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

Correlation

The correlation between XYLE and XYLD 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. XYLD - 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 Global X S&P 500 Covered Call ETF (XYLD). 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

XYLD

YTD

-4.44%

1M

1.96%

6M

-1.53%

1Y

7.98%

5Y*

9.98%

10Y*

6.38%

*Annualized

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XYLE vs. XYLD - Expense Ratio Comparison

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


Risk-Adjusted Performance

XYLE vs. XYLD — 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

XYLD
The Risk-Adjusted Performance Rank of XYLD is 5656
Overall Rank
The Sharpe Ratio Rank of XYLD is 5151
Sharpe Ratio Rank
The Sortino Ratio Rank of XYLD is 5050
Sortino Ratio Rank
The Omega Ratio Rank of XYLD is 6969
Omega Ratio Rank
The Calmar Ratio Rank of XYLD is 5555
Calmar Ratio Rank
The Martin Ratio Rank of XYLD is 5757
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. XYLD - 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 Global X S&P 500 Covered Call ETF (XYLD). 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. XYLD - Dividend Comparison

XYLE has not paid dividends to shareholders, while XYLD's dividend yield for the trailing twelve months is around 12.95%.


TTM20242023202220212020201920182017201620152014
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%0.00%
XYLD
Global X S&P 500 Covered Call ETF
12.95%11.54%10.51%13.43%9.07%7.93%5.76%7.12%5.18%3.23%4.65%4.15%

Drawdowns

XYLE vs. XYLD - Drawdown Comparison


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Volatility

XYLE vs. XYLD - Volatility Comparison


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