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

Correlation

The correlation between XYLD and SCHD is 0.81, 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. SCHD - 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 Schwab US Dividend Equity ETF (SCHD). The values are adjusted to include any dividend payments, if applicable.

100.00%150.00%200.00%250.00%300.00%NovemberDecember2025FebruaryMarchApril
130.77%
248.37%
XYLD
SCHD

Key characteristics

Sharpe Ratio

XYLD:

0.55

SCHD:

0.23

Sortino Ratio

XYLD:

0.91

SCHD:

0.43

Omega Ratio

XYLD:

1.17

SCHD:

1.06

Calmar Ratio

XYLD:

0.54

SCHD:

0.23

Martin Ratio

XYLD:

2.57

SCHD:

0.84

Ulcer Index

XYLD:

3.30%

SCHD:

4.38%

Daily Std Dev

XYLD:

15.30%

SCHD:

15.99%

Max Drawdown

XYLD:

-33.46%

SCHD:

-33.37%

Current Drawdown

XYLD:

-8.72%

SCHD:

-11.33%

Returns By Period

In the year-to-date period, XYLD achieves a -5.73% return, which is significantly lower than SCHD's -5.04% return. Over the past 10 years, XYLD has underperformed SCHD with an annualized return of 6.35%, while SCHD has yielded a comparatively higher 10.35% annualized return.


XYLD

YTD

-5.73%

1M

-3.41%

6M

-0.78%

1Y

7.73%

5Y*

10.01%

10Y*

6.35%

SCHD

YTD

-5.04%

1M

-6.82%

6M

-7.58%

1Y

2.51%

5Y*

13.19%

10Y*

10.35%

*Annualized

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XYLD vs. SCHD - Expense Ratio Comparison

XYLD has a 0.60% expense ratio, which is higher than SCHD's 0.06% expense ratio.


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 SCHD: current value is 0.06%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
SCHD: 0.06%

Risk-Adjusted Performance

XYLD vs. SCHD — 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

SCHD
The Risk-Adjusted Performance Rank of SCHD is 4141
Overall Rank
The Sharpe Ratio Rank of SCHD is 4040
Sharpe Ratio Rank
The Sortino Ratio Rank of SCHD is 3939
Sortino Ratio Rank
The Omega Ratio Rank of SCHD is 3939
Omega Ratio Rank
The Calmar Ratio Rank of SCHD is 4343
Calmar Ratio Rank
The Martin Ratio Rank of SCHD is 4141
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. SCHD - 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 Schwab US Dividend Equity ETF (SCHD). 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
SCHD: 0.23
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
SCHD: 0.43
The chart of Omega ratio for XYLD, currently valued at 1.17, compared to the broader market0.501.001.502.002.50
XYLD: 1.17
SCHD: 1.06
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
SCHD: 0.23
The chart of Martin ratio for XYLD, currently valued at 2.57, compared to the broader market0.0020.0040.0060.00
XYLD: 2.57
SCHD: 0.84

The current XYLD Sharpe Ratio is 0.55, which is higher than the SCHD Sharpe Ratio of 0.23. The chart below compares the historical Sharpe Ratios of XYLD and SCHD, 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 Ratio0.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.55
0.23
XYLD
SCHD

Dividends

XYLD vs. SCHD - Dividend Comparison

XYLD's dividend yield for the trailing twelve months is around 13.13%, more than SCHD's 4.05% 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%
SCHD
Schwab US Dividend Equity ETF
4.05%3.64%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%

Drawdowns

XYLD vs. SCHD - Drawdown Comparison

The maximum XYLD drawdown since its inception was -33.46%, roughly equal to the maximum SCHD drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for XYLD and SCHD. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-8.72%
-11.33%
XYLD
SCHD

Volatility

XYLD vs. SCHD - Volatility Comparison

Global X S&P 500 Covered Call ETF (XYLD) has a higher volatility of 12.47% compared to Schwab US Dividend Equity ETF (SCHD) at 11.25%. This indicates that XYLD's price experiences larger fluctuations and is considered to be riskier than SCHD based on this measure. 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%
11.25%
XYLD
SCHD