DE vs. XYLD - Volatility Comparison
The current volatility for Xtrackers USD Corporate Bond Short Duration SRI PAB UCITS ETF 1D (XYLD.DE) is 0.83%, while Global X S&P 500 Covered Call ETF (XYLD) has a volatility of 0.91%. This indicates that XYLD.DE experiences smaller price fluctuations and is considered to be less risky than XYLD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| XYLD.DE | XYLD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.83% | 0.91% | -0.08% |
Volatility (6M)Calculated over the trailing 6-month period | 3.68% | 5.86% | -2.18% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.44% | 8.44% | -3.00% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.00% | 12.47% | -5.47% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.66% | 15.67% | -8.01% |
XYLD.DE vs. XYLD - Expense Ratio Comparison
XYLD.DE has a 0.16% expense ratio, which is lower than XYLD's 0.60% expense ratio.
Dividends
XYLD.DE vs. XYLD - Dividend Comparison
XYLD.DE's dividend yield for the trailing twelve months is around 3.18%, less than XYLD's 10.50% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
XYLD Global X S&P 500 Covered Call ETF | 10.50% | 10.51% | 11.54% | 10.51% | 13.43% | 9.07% | 7.93% | 5.76% | 7.12% | 5.18% | 3.23% | 4.65% |
XYLD.DE Xtrackers USD Corporate Bond Short Duration SRI PAB UCITS ETF 1D | 3.18% | 3.52% | 2.90% | 2.74% | 5.87% | 3.00% | 3.60% | 2.59% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
XYLD.DE and XYLD have a correlation of 0.54, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XYLD.DE is cheaper at 0.16% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XYLD.DE is cheaper with a 0.16% expense ratio, compared with 0.60% for XYLD.
XYLD.DE is categorized as Corporate Bonds, while XYLD is Derivative Income. XYLD.DE tracks Bloomberg US Corp Bond TR USD, while XYLD tracks Cboe S&P 500 BuyWrite Index. They also come from different issuers: Xtrackers and Global X. Their fees differ too: 0.16% for XYLD.DE and 0.60% for XYLD.
Find the right allocation for XYLD.DE and XYLD
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer