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

Correlation

The correlation between XYLG and BCD is 0.27, 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.


-0.50.00.51.0
Correlation: 0.3

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.

40.00%50.00%60.00%70.00%80.00%90.00%NovemberDecember2025FebruaryMarchApril
57.47%
78.12%
XYLG
BCD

Key characteristics

Sharpe Ratio

XYLG:

0.56

BCD:

0.35

Sortino Ratio

XYLG:

0.90

BCD:

0.57

Omega Ratio

XYLG:

1.14

BCD:

1.07

Calmar Ratio

XYLG:

0.56

BCD:

0.22

Martin Ratio

XYLG:

2.49

BCD:

0.86

Ulcer Index

XYLG:

3.92%

BCD:

5.13%

Daily Std Dev

XYLG:

17.50%

BCD:

12.82%

Max Drawdown

XYLG:

-21.30%

BCD:

-29.79%

Current Drawdown

XYLG:

-9.67%

BCD:

-11.17%

Returns By Period

In the year-to-date period, XYLG achieves a -6.11% return, which is significantly lower than BCD's 5.08% return.


XYLG

YTD

-6.11%

1M

-4.33%

6M

-3.31%

1Y

8.71%

5Y*

N/A

10Y*

N/A

BCD

YTD

5.08%

1M

-2.62%

6M

4.40%

1Y

4.71%

5Y*

16.19%

10Y*

N/A

*Annualized

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XYLG vs. BCD - Expense Ratio Comparison

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


Expense ratio chart for XYLG: current value is 0.60%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
XYLG: 0.60%
Expense ratio chart for BCD: current value is 0.29%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
BCD: 0.29%

Risk-Adjusted Performance

XYLG vs. BCD — Risk-Adjusted Performance Rank

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

XYLG
The Risk-Adjusted Performance Rank of XYLG is 6666
Overall Rank
The Sharpe Ratio Rank of XYLG is 6262
Sharpe Ratio Rank
The Sortino Ratio Rank of XYLG is 6363
Sortino Ratio Rank
The Omega Ratio Rank of XYLG is 6868
Omega Ratio Rank
The Calmar Ratio Rank of XYLG is 6868
Calmar Ratio Rank
The Martin Ratio Rank of XYLG is 6868
Martin Ratio Rank

BCD
The Risk-Adjusted Performance Rank of BCD is 4444
Overall Rank
The Sharpe Ratio Rank of BCD is 4848
Sharpe Ratio Rank
The Sortino Ratio Rank of BCD is 4646
Sortino Ratio Rank
The Omega Ratio Rank of BCD is 4444
Omega Ratio Rank
The Calmar Ratio Rank of BCD is 4242
Calmar Ratio Rank
The Martin Ratio Rank of BCD is 4242
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.

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.


The chart of Sharpe ratio for XYLG, currently valued at 0.56, compared to the broader market-1.000.001.002.003.004.00
XYLG: 0.56
BCD: 0.35
The chart of Sortino ratio for XYLG, currently valued at 0.90, compared to the broader market-2.000.002.004.006.008.00
XYLG: 0.90
BCD: 0.57
The chart of Omega ratio for XYLG, currently valued at 1.14, compared to the broader market0.501.001.502.00
XYLG: 1.14
BCD: 1.07
The chart of Calmar ratio for XYLG, currently valued at 0.56, compared to the broader market0.002.004.006.008.0010.0012.00
XYLG: 0.56
BCD: 0.22
The chart of Martin ratio for XYLG, currently valued at 2.49, compared to the broader market0.0020.0040.0060.00
XYLG: 2.49
BCD: 0.86

The current XYLG Sharpe Ratio is 0.56, which is higher than the BCD Sharpe Ratio of 0.35. 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 Ratio0.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
0.56
0.35
XYLG
BCD

Dividends

XYLG vs. BCD - Dividend Comparison

XYLG's dividend yield for the trailing twelve months is around 26.21%, more than BCD's 3.43% yield.


TTM20242023202220212020201920182017
XYLG
Global X S&P 500 Covered Call & Growth ETF
26.21%23.65%4.90%6.44%7.40%1.39%0.00%0.00%0.00%
BCD
abrdn Bloomberg All Commodity Longer Dated Strategy K-1 Free ETF
3.43%3.60%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.


-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-9.67%
-11.17%
XYLG
BCD

Volatility

XYLG vs. BCD - Volatility Comparison

Global X S&P 500 Covered Call & Growth ETF (XYLG) has a higher volatility of 13.71% compared to abrdn Bloomberg All Commodity Longer Dated Strategy K-1 Free ETF (BCD) at 7.17%. This indicates that XYLG's price experiences larger fluctuations and is considered to be riskier than BCD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
13.71%
7.17%
XYLG
BCD