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XYLD vs. CBON
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XYLD vs. CBON - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X S&P 500 Covered Call ETF (XYLD) and VanEck Vectors ChinaAMC China Bond ETF (CBON). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, XYLD achieves a 6.98% return, which is significantly higher than CBON's 5.29% return. Over the past 10 years, XYLD has outperformed CBON with an annualized return of 8.14%, while CBON has yielded a comparatively lower 3.01% annualized return.


XYLD

1D
0.15%
1M
2.28%
6M
6.06%
YTD
6.98%
1Y
16.60%
3Y*
11.30%
5Y*
7.72%
10Y*
8.14%
ALL TIME*
8.30%

CBON

1D
-0.25%
1M
0.35%
6M
4.74%
YTD
5.29%
1Y
8.54%
3Y*
4.82%
5Y*
2.11%
10Y*
3.01%
ALL TIME*
2.44%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$207.99K$136.05K$172.83K
$39.54M$38.84M$31.76M

XYLD vs. CBON - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XYLD
Global X S&P 500 Covered Call ETF
6.98%8.02%19.49%11.10%-12.05%19.59%-0.56%21.41%-6.09%16.49%
CBON
VanEck Vectors ChinaAMC China Bond ETF
5.29%5.46%1.85%2.92%-7.99%5.93%12.01%2.67%1.88%6.96%

Correlation

The correlation between XYLD and CBON is 0.21, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.21

Correlation (3Y)
Balances recent behavior with more history.

0.11

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.15

Correlation (10Y)
Provides a long-term view across more market conditions.

0.13

Correlation (All Time)
Calculated using the full available price history since Nov 11, 2014

0.13

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Return for Risk

XYLD vs. CBON — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

XYLD
XYLD Risk / Return Rank: 9191
Overall Rank
XYLD Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
XYLD Sortino Ratio Rank: 9393
Sortino Ratio Rank
XYLD Omega Ratio Rank: 9595
Omega Ratio Rank
XYLD Calmar Ratio Rank: 8484
Calmar Ratio Rank
XYLD Martin Ratio Rank: 9393
Martin Ratio Rank

CBON
CBON Risk / Return Rank: 9494
Overall Rank
CBON Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
CBON Sortino Ratio Rank: 9494
Sortino Ratio Rank
CBON Omega Ratio Rank: 9393
Omega Ratio Rank
CBON Calmar Ratio Rank: 9696
Calmar Ratio Rank
CBON Martin Ratio Rank: 9696
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

XYLD vs. CBON - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X S&P 500 Covered Call ETF (XYLD) and VanEck Vectors ChinaAMC China Bond ETF (CBON). 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.


XYLDCBONDifference
Sharpe ratioReturn per unit of total volatility

+0.02

Sortino ratioReturn per unit of downside risk

-0.22

Omega ratioGain probability vs. loss probability

1.54

1.47

+0.08

Calmar ratioReturn relative to maximum drawdown

3.20

6.42

-3.22

Martin ratioReturn relative to average drawdown

16.66

24.44

-7.78

XYLD vs. CBON - Sharpe Ratio Comparison

The current XYLD Sharpe Ratio is 2.43, which is comparable to the CBON Sharpe Ratio of 2.41. The chart below compares the historical Sharpe Ratios of XYLD and CBON, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

XYLD vs. CBON - Drawdown Comparison

The maximum XYLD drawdown since its inception was -33.46%, which is greater than CBON's maximum drawdown of -14.13%. Use the drawdown chart below to compare losses from any high point for XYLD and CBON.


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Drawdown Indicators


XYLDCBONDifference

Max Drawdown

Largest peak-to-trough decline

-33.46%

-14.13%

-19.33%

Max Drawdown (1Y)

Largest decline over 1 year

-5.29%

-1.34%

-3.95%

Max Drawdown (3Y)

Largest decline over 3 years

-15.53%

-4.56%

-10.97%

Max Drawdown (5Y)

Largest decline over 5 years

-18.66%

-14.13%

-4.53%

Max Drawdown (10Y)

Largest decline over 10 years

-33.46%

-14.13%

-19.33%

Current Drawdown

Current decline from peak

-0.51%

-0.33%

-0.18%

Average Drawdown

Average peak-to-trough decline

-3.68%

-3.95%

+0.27%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.01%

0.35%

+0.66%

Volatility

XYLD vs. CBON - Volatility Comparison

Global X S&P 500 Covered Call ETF (XYLD) has a higher volatility of 1.57% compared to VanEck Vectors ChinaAMC China Bond ETF (CBON) at 1.06%. This indicates that XYLD's price experiences larger fluctuations and is considered to be riskier than CBON based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XYLDCBONDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.57%

1.06%

+0.51%

Volatility (6M)

Calculated over the trailing 6-month period

5.80%

2.72%

+3.08%

Volatility (1Y)

Calculated over the trailing 1-year period

6.98%

3.57%

+3.41%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.25%

4.90%

+6.35%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.15%

5.55%

+8.60%

XYLD vs. CBON - Expense Ratio Comparison

XYLD has a 0.60% expense ratio, which is higher than CBON's 0.50% expense ratio.


Dividends

XYLD vs. CBON - Dividend Comparison

XYLD's dividend yield for the trailing twelve months is around 10.63%, more than CBON's 1.51% yield.


PositionTTM20252024202320222021202020192018201720162015
CBON
VanEck Vectors ChinaAMC China Bond ETF
1.51%1.66%2.15%3.01%2.70%3.05%2.87%3.87%3.39%3.33%3.25%2.78%
XYLD
Global X S&P 500 Covered Call ETF
10.63%10.51%11.54%10.51%13.43%9.07%7.93%5.76%7.12%5.18%3.23%4.65%

Frequently Asked Questions


XYLD and CBON have a correlation of 0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

XYLD has higher volatility (1.57%) compared to CBON (1.06%). In terms of maximum drawdown, XYLD dropped -33.46% vs CBON's -14.13%.

On 10-year performance, XYLD leads with 8.14% vs 3.01% for CBON. On fees, CBON is cheaper at 0.50% per year. On volatility, CBON has been the lower-risk option at 1.06%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, XYLD has performed better with a 8.14% return vs 3.01%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

CBON is cheaper with a 0.50% expense ratio, compared with 0.60% for XYLD.

XYLD has the higher dividend yield at 10.63%, compared with 1.51% for CBON.

XYLD is categorized as Derivative Income, while CBON is Emerging Markets Bonds. XYLD tracks Cboe S&P 500 BuyWrite Index, while CBON tracks ChinaBond China High Quality Bond Index. They also come from different issuers: Global X and VanEck. Their fees differ too: 0.60% for XYLD and 0.50% for CBON.

XYLD currently has the higher Sharpe Ratio (2.43 vs 2.41), 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.

Portfolio Optimizer

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