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XYLD vs. RYLD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between XYLD and RYLD is 0.78, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.0
Correlation: 0.8

Performance

XYLD vs. RYLD - 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 Global X Russell 2000 Covered Call ETF (RYLD). The values are adjusted to include any dividend payments, if applicable.

10.00%20.00%30.00%40.00%50.00%60.00%NovemberDecember2025FebruaryMarchApril
42.75%
17.38%
XYLD
RYLD

Key characteristics

Sharpe Ratio

XYLD:

0.55

RYLD:

0.05

Sortino Ratio

XYLD:

0.91

RYLD:

0.19

Omega Ratio

XYLD:

1.17

RYLD:

1.03

Calmar Ratio

XYLD:

0.54

RYLD:

0.04

Martin Ratio

XYLD:

2.57

RYLD:

0.18

Ulcer Index

XYLD:

3.30%

RYLD:

4.41%

Daily Std Dev

XYLD:

15.30%

RYLD:

17.17%

Max Drawdown

XYLD:

-33.46%

RYLD:

-41.53%

Current Drawdown

XYLD:

-8.72%

RYLD:

-13.90%

Returns By Period

In the year-to-date period, XYLD achieves a -5.73% return, which is significantly higher than RYLD's -7.72% return.


XYLD

YTD

-5.73%

1M

-3.41%

6M

-0.78%

1Y

7.73%

5Y*

10.01%

10Y*

6.35%

RYLD

YTD

-7.72%

1M

-4.88%

6M

-4.32%

1Y

0.01%

5Y*

8.42%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


XYLD vs. RYLD - Expense Ratio Comparison

Both XYLD and RYLD have an expense ratio of 0.60%.


Expense ratio chart for XYLD: current value is 0.60%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
XYLD: 0.60%
Expense ratio chart for RYLD: current value is 0.60%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
RYLD: 0.60%

Risk-Adjusted Performance

XYLD vs. RYLD — Risk-Adjusted Performance Rank

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

XYLD
The Risk-Adjusted Performance Rank of XYLD is 6868
Overall Rank
The Sharpe Ratio Rank of XYLD is 6363
Sharpe Ratio Rank
The Sortino Ratio Rank of XYLD is 6464
Sortino Ratio Rank
The Omega Ratio Rank of XYLD is 7575
Omega Ratio Rank
The Calmar Ratio Rank of XYLD is 6767
Calmar Ratio Rank
The Martin Ratio Rank of XYLD is 6969
Martin Ratio Rank

RYLD
The Risk-Adjusted Performance Rank of RYLD is 2727
Overall Rank
The Sharpe Ratio Rank of RYLD is 2626
Sharpe Ratio Rank
The Sortino Ratio Rank of RYLD is 2626
Sortino Ratio Rank
The Omega Ratio Rank of RYLD is 2727
Omega Ratio Rank
The Calmar Ratio Rank of RYLD is 2727
Calmar Ratio Rank
The Martin Ratio Rank of RYLD is 2727
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

XYLD vs. RYLD - 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 Global X Russell 2000 Covered Call ETF (RYLD). 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.


The chart of Sharpe ratio for XYLD, currently valued at 0.55, compared to the broader market-1.000.001.002.003.004.00
XYLD: 0.55
RYLD: 0.05
The chart of Sortino ratio for XYLD, currently valued at 0.91, compared to the broader market-2.000.002.004.006.008.00
XYLD: 0.91
RYLD: 0.19
The chart of Omega ratio for XYLD, currently valued at 1.17, compared to the broader market0.501.001.502.00
XYLD: 1.17
RYLD: 1.03
The chart of Calmar ratio for XYLD, currently valued at 0.54, compared to the broader market0.002.004.006.008.0010.0012.00
XYLD: 0.54
RYLD: 0.04
The chart of Martin ratio for XYLD, currently valued at 2.57, compared to the broader market0.0020.0040.0060.00
XYLD: 2.57
RYLD: 0.18

The current XYLD Sharpe Ratio is 0.55, which is higher than the RYLD Sharpe Ratio of 0.05. The chart below compares the historical Sharpe Ratios of XYLD and RYLD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.55
0.05
XYLD
RYLD

Dividends

XYLD vs. RYLD - Dividend Comparison

XYLD's dividend yield for the trailing twelve months is around 13.13%, less than RYLD's 13.36% yield.


TTM20242023202220212020201920182017201620152014
XYLD
Global X S&P 500 Covered Call ETF
13.13%11.54%10.51%13.43%9.07%7.93%5.76%7.12%5.18%3.23%4.65%4.15%
RYLD
Global X Russell 2000 Covered Call ETF
13.36%12.03%12.64%13.49%12.35%10.76%6.43%0.00%0.00%0.00%0.00%0.00%

Drawdowns

XYLD vs. RYLD - Drawdown Comparison

The maximum XYLD drawdown since its inception was -33.46%, smaller than the maximum RYLD drawdown of -41.53%. Use the drawdown chart below to compare losses from any high point for XYLD and RYLD. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-8.72%
-13.90%
XYLD
RYLD

Volatility

XYLD vs. RYLD - Volatility Comparison

Global X S&P 500 Covered Call ETF (XYLD) and Global X Russell 2000 Covered Call ETF (RYLD) have volatilities of 12.47% and 12.57%, 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.


0.00%2.00%4.00%6.00%8.00%10.00%12.00%NovemberDecember2025FebruaryMarchApril
12.47%
12.57%
XYLD
RYLD