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

Key characteristics


XYLGBCD
YTD Return8.04%7.58%
1Y Return18.42%7.08%
3Y Return (Ann)7.08%9.75%
Sharpe Ratio2.130.68
Daily Std Dev8.59%12.08%
Max Drawdown-21.31%-29.79%
Current Drawdown-0.44%-14.36%

Correlation

-0.50.00.51.00.2

The correlation between XYLG and BCD is 0.25, 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 8.04% return, which is significantly higher than BCD's 7.58% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


30.00%40.00%50.00%60.00%70.00%December2024FebruaryMarchAprilMay
48.91%
71.73%
XYLG
BCD

Compare stocks, funds, or ETFs

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


Global X S&P 500 Covered Call & Growth ETF

abrdn Bloomberg All Commodity Longer Dated Strategy K-1 Free ETF

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.


XYLG
Sharpe ratio
The chart of Sharpe ratio for XYLG, currently valued at 2.13, compared to the broader market0.002.004.002.13
Sortino ratio
The chart of Sortino ratio for XYLG, currently valued at 3.01, compared to the broader market-2.000.002.004.006.008.0010.003.01
Omega ratio
The chart of Omega ratio for XYLG, currently valued at 1.39, compared to the broader market0.501.001.502.002.501.39
Calmar ratio
The chart of Calmar ratio for XYLG, currently valued at 1.83, compared to the broader market0.005.0010.001.83
Martin ratio
The chart of Martin ratio for XYLG, currently valued at 7.39, compared to the broader market0.0020.0040.0060.0080.007.39
BCD
Sharpe ratio
The chart of Sharpe ratio for BCD, currently valued at 0.68, compared to the broader market0.002.004.000.68
Sortino ratio
The chart of Sortino ratio for BCD, currently valued at 1.02, compared to the broader market-2.000.002.004.006.008.0010.001.02
Omega ratio
The chart of Omega ratio for BCD, currently valued at 1.13, compared to the broader market0.501.001.502.002.501.13
Calmar ratio
The chart of Calmar ratio for BCD, currently valued at 0.36, compared to the broader market0.005.0010.000.36
Martin ratio
The chart of Martin ratio for BCD, currently valued at 2.02, compared to the broader market0.0020.0040.0060.0080.002.02

XYLG vs. BCD - Sharpe Ratio Comparison

The current XYLG Sharpe Ratio is 2.13, which is higher than the BCD Sharpe Ratio of 0.68. The chart below compares the 12-month rolling Sharpe Ratio of XYLG and BCD.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00December2024FebruaryMarchAprilMay
2.13
0.68
XYLG
BCD

Dividends

XYLG vs. BCD - Dividend Comparison

XYLG's dividend yield for the trailing twelve months is around 4.42%, more than BCD's 4.19% yield.


TTM2023202220212020201920182017
XYLG
Global X S&P 500 Covered Call & Growth ETF
4.42%5.37%6.44%7.40%1.39%0.00%0.00%0.00%
BCD
abrdn Bloomberg All Commodity Longer Dated Strategy K-1 Free ETF
4.19%4.51%5.21%8.30%1.29%1.55%1.59%0.07%

Drawdowns

XYLG vs. BCD - Drawdown Comparison

The maximum XYLG drawdown since its inception was -21.31%, 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%December2024FebruaryMarchAprilMay
-0.44%
-14.36%
XYLG
BCD

Volatility

XYLG vs. BCD - Volatility Comparison

The current volatility for Global X S&P 500 Covered Call & Growth ETF (XYLG) is 2.41%, while abrdn Bloomberg All Commodity Longer Dated Strategy K-1 Free ETF (BCD) has a volatility of 2.90%. 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%7.00%December2024FebruaryMarchAprilMay
2.41%
2.90%
XYLG
BCD