XYLD vs. PDI
Compare and contrast key facts about Global X S&P 500 Covered Call ETF (XYLD) and PIMCO Dynamic Income Fund (PDI).
XYLD is a passively managed fund by Global X that tracks the performance of the Cboe S&P 500 BuyWrite Index. It was launched on Jun 24, 2013.
Performance
XYLD vs. PDI - Performance Comparison
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XYLD vs. PDI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XYLD Global X S&P 500 Covered Call ETF | -1.04% | 8.02% | 19.49% | 11.10% | -12.05% | 19.59% | -0.56% | 21.41% | -6.09% | 16.49% |
PDI PIMCO Dynamic Income Fund | 0.17% | 11.03% | 17.18% | 11.99% | -16.99% | 7.81% | -9.96% | 22.23% | 7.35% | 18.59% |
Returns By Period
In the year-to-date period, XYLD achieves a -1.04% return, which is significantly lower than PDI's 0.17% return. Both investments have delivered pretty close results over the past 10 years, with XYLD having a 7.87% annualized return and PDI not far ahead at 8.14%.
XYLD
- 1D
- 2.01%
- 1M
- -2.96%
- YTD
- -1.04%
- 6M
- 5.33%
- 1Y
- 10.53%
- 3Y*
- 10.21%
- 5Y*
- 6.95%
- 10Y*
- 7.87%
PDI
- 1D
- 3.13%
- 1M
- -3.71%
- YTD
- 0.17%
- 6M
- -7.15%
- 1Y
- -0.44%
- 3Y*
- 13.14%
- 5Y*
- 3.57%
- 10Y*
- 8.14%
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Return for Risk
XYLD vs. PDI — Risk / Return Rank
XYLD
PDI
XYLD vs. PDI - 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 PIMCO Dynamic Income Fund (PDI). 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 | PDI | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.76 | -0.02 | +0.78 |
Sortino ratioReturn per unit of downside risk | 1.22 | 0.09 | +1.13 |
Omega ratioGain probability vs. loss probability | 1.25 | 1.02 | +0.23 |
Calmar ratioReturn relative to maximum drawdown | 1.10 | -0.01 | +1.11 |
Martin ratioReturn relative to average drawdown | 6.46 | -0.03 | +6.49 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| XYLD | PDI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.76 | -0.02 | +0.78 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.62 | 0.23 | +0.39 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.55 | 0.43 | +0.13 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.57 | 0.59 | -0.02 |
Correlation
The correlation between XYLD and PDI is 0.32, 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.
Dividends
XYLD vs. PDI - Dividend Comparison
XYLD's dividend yield for the trailing twelve months is around 10.98%, less than PDI's 15.46% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
XYLD Global X S&P 500 Covered Call ETF | 10.98% | 10.51% | 11.54% | 10.51% | 13.43% | 9.07% | 7.93% | 5.76% | 7.12% | 5.18% | 3.23% | 4.65% |
PDI PIMCO Dynamic Income Fund | 15.46% | 14.94% | 14.43% | 14.74% | 17.84% | 10.21% | 10.01% | 9.45% | 10.78% | 8.81% | 14.79% | 18.70% |
Drawdowns
XYLD vs. PDI - Drawdown Comparison
The maximum XYLD drawdown since its inception was -33.46%, smaller than the maximum PDI drawdown of -46.47%. Use the drawdown chart below to compare losses from any high point for XYLD and PDI.
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Drawdown Indicators
| XYLD | PDI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.46% | -46.47% | +13.01% |
Max Drawdown (1Y)Largest decline over 1 year | -10.14% | -14.34% | +4.20% |
Max Drawdown (5Y)Largest decline over 5 years | -18.66% | -27.23% | +8.57% |
Max Drawdown (10Y)Largest decline over 10 years | -33.46% | -46.47% | +13.01% |
Current DrawdownCurrent decline from peak | -3.39% | -7.66% | +4.27% |
Average DrawdownAverage peak-to-trough decline | -3.76% | -6.22% | +2.46% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.72% | 5.03% | -3.31% |
Volatility
XYLD vs. PDI - Volatility Comparison
The current volatility for Global X S&P 500 Covered Call ETF (XYLD) is 4.01%, while PIMCO Dynamic Income Fund (PDI) has a volatility of 5.71%. This indicates that XYLD experiences smaller price fluctuations and is considered to be less risky than PDI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XYLD | PDI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.01% | 5.71% | -1.70% |
Volatility (6M)Calculated over the trailing 6-month period | 5.82% | 9.96% | -4.14% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.99% | 18.36% | -4.37% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.31% | 15.66% | -4.35% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.23% | 19.06% | -4.83% |