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

Correlation

The correlation between XYLE and SPYD is 0.74, 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.


Performance

XYLE vs. SPYD - 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 SPDR Portfolio S&P 500 High Dividend ETF (SPYD). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Returns By Period


XYLE

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

SPYD

YTD

-0.65%

1M

5.27%

6M

-4.81%

1Y

8.61%

5Y*

16.01%

10Y*

N/A

*Annualized

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XYLE vs. SPYD - Expense Ratio Comparison

XYLE has a 0.60% expense ratio, which is higher than SPYD's 0.07% expense ratio.


Risk-Adjusted Performance

XYLE vs. SPYD — 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 9494
Overall Rank
The Sharpe Ratio Rank of XYLE is 9393
Sharpe Ratio Rank
The Sortino Ratio Rank of XYLE is 9393
Sortino Ratio Rank
The Omega Ratio Rank of XYLE is 9595
Omega Ratio Rank
The Calmar Ratio Rank of XYLE is 9191
Calmar Ratio Rank
The Martin Ratio Rank of XYLE is 9595
Martin Ratio Rank

SPYD
The Risk-Adjusted Performance Rank of SPYD is 5353
Overall Rank
The Sharpe Ratio Rank of SPYD is 5353
Sharpe Ratio Rank
The Sortino Ratio Rank of SPYD is 5252
Sortino Ratio Rank
The Omega Ratio Rank of SPYD is 5252
Omega Ratio Rank
The Calmar Ratio Rank of SPYD is 5858
Calmar Ratio Rank
The Martin Ratio Rank of SPYD is 5050
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. SPYD - 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 SPDR Portfolio S&P 500 High Dividend ETF (SPYD). 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.



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Dividends

XYLE vs. SPYD - Dividend Comparison

XYLE has not paid dividends to shareholders, while SPYD's dividend yield for the trailing twelve months is around 4.49%.


TTM2024202320222021202020192018201720162015
XYLE
Global X S&P 500 ESG Covered Call ETF
15.11%17.07%6.28%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SPYD
SPDR Portfolio S&P 500 High Dividend ETF
4.49%4.31%4.66%5.01%3.69%4.96%4.42%4.75%4.64%4.34%1.13%

Drawdowns

XYLE vs. SPYD - Drawdown Comparison


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Volatility

XYLE vs. SPYD - Volatility Comparison


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