XYLD vs. VIRT
XYLD (Global X S&P 500 Covered Call ETF) is Derivative Income fund tracking the Cboe S&P 500 BuyWrite Index, while VIRT (Virtu Financial, Inc.) is a stock. Over the past 10 years, XYLD returned 8.14%/yr vs 18.05%/yr for VIRT. Their 0.15 correlation means their historical movements had little consistent relationship.
Performance
XYLD vs. VIRT - Performance Comparison
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Returns By Period
In the year-to-date period, XYLD achieves a 6.98% return, which is significantly lower than VIRT's 81.20% return. Over the past 10 years, XYLD has underperformed VIRT with an annualized return of 8.14%, while VIRT has yielded a comparatively higher 18.05% annualized return.
XYLD
- 1D
- 0.15%
- 1M
- 2.28%
- 6M
- 6.06%
- YTD
- 6.98%
- 1Y
- 16.60%
- 3Y*
- 11.30%
- 5Y*
- 7.72%
- 10Y*
- 8.14%
- ALL TIME*
- 8.30%
VIRT
- 1D
- 0.12%
- 1M
- -2.15%
- 6M
- 62.47%
- YTD
- 81.20%
- 1Y
- 38.30%
- 3Y*
- 52.81%
- 5Y*
- 23.17%
- 10Y*
- 18.05%
- ALL TIME*
- 13.40%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $75.83M | $74.91M | $74.80M | |
| $39.54M | $38.84M | $31.76M |
XYLD vs. VIRT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XYLD Global X S&P 500 Covered Call ETF | 6.98% | 8.02% | 19.49% | 11.10% | -12.05% | 19.59% | -0.56% | 21.41% | -6.09% | 16.49% |
VIRT Virtu Financial, Inc. | 81.20% | -4.24% | 83.03% | 4.61% | -26.51% | 18.58% | 64.42% | -34.86% | 45.96% | 21.52% |
Correlation
The correlation between XYLD and VIRT is 0.12, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.12 |
Correlation (3Y) Balances recent behavior with more history. | 0.23 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.26 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.14 |
Correlation (All Time) Calculated using the full available price history since Apr 16, 2015 | 0.15 |
The correlation between XYLD and VIRT shifts across timeframes, from 0.12 (1 year) to 0.26 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
XYLD vs. VIRT — Risk / Return Rank
XYLD
VIRT
XYLD vs. VIRT - 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 Virtu Financial, Inc. (VIRT). 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.
| XYLD | VIRT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.18 | ||
| Sortino ratioReturn per unit of downside risk | +1.67 | ||
| Omega ratioGain probability vs. loss probability | 1.54 | 1.22 | +0.32 |
| Calmar ratioReturn relative to maximum drawdown | 3.20 | 1.46 | +1.74 |
| Martin ratioReturn relative to average drawdown | 16.66 | 2.68 | +13.98 |
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Drawdowns
XYLD vs. VIRT - Drawdown Comparison
The maximum XYLD drawdown since its inception was -33.46%, smaller than the maximum VIRT drawdown of -56.17%. Use the drawdown chart below to compare losses from any high point for XYLD and VIRT.
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Drawdown Indicators
| XYLD | VIRT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.46% | -56.17% | +22.71% |
Max Drawdown (1Y)Largest decline over 1 year | -5.29% | -27.30% | +22.01% |
Max Drawdown (3Y)Largest decline over 3 years | -15.53% | -27.83% | +12.30% |
Max Drawdown (5Y)Largest decline over 5 years | -18.66% | -54.52% | +35.86% |
Max Drawdown (10Y)Largest decline over 10 years | -33.46% | -56.17% | +22.71% |
Current DrawdownCurrent decline from peak | -0.51% | -10.60% | +10.09% |
Average DrawdownAverage peak-to-trough decline | -3.68% | -25.46% | +21.78% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.01% | 14.83% | -13.82% |
Volatility
XYLD vs. VIRT - Volatility Comparison
The current volatility for Global X S&P 500 Covered Call ETF (XYLD) is 1.57%, while Virtu Financial, Inc. (VIRT) has a volatility of 14.15%. This indicates that XYLD experiences smaller price fluctuations and is considered to be less risky than VIRT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XYLD | VIRT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.57% | 14.15% | -12.58% |
Volatility (6M)Calculated over the trailing 6-month period | 5.80% | 27.24% | -21.44% |
Volatility (1Y)Calculated over the trailing 1-year period | 6.98% | 32.11% | -25.13% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.25% | 32.78% | -21.53% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.15% | 36.06% | -21.91% |
Dividends
XYLD vs. VIRT - Dividend Comparison
XYLD's dividend yield for the trailing twelve months is around 10.63%, more than VIRT's 1.61% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VIRT Virtu Financial, Inc. | 1.61% | 2.88% | 2.69% | 4.74% | 4.70% | 3.33% | 3.81% | 6.00% | 3.73% | 5.25% | 6.02% | 2.12% |
XYLD Global X S&P 500 Covered Call ETF | 10.63% | 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 VIRT have a correlation of 0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VIRT has higher volatility (14.15%) compared to XYLD (1.57%). In terms of maximum drawdown, XYLD dropped -33.46% vs VIRT's -56.17%.
XYLD currently has the higher Sharpe Ratio (2.43 vs 1.24), 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.
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