XYLD vs. FSCO
XYLD (Global X S&P 500 Covered Call ETF) is Derivative Income fund tracking the Cboe S&P 500 BuyWrite Index, while FSCO (FS Credit Opportunities Corp.) is a stock. Over the past 3 years, XYLD returned 11.00%/yr vs 13.89%/yr for FSCO. At a 0.26 correlation, their price movements are largely independent.
Performance
XYLD vs. FSCO - Performance Comparison
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Returns By Period
In the year-to-date period, XYLD achieves a 4.83% return, which is significantly higher than FSCO's -19.22% return.
XYLD
- 1D
- 0.57%
- 1M
- 1.15%
- YTD
- 4.83%
- 6M
- 6.01%
- 1Y
- 16.64%
- 3Y*
- 11.00%
- 5Y*
- 7.61%
- 10Y*
- 8.35%
FSCO
- 1D
- -1.64%
- 1M
- -5.14%
- YTD
- -19.22%
- 6M
- -17.27%
- 1Y
- -24.79%
- 3Y*
- 13.89%
- 5Y*
- —
- 10Y*
- —
XYLD vs. FSCO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
XYLD Global X S&P 500 Covered Call ETF | 4.83% | 8.02% | 19.49% | 11.10% | -0.42% |
FSCO FS Credit Opportunities Corp. | -19.22% | 3.68% | 34.88% | 36.98% | -3.98% |
Correlation
The correlation between XYLD and FSCO is 0.27, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.27 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.26 |
Correlation (All Time) Calculated using the full available price history since Nov 14, 2022 | 0.26 |
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Return for Risk
XYLD vs. FSCO — Risk / Return Rank
XYLD
FSCO
XYLD vs. FSCO - 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 FS Credit Opportunities Corp. (FSCO). 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.
| XYLD | FSCO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +3.37 | ||
| Sortino ratioReturn per unit of downside risk | +4.66 | ||
| Omega ratioGain probability vs. loss probability | 1.57 | 0.84 | +0.72 |
| Calmar ratioReturn relative to maximum drawdown | 3.16 | -0.70 | +3.86 |
| Martin ratioReturn relative to average drawdown | 16.57 | -1.41 | +17.98 |
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Drawdowns
XYLD vs. FSCO - Drawdown Comparison
The maximum XYLD drawdown since its inception was -33.46%, smaller than the maximum FSCO drawdown of -35.53%. Use the drawdown chart below to compare losses from any high point for XYLD and FSCO.
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Drawdown Indicators
| XYLD | FSCO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.46% | -35.53% | +2.07% |
Max Drawdown (1Y)Largest decline over 1 year | -5.29% | -35.53% | +30.24% |
Max Drawdown (3Y)Largest decline over 3 years | -15.53% | -35.53% | +20.00% |
Max Drawdown (5Y)Largest decline over 5 years | -18.66% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -33.46% | — | — |
Current DrawdownCurrent decline from peak | -0.29% | -29.47% | +29.18% |
Average DrawdownAverage peak-to-trough decline | -3.71% | -8.02% | +4.31% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.01% | 17.59% | -16.58% |
Volatility
XYLD vs. FSCO - Volatility Comparison
The current volatility for Global X S&P 500 Covered Call ETF (XYLD) is 2.17%, while FS Credit Opportunities Corp. (FSCO) has a volatility of 5.86%. This indicates that XYLD experiences smaller price fluctuations and is considered to be less risky than FSCO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XYLD | FSCO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.17% | 5.86% | -3.69% |
Volatility (6M)Calculated over the trailing 6-month period | 5.71% | 22.49% | -16.78% |
Volatility (1Y)Calculated over the trailing 1-year period | 6.79% | 27.31% | -20.52% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.25% | 28.22% | -16.97% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.22% | 28.22% | -14.00% |
Dividends
XYLD vs. FSCO - Dividend Comparison
XYLD's dividend yield for the trailing twelve months is around 10.53%, less than FSCO's 16.32% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FSCO FS Credit Opportunities Corp. | 16.32% | 12.65% | 10.47% | 11.26% | 1.95% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
XYLD Global X S&P 500 Covered Call ETF | 10.53% | 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 FSCO have a correlation of 0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FSCO has higher volatility (5.86%) compared to XYLD (2.17%). In terms of maximum drawdown, XYLD dropped -33.46% vs FSCO's -35.53%.
XYLD currently has the higher Sharpe Ratio (2.46 vs -0.91), 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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