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XYLG vs. BCD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between XYLG and BCD is 0.24, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.2

Performance

XYLG vs. BCD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X S&P 500 Covered Call & Growth ETF (XYLG) and abrdn Bloomberg All Commodity Longer Dated Strategy K-1 Free ETF (BCD). The values are adjusted to include any dividend payments, if applicable.

50.00%55.00%60.00%65.00%70.00%75.00%JulyAugustSeptemberOctoberNovemberDecember
68.59%
61.14%
XYLG
BCD

Key characteristics

Sharpe Ratio

XYLG:

2.51

BCD:

0.06

Sortino Ratio

XYLG:

3.40

BCD:

0.16

Omega Ratio

XYLG:

1.51

BCD:

1.02

Calmar Ratio

XYLG:

3.29

BCD:

0.03

Martin Ratio

XYLG:

17.11

BCD:

0.14

Ulcer Index

XYLG:

1.38%

BCD:

5.00%

Daily Std Dev

XYLG:

9.37%

BCD:

11.54%

Max Drawdown

XYLG:

-21.30%

BCD:

-29.79%

Current Drawdown

XYLG:

-0.97%

BCD:

-19.64%

Returns By Period

In the year-to-date period, XYLG achieves a 22.30% return, which is significantly higher than BCD's 0.95% return.


XYLG

YTD

22.30%

1M

0.91%

6M

10.01%

1Y

22.58%

5Y*

N/A

10Y*

N/A

BCD

YTD

0.95%

1M

-4.34%

6M

-5.29%

1Y

0.49%

5Y*

9.06%

10Y*

N/A

Compare stocks, funds, or ETFs

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


XYLG vs. BCD - Expense Ratio Comparison

XYLG has a 0.60% expense ratio, which is higher than BCD's 0.29% expense ratio.


XYLG
Global X S&P 500 Covered Call & Growth ETF
Expense ratio chart for XYLG: 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%
Expense ratio chart for BCD: current value at 0.29% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.29%

Risk-Adjusted Performance

XYLG vs. BCD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X S&P 500 Covered Call & Growth ETF (XYLG) and abrdn Bloomberg All Commodity Longer Dated Strategy K-1 Free ETF (BCD). 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 XYLG, currently valued at 2.51, compared to the broader market0.002.004.002.510.06
The chart of Sortino ratio for XYLG, currently valued at 3.40, compared to the broader market-2.000.002.004.006.008.0010.003.400.16
The chart of Omega ratio for XYLG, currently valued at 1.51, compared to the broader market0.501.001.502.002.503.001.511.02
The chart of Calmar ratio for XYLG, currently valued at 3.29, compared to the broader market0.005.0010.0015.003.290.03
The chart of Martin ratio for XYLG, currently valued at 17.11, compared to the broader market0.0020.0040.0060.0080.00100.0017.110.14
XYLG
BCD

The current XYLG Sharpe Ratio is 2.51, which is higher than the BCD Sharpe Ratio of 0.06. The chart below compares the historical Sharpe Ratios of XYLG and BCD, 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 Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
2.51
0.06
XYLG
BCD

Dividends

XYLG vs. BCD - Dividend Comparison

XYLG's dividend yield for the trailing twelve months is around 4.42%, while BCD has not paid dividends to shareholders.


TTM2023202220212020201920182017
XYLG
Global X S&P 500 Covered Call & Growth ETF
4.42%5.38%6.44%7.41%1.39%0.00%0.00%0.00%
BCD
abrdn Bloomberg All Commodity Longer Dated Strategy K-1 Free ETF
0.00%4.51%5.21%8.30%1.29%1.56%1.59%0.07%

Drawdowns

XYLG vs. BCD - Drawdown Comparison

The maximum XYLG drawdown since its inception was -21.30%, smaller than the maximum BCD drawdown of -29.79%. Use the drawdown chart below to compare losses from any high point for XYLG and BCD. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-0.97%
-19.64%
XYLG
BCD

Volatility

XYLG vs. BCD - Volatility Comparison

The current volatility for Global X S&P 500 Covered Call & Growth ETF (XYLG) is 2.45%, while abrdn Bloomberg All Commodity Longer Dated Strategy K-1 Free ETF (BCD) has a volatility of 4.89%. This indicates that XYLG experiences smaller price fluctuations and is considered to be less risky than BCD 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%6.00%JulyAugustSeptemberOctoberNovemberDecember
2.45%
4.89%
XYLG
BCD
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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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