XYLG vs. BCD
Compare and contrast key facts about Global X S&P 500 Covered Call & Growth ETF (XYLG) and abrdn Bloomberg All Commodity Longer Dated Strategy K-1 Free ETF (BCD).
XYLG and BCD are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XYLG is a passively managed fund by Global X that tracks the performance of the CBOE S&P 500 BuyWrite Index. It was launched on Sep 18, 2020. BCD is an actively managed fund by Abrdn Plc. It was launched on Mar 30, 2017.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: XYLG or BCD.
Key characteristics
| XYLG | BCD | |
|---|---|---|
| YTD Return | 21.62% | 5.43% |
| 1Y Return | 29.20% | 3.46% |
| 3Y Return (Ann) | 7.67% | 4.59% |
| Sharpe Ratio | 3.07 | 0.25 |
| Sortino Ratio | 4.16 | 0.43 |
| Omega Ratio | 1.63 | 1.05 |
| Calmar Ratio | 3.98 | 0.14 |
| Martin Ratio | 21.04 | 0.62 |
| Ulcer Index | 1.35% | 5.02% |
| Daily Std Dev | 9.26% | 12.54% |
| Max Drawdown | -21.30% | -29.79% |
| Current Drawdown | 0.00% | -16.08% |
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.
Performance
XYLG vs. BCD - Performance Comparison
In the year-to-date period, XYLG achieves a 21.62% return, which is significantly higher than BCD's 5.43% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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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.
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.
Dividends
XYLG vs. BCD - Dividend Comparison
XYLG's dividend yield for the trailing twelve months is around 4.28%, which matches BCD's 4.28% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|
XYLG Global X S&P 500 Covered Call & Growth ETF | 4.28% | 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 | 4.28% | 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.
Volatility
XYLG vs. BCD - Volatility Comparison
The current volatility for Global X S&P 500 Covered Call & Growth ETF (XYLG) is 3.17%, while abrdn Bloomberg All Commodity Longer Dated Strategy K-1 Free ETF (BCD) has a volatility of 3.47%. 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.