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XYLD vs. IBIT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XYLD vs. IBIT - 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 iShares Bitcoin Trust ETF (IBIT). 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 4.83% return, which is significantly higher than IBIT's -27.41% 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%

IBIT

1D
-0.03%
1M
-20.12%
YTD
-27.41%
6M
-29.61%
1Y
-40.63%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

XYLD vs. IBIT - Yearly Performance Comparison


2026 (YTD)20252024
XYLD
Global X S&P 500 Covered Call ETF
4.83%8.02%18.83%
IBIT
iShares Bitcoin Trust ETF
-27.41%-6.41%89.87%

Correlation

The correlation between XYLD and IBIT is 0.46, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.46

Correlation (All Time)
Calculated using the full available price history since Jan 11, 2024

0.32

The correlation between XYLD and IBIT shifts across timeframes, from 0.32 (all time) to 0.46 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

XYLD vs. IBIT — Risk / Return Rank

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

XYLD
XYLD Risk / Return Rank: 8585
Overall Rank
XYLD Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
XYLD Sortino Ratio Rank: 8888
Sortino Ratio Rank
XYLD Omega Ratio Rank: 9393
Omega Ratio Rank
XYLD Calmar Ratio Rank: 7272
Calmar Ratio Rank
XYLD Martin Ratio Rank: 8888
Martin Ratio Rank

IBIT
IBIT Risk / Return Rank: 33
Overall Rank
IBIT Sharpe Ratio Rank: 22
Sharpe Ratio Rank
IBIT Sortino Ratio Rank: 33
Sortino Ratio Rank
IBIT Omega Ratio Rank: 33
Omega Ratio Rank
IBIT Calmar Ratio Rank: 33
Calmar Ratio Rank
IBIT Martin Ratio Rank: 22
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. IBIT - 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 iShares Bitcoin Trust ETF (IBIT). 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.


XYLDIBITDifference
Sharpe ratioReturn per unit of total volatility

+3.38

Sortino ratioReturn per unit of downside risk

+4.80

Omega ratioGain probability vs. loss probability

1.57

0.85

+0.71

Calmar ratioReturn relative to maximum drawdown

3.16

-0.78

+3.94

Martin ratioReturn relative to average drawdown

16.57

-1.37

+17.94

XYLD vs. IBIT - Sharpe Ratio Comparison

The current XYLD Sharpe Ratio is 2.46, which is higher than the IBIT Sharpe Ratio of -0.92. The chart below compares the historical Sharpe Ratios of XYLD and IBIT, 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. IBIT - Drawdown Comparison

The maximum XYLD drawdown since its inception was -33.46%, smaller than the maximum IBIT drawdown of -52.11%. Use the drawdown chart below to compare losses from any high point for XYLD and IBIT.


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Drawdown Indicators


XYLDIBITDifference

Max Drawdown

Largest peak-to-trough decline

-33.46%

-52.11%

+18.65%

Max Drawdown (1Y)

Largest decline over 1 year

-5.29%

-52.11%

+46.82%

Max Drawdown (3Y)

Largest decline over 3 years

-15.53%

Max Drawdown (5Y)

Largest decline over 5 years

-18.66%

Max Drawdown (10Y)

Largest decline over 10 years

-33.46%

Current Drawdown

Current decline from peak

-0.29%

-49.45%

+49.16%

Average Drawdown

Average peak-to-trough decline

-3.71%

-16.53%

+12.82%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.01%

29.64%

-28.63%

Volatility

XYLD vs. IBIT - Volatility Comparison

The current volatility for Global X S&P 500 Covered Call ETF (XYLD) is 2.17%, while iShares Bitcoin Trust ETF (IBIT) has a volatility of 12.07%. This indicates that XYLD experiences smaller price fluctuations and is considered to be less risky than IBIT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XYLDIBITDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.17%

12.07%

-9.90%

Volatility (6M)

Calculated over the trailing 6-month period

5.71%

34.45%

-28.74%

Volatility (1Y)

Calculated over the trailing 1-year period

6.79%

44.10%

-37.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.25%

50.26%

-39.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.22%

50.26%

-36.04%

XYLD vs. IBIT - Expense Ratio Comparison

XYLD has a 0.60% expense ratio, which is higher than IBIT's 0.25% expense ratio.


Dividends

XYLD vs. IBIT - Dividend Comparison

XYLD's dividend yield for the trailing twelve months is around 10.53%, while IBIT has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
IBIT
iShares Bitcoin Trust ETF
0.00%0.00%0.00%0.00%0.00%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 IBIT have a correlation of 0.46, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IBIT has higher volatility (12.07%) compared to XYLD (2.17%). In terms of maximum drawdown, XYLD dropped -33.46% vs IBIT's -52.11%.

On 1-year performance, XYLD leads with 16.64% vs -40.63% for IBIT. On fees, IBIT is cheaper at 0.25% per year. On volatility, XYLD has been the lower-risk option at 2.17%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, XYLD has performed better with a 16.64% return vs -40.63%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IBIT is cheaper with a 0.25% expense ratio, compared with 0.60% for XYLD.

XYLD has the higher dividend yield at 10.53%, compared with 0.00% for IBIT.

XYLD is categorized as Derivative Income, while IBIT is Cryptocurrency. XYLD tracks Cboe S&P 500 BuyWrite Index, while IBIT tracks CME CF Bitcoin Reference Rate - New York Variant. They also come from different issuers: Global X and iShares. Their fees differ too: 0.60% for XYLD and 0.25% for IBIT.

XYLD currently has the higher Sharpe Ratio (2.46 vs -0.92), 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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