XYLG vs. BCD
XYLG (Global X S&P 500 Covered Call & Growth ETF) and BCD (abrdn Bloomberg All Commodity Longer Dated Strategy K-1 Free ETF) are both exchange-traded funds - XYLG is a Derivative Income fund tracking the Cboe S&P 500 Half BuyWrite Index, while BCD is a Commodities fund actively managed by Aberdeen. XYLG is passively managed, while BCD is actively managed. Over the past 5 years, XYLG returned 10.41%/yr vs 11.03%/yr for BCD. At a 0.20 correlation, their price movements are largely independent. XYLG charges 0.35%/yr vs 0.29%/yr for BCD.
Performance
XYLG vs. BCD - Performance Comparison
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Returns By Period
In the year-to-date period, XYLG achieves a 7.51% return, which is significantly lower than BCD's 12.69% return.
XYLG
- 1D
- -0.20%
- 1M
- 0.64%
- YTD
- 7.51%
- 6M
- 7.25%
- 1Y
- 22.43%
- 3Y*
- 16.40%
- 5Y*
- 10.41%
- 10Y*
- —
BCD
- 1D
- -0.37%
- 1M
- -6.61%
- YTD
- 12.69%
- 6M
- 12.67%
- 1Y
- 18.46%
- 3Y*
- 11.12%
- 5Y*
- 11.03%
- 10Y*
- —
XYLG vs. BCD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
XYLG Global X S&P 500 Covered Call & Growth ETF | 7.51% | 12.93% | 22.31% | 18.16% | -15.46% | 23.81% | 12.13% |
BCD abrdn Bloomberg All Commodity Longer Dated Strategy K-1 Free ETF | 12.69% | 15.71% | 6.20% | -7.58% | 18.38% | 31.87% | 8.44% |
Correlation
The correlation between XYLG and BCD is -0.02, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.02 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.10 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.19 |
Correlation (All Time) Calculated using the full available price history since Sep 21, 2020 | 0.20 |
The correlation between XYLG and BCD shifts across timeframes, from -0.02 (1 year) to 0.20 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
XYLG vs. BCD — Risk / Return Rank
XYLG
BCD
XYLG vs. BCD - Risk-Adjusted Trends 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| XYLG | BCD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.95 | ||
| Sortino ratioReturn per unit of downside risk | +1.38 | ||
| Omega ratioGain probability vs. loss probability | 1.43 | 1.24 | +0.18 |
| Calmar ratioReturn relative to maximum drawdown | 3.25 | 1.89 | +1.36 |
| Martin ratioReturn relative to average drawdown | 16.00 | 6.83 | +9.17 |
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Drawdowns
XYLG vs. BCD - Drawdown Comparison
The maximum XYLG drawdown since its inception was -21.30%, smaller than the maximum BCD drawdown of -29.81%. Use the drawdown chart below to compare losses from any high point for XYLG and BCD.
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Drawdown Indicators
| XYLG | BCD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -21.30% | -29.81% | +8.51% |
Max Drawdown (1Y)Largest decline over 1 year | -6.93% | -9.80% | +2.87% |
Max Drawdown (3Y)Largest decline over 3 years | -17.42% | -10.50% | -6.92% |
Max Drawdown (5Y)Largest decline over 5 years | -21.30% | -23.03% | +1.73% |
Current DrawdownCurrent decline from peak | -0.74% | -9.80% | +9.06% |
Average DrawdownAverage peak-to-trough decline | -4.07% | -9.84% | +5.77% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.40% | 3.00% | -1.60% |
Volatility
XYLG vs. BCD - Volatility Comparison
Global X S&P 500 Covered Call & Growth ETF (XYLG) and abrdn Bloomberg All Commodity Longer Dated Strategy K-1 Free ETF (BCD) have volatilities of 3.31% and 3.18%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XYLG | BCD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.31% | 3.18% | +0.13% |
Volatility (6M)Calculated over the trailing 6-month period | 8.09% | 11.93% | -3.84% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.90% | 13.95% | -4.05% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.06% | 15.37% | -1.31% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.86% | 13.90% | -0.04% |
XYLG vs. BCD - Expense Ratio Comparison
XYLG has a 0.35% expense ratio, which is higher than BCD's 0.29% expense ratio.
Dividends
XYLG vs. BCD - Dividend Comparison
XYLG's dividend yield for the trailing twelve months is around 13.57%, less than BCD's 15.27% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
BCD abrdn Bloomberg All Commodity Longer Dated Strategy K-1 Free ETF | 15.27% | 17.21% | 3.60% | 4.51% | 5.21% | 8.30% | 1.29% | 1.55% | 1.59% | 0.07% |
XYLG Global X S&P 500 Covered Call & Growth ETF | 13.57% | 13.94% | 23.65% | 4.90% | 6.43% | 7.40% | 1.39% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
XYLG and BCD have a correlation of -0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
XYLG has higher volatility (3.31%) compared to BCD (3.18%). In terms of maximum drawdown, XYLG dropped -21.30% vs BCD's -29.81%.
On 5-year performance, BCD leads with 11.03% vs 10.41% for XYLG. On fees, BCD is cheaper at 0.29% per year. On volatility, BCD has been the lower-risk option at 3.18%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, BCD has performed better with a 11.03% return vs 10.41%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
BCD is cheaper with a 0.29% expense ratio, compared with 0.35% for XYLG.
BCD has the higher dividend yield at 15.27%, compared with 13.57% for XYLG.
XYLG is categorized as Derivative Income, while BCD is Commodities. They also come from different issuers: Global X and Aberdeen. Their fees differ too: 0.35% for XYLG and 0.29% for BCD.
XYLG currently has the higher Sharpe Ratio (2.28 vs 1.33), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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