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XYLE vs. FTHI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between XYLE and FTHI is 0.79, 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.


-0.50.00.51.00.8

Performance

XYLE vs. FTHI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X S&P 500 ESG Covered Call ETF (XYLE) and First Trust BuyWrite Income ETF (FTHI). The values are adjusted to include any dividend payments, if applicable.

-2.00%0.00%2.00%4.00%6.00%8.00%10.00%SeptemberOctoberNovemberDecember2025February
9.47%
6.00%
XYLE
FTHI

Key characteristics

Sharpe Ratio

XYLE:

2.11

FTHI:

1.68

Sortino Ratio

XYLE:

2.93

FTHI:

2.23

Omega Ratio

XYLE:

1.48

FTHI:

1.35

Calmar Ratio

XYLE:

2.92

FTHI:

2.68

Martin Ratio

XYLE:

15.98

FTHI:

12.85

Ulcer Index

XYLE:

1.15%

FTHI:

1.21%

Daily Std Dev

XYLE:

8.67%

FTHI:

9.26%

Max Drawdown

XYLE:

-7.96%

FTHI:

-32.65%

Current Drawdown

XYLE:

-0.37%

FTHI:

-2.11%

Returns By Period

In the year-to-date period, XYLE achieves a 2.31% return, which is significantly higher than FTHI's 0.61% return.


XYLE

YTD

2.31%

1M

-0.02%

6M

9.48%

1Y

17.28%

5Y*

N/A

10Y*

N/A

FTHI

YTD

0.61%

1M

-1.36%

6M

6.01%

1Y

14.25%

5Y*

7.78%

10Y*

7.39%

*Annualized

Compare stocks, funds, or ETFs

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


XYLE vs. FTHI - Expense Ratio Comparison

XYLE has a 0.60% expense ratio, which is lower than FTHI's 0.85% expense ratio.


FTHI
First Trust BuyWrite Income ETF
Expense ratio chart for FTHI: current value at 0.85% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.85%
Expense ratio chart for XYLE: current value at 0.60% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.60%

Risk-Adjusted Performance

XYLE vs. FTHI — Risk-Adjusted Performance Rank

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

XYLE
The Risk-Adjusted Performance Rank of XYLE is 8888
Overall Rank
The Sharpe Ratio Rank of XYLE is 8787
Sharpe Ratio Rank
The Sortino Ratio Rank of XYLE is 8686
Sortino Ratio Rank
The Omega Ratio Rank of XYLE is 9292
Omega Ratio Rank
The Calmar Ratio Rank of XYLE is 8282
Calmar Ratio Rank
The Martin Ratio Rank of XYLE is 9292
Martin Ratio Rank

FTHI
The Risk-Adjusted Performance Rank of FTHI is 7676
Overall Rank
The Sharpe Ratio Rank of FTHI is 7272
Sharpe Ratio Rank
The Sortino Ratio Rank of FTHI is 6767
Sortino Ratio Rank
The Omega Ratio Rank of FTHI is 7979
Omega Ratio Rank
The Calmar Ratio Rank of FTHI is 7777
Calmar Ratio Rank
The Martin Ratio Rank of FTHI is 8585
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.

XYLE vs. FTHI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X S&P 500 ESG Covered Call ETF (XYLE) and First Trust BuyWrite Income ETF (FTHI). 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.


Sharpe ratio
The chart of Sharpe ratio for XYLE, currently valued at 2.18, compared to the broader market0.002.004.002.181.68
The chart of Sortino ratio for XYLE, currently valued at 3.02, compared to the broader market0.005.0010.003.022.23
The chart of Omega ratio for XYLE, currently valued at 1.50, compared to the broader market0.501.001.502.002.503.001.501.35
The chart of Calmar ratio for XYLE, currently valued at 3.00, compared to the broader market0.005.0010.0015.003.002.68
The chart of Martin ratio for XYLE, currently valued at 16.45, compared to the broader market0.0020.0040.0060.0080.00100.0016.4512.85
XYLE
FTHI

The current XYLE Sharpe Ratio is 2.11, which is comparable to the FTHI Sharpe Ratio of 1.68. The chart below compares the historical Sharpe Ratios of XYLE and FTHI, 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 Ratio1.001.502.002.503.003.50SeptemberOctoberNovemberDecember2025February
2.18
1.68
XYLE
FTHI

Dividends

XYLE vs. FTHI - Dividend Comparison

XYLE's dividend yield for the trailing twelve months is around 16.33%, more than FTHI's 7.99% yield.


TTM20242023202220212020201920182017201620152014
XYLE
Global X S&P 500 ESG Covered Call ETF
16.33%17.07%6.28%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FTHI
First Trust BuyWrite Income ETF
7.99%8.61%8.50%9.06%4.37%4.76%4.21%4.76%4.02%4.43%4.98%3.96%

Drawdowns

XYLE vs. FTHI - Drawdown Comparison

The maximum XYLE drawdown since its inception was -7.96%, smaller than the maximum FTHI drawdown of -32.65%. Use the drawdown chart below to compare losses from any high point for XYLE and FTHI. For additional features, visit the drawdowns tool.


-4.00%-3.00%-2.00%-1.00%0.00%SeptemberOctoberNovemberDecember2025February
-0.37%
-2.11%
XYLE
FTHI

Volatility

XYLE vs. FTHI - Volatility Comparison

The current volatility for Global X S&P 500 ESG Covered Call ETF (XYLE) is 1.66%, while First Trust BuyWrite Income ETF (FTHI) has a volatility of 2.75%. This indicates that XYLE experiences smaller price fluctuations and is considered to be less risky than FTHI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%SeptemberOctoberNovemberDecember2025February
1.66%
2.75%
XYLE
FTHI
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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