XYLD vs. O
Compare and contrast key facts about Global X S&P 500 Covered Call ETF (XYLD) and Realty Income Corporation (O).
XYLD is a passively managed fund by Global X that tracks the performance of the CBOE S&P 500 2% OTM BuyWrite Index. It was launched on Jun 24, 2013.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: XYLD or O.
Performance
XYLD vs. O - Performance Comparison
Returns By Period
In the year-to-date period, XYLD achieves a 15.79% return, which is significantly higher than O's 3.77% return. Over the past 10 years, XYLD has underperformed O with an annualized return of 6.77%, while O has yielded a comparatively higher 7.17% annualized return.
XYLD
15.79%
1.48%
9.72%
18.57%
6.63%
6.77%
O
3.77%
-10.44%
8.79%
12.31%
-0.50%
7.17%
Key characteristics
| XYLD | O | |
|---|---|---|
| Sharpe Ratio | 2.69 | 0.74 |
| Sortino Ratio | 3.65 | 1.13 |
| Omega Ratio | 1.70 | 1.14 |
| Calmar Ratio | 3.05 | 0.50 |
| Martin Ratio | 23.50 | 1.83 |
| Ulcer Index | 0.79% | 7.09% |
| Daily Std Dev | 6.90% | 17.65% |
| Max Drawdown | -33.46% | -48.51% |
| Current Drawdown | -0.16% | -14.21% |
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Correlation
The correlation between XYLD and O is 0.29, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Risk-Adjusted Performance
XYLD vs. O - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Global X S&P 500 Covered Call ETF (XYLD) and Realty Income Corporation (O). 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.
Dividends
XYLD vs. O - Dividend Comparison
XYLD's dividend yield for the trailing twelve months is around 9.43%, more than O's 5.49% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
XYLD Global X S&P 500 Covered Call ETF | 9.43% | 10.51% | 13.44% | 9.08% | 7.93% | 5.76% | 7.12% | 4.67% | 3.24% | 4.65% | 4.15% | 2.49% |
O Realty Income Corporation | 5.49% | 5.40% | 4.69% | 3.78% | 4.37% | 3.58% | 4.06% | 4.32% | 4.06% | 4.28% | 4.45% | 5.66% |
Drawdowns
XYLD vs. O - Drawdown Comparison
The maximum XYLD drawdown since its inception was -33.46%, smaller than the maximum O drawdown of -48.51%. Use the drawdown chart below to compare losses from any high point for XYLD and O. For additional features, visit the drawdowns tool.
Volatility
XYLD vs. O - Volatility Comparison
The current volatility for Global X S&P 500 Covered Call ETF (XYLD) is 2.45%, while Realty Income Corporation (O) has a volatility of 6.02%. This indicates that XYLD experiences smaller price fluctuations and is considered to be less risky than O based on this measure. The chart below showcases a comparison of their rolling one-month volatility.