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XYLD vs. PFFA
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XYLD vs. PFFA - 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 Virtus InfraCap U.S. Preferred Stock ETF (PFFA). 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 5.52% return, which is significantly higher than PFFA's 3.08% return.


XYLD

1D
0.27%
1M
1.69%
YTD
5.52%
6M
5.95%
1Y
17.23%
3Y*
11.48%
5Y*
7.73%
10Y*
8.33%

PFFA

1D
0.19%
1M
-0.14%
YTD
3.08%
6M
2.32%
1Y
12.59%
3Y*
14.42%
5Y*
6.42%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

XYLD vs. PFFA - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
XYLD
Global X S&P 500 Covered Call ETF
5.52%8.02%19.49%11.10%-12.05%19.59%-0.56%21.41%-7.08%
PFFA
Virtus InfraCap U.S. Preferred Stock ETF
3.08%8.22%16.11%26.45%-20.91%23.53%-7.87%31.99%-7.29%

Correlation

The correlation between XYLD and PFFA is 0.57, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.57

Correlation (3Y)
Calculated over the trailing 3-year period

0.42

Correlation (5Y)
Calculated over the trailing 5-year period

0.48

Correlation (All Time)
Calculated using the full available price history since May 16, 2018

0.45

The correlation between XYLD and PFFA shifts across timeframes, from 0.42 (3 years) to 0.57 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

XYLD vs. PFFA — Risk / Return Rank

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

XYLD
XYLD Risk / Return Rank: 8383
Overall Rank
XYLD Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
XYLD Sortino Ratio Rank: 8686
Sortino Ratio Rank
XYLD Omega Ratio Rank: 9292
Omega Ratio Rank
XYLD Calmar Ratio Rank: 6969
Calmar Ratio Rank
XYLD Martin Ratio Rank: 8686
Martin Ratio Rank

PFFA
PFFA Risk / Return Rank: 4949
Overall Rank
PFFA Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
PFFA Sortino Ratio Rank: 5555
Sortino Ratio Rank
PFFA Omega Ratio Rank: 5555
Omega Ratio Rank
PFFA Calmar Ratio Rank: 4141
Calmar Ratio Rank
PFFA Martin Ratio Rank: 4242
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. PFFA - 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 Virtus InfraCap U.S. Preferred Stock ETF (PFFA). 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.


XYLDPFFADifference
Sharpe ratioReturn per unit of total volatility

+0.77

Sortino ratioReturn per unit of downside risk

+1.09

Omega ratioGain probability vs. loss probability

1.59

1.33

+0.26

Calmar ratioReturn relative to maximum drawdown

3.27

1.95

+1.32

Martin ratioReturn relative to average drawdown

17.16

6.47

+10.69

XYLD vs. PFFA - Sharpe Ratio Comparison

The current XYLD Sharpe Ratio is 2.54, which is higher than the PFFA Sharpe Ratio of 1.77. The chart below compares the historical Sharpe Ratios of XYLD and PFFA, 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. PFFA - Drawdown Comparison

The maximum XYLD drawdown since its inception was -33.46%, smaller than the maximum PFFA drawdown of -70.52%. Use the drawdown chart below to compare losses from any high point for XYLD and PFFA.


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Drawdown Indicators


XYLDPFFADifference

Max Drawdown

Largest peak-to-trough decline

-33.46%

-70.52%

+37.06%

Max Drawdown (1Y)

Largest decline over 1 year

-5.29%

-6.49%

+1.20%

Max Drawdown (3Y)

Largest decline over 3 years

-15.53%

-12.15%

-3.38%

Max Drawdown (5Y)

Largest decline over 5 years

-18.66%

-22.70%

+4.04%

Max Drawdown (10Y)

Largest decline over 10 years

-33.46%

Current Drawdown

Current decline from peak

0.00%

-1.50%

+1.50%

Average Drawdown

Average peak-to-trough decline

-3.71%

-6.62%

+2.91%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.01%

1.95%

-0.94%

Volatility

XYLD vs. PFFA - Volatility Comparison

Global X S&P 500 Covered Call ETF (XYLD) and Virtus InfraCap U.S. Preferred Stock ETF (PFFA) have volatilities of 2.21% and 2.17%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XYLDPFFADifference

Volatility (1M)

Calculated over the trailing 1-month period

2.21%

2.17%

+0.04%

Volatility (6M)

Calculated over the trailing 6-month period

5.76%

5.89%

-0.13%

Volatility (1Y)

Calculated over the trailing 1-year period

6.80%

7.13%

-0.33%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.26%

11.53%

-0.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.22%

31.76%

-17.54%

XYLD vs. PFFA - Expense Ratio Comparison

XYLD has a 0.60% expense ratio, which is lower than PFFA's 1.47% expense ratio.


Dividends

XYLD vs. PFFA - Dividend Comparison

XYLD's dividend yield for the trailing twelve months is around 10.46%, more than PFFA's 9.62% yield.


PositionTTM20252024202320222021202020192018201720162015
PFFA
Virtus InfraCap U.S. Preferred Stock ETF
9.62%9.47%9.18%9.56%10.75%7.64%8.54%10.02%5.15%0.00%0.00%0.00%
XYLD
Global X S&P 500 Covered Call ETF
10.46%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 PFFA have a correlation of 0.57, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

XYLD has higher volatility (2.21%) compared to PFFA (2.17%). In terms of maximum drawdown, XYLD dropped -33.46% vs PFFA's -70.52%.

On 5-year performance, XYLD leads with 7.73% vs 6.42% for PFFA. On fees, XYLD is cheaper at 0.60% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, XYLD has performed better with a 7.73% return vs 6.42%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

XYLD is cheaper with a 0.60% expense ratio, compared with 1.47% for PFFA.

XYLD has the higher dividend yield at 10.46%, compared with 9.62% for PFFA.

XYLD is categorized as Derivative Income, while PFFA is Preferred Stock/Convertible Bonds. They also come from different issuers: Global X and Virtus Investment Partners. Their fees differ too: 0.60% for XYLD and 1.47% for PFFA.

XYLD currently has the higher Sharpe Ratio (2.54 vs 1.77), 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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