XYLG vs. CET
XYLG (Global X S&P 500 Covered Call & Growth ETF) is Derivative Income fund tracking the Cboe S&P 500 Half BuyWrite Index, while CET (Central Securities Corporation) is a stock. Over the past 5 years, XYLG returned 10.43%/yr vs 12.15%/yr for CET. Their 0.72 correlation means they have sometimes moved together and sometimes differently.
Performance
XYLG vs. CET - Performance Comparison
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Returns By Period
In the year-to-date period, XYLG achieves a 10.03% return, which is significantly higher than CET's 8.07% return.
XYLG
- 1D
- 0.94%
- 1M
- 1.94%
- 6M
- 8.16%
- YTD
- 10.03%
- 1Y
- 21.27%
- 3Y*
- 16.39%
- 5Y*
- 10.43%
- 10Y*
- —
- ALL TIME*
- 13.56%
CET
- 1D
- 1.95%
- 1M
- 3.38%
- 6M
- 4.97%
- YTD
- 8.07%
- 1Y
- 19.93%
- 3Y*
- 19.84%
- 5Y*
- 12.15%
- 10Y*
- 16.42%
- ALL TIME*
- 11.15%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $1.51M | $1.72M | $1.91M | |
| $324.88K | $371.22K | $506.01K |
XYLG vs. CET - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
XYLG Global X S&P 500 Covered Call & Growth ETF | 10.03% | 12.93% | 22.31% | 18.16% | -15.46% | 23.81% | 12.13% |
CET Central Securities Corporation | 8.07% | 17.20% | 26.82% | 19.17% | -19.68% | 49.00% | 18.36% |
Correlation
The correlation between XYLG and CET is 0.71, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.71 |
Correlation (3Y) Balances recent behavior with more history. | 0.69 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.73 |
Correlation (All Time) Calculated using the full available price history since Sep 21, 2020 | 0.72 |
The correlation between XYLG and CET has been stable across timeframes, ranging from 0.69 to 0.73 - a consistent structural relationship.
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Return for Risk
XYLG vs. CET — Risk / Return Rank
XYLG
CET
XYLG vs. CET - 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 Central Securities Corporation (CET). 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 | CET | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.45 | ||
| Sortino ratioReturn per unit of downside risk | +0.57 | ||
| Omega ratioGain probability vs. loss probability | 1.39 | 1.29 | +0.10 |
| Calmar ratioReturn relative to maximum drawdown | 3.08 | 2.48 | +0.61 |
| Martin ratioReturn relative to average drawdown | 14.87 | 9.25 | +5.62 |
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Drawdowns
XYLG vs. CET - Drawdown Comparison
The maximum XYLG drawdown since its inception was -21.30%, smaller than the maximum CET drawdown of -56.69%. Use the drawdown chart below to compare losses from any high point for XYLG and CET.
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Drawdown Indicators
| XYLG | CET | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -21.30% | -56.69% | +35.39% |
Max Drawdown (1Y)Largest decline over 1 year | -6.93% | -8.08% | +1.15% |
Max Drawdown (3Y)Largest decline over 3 years | -17.42% | -15.42% | -2.00% |
Max Drawdown (5Y)Largest decline over 5 years | -21.30% | -24.89% | +3.59% |
Max Drawdown (10Y)Largest decline over 10 years | — | -39.91% | — |
Current DrawdownCurrent decline from peak | 0.00% | 0.00% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -4.01% | -10.13% | +6.12% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.43% | 2.16% | -0.73% |
Volatility
XYLG vs. CET - Volatility Comparison
The current volatility for Global X S&P 500 Covered Call & Growth ETF (XYLG) is 2.83%, while Central Securities Corporation (CET) has a volatility of 3.83%. This indicates that XYLG experiences smaller price fluctuations and is considered to be less risky than CET based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XYLG | CET | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.83% | 3.83% | -1.00% |
Volatility (6M)Calculated over the trailing 6-month period | 8.31% | 9.48% | -1.17% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.18% | 12.14% | -1.96% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.06% | 14.61% | -0.55% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.79% | 16.63% | -2.84% |
Dividends
XYLG vs. CET - Dividend Comparison
XYLG's dividend yield for the trailing twelve months is around 12.98%, more than CET's 5.07% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CET Central Securities Corporation | 5.07% | 5.32% | 4.92% | 4.90% | 7.34% | 8.41% | 5.68% | 3.78% | 5.84% | 3.65% | 4.50% | 10.41% |
XYLG Global X S&P 500 Covered Call & Growth ETF | 12.98% | 13.94% | 23.65% | 4.90% | 6.43% | 7.40% | 1.39% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
XYLG and CET have a correlation of 0.71, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CET has higher volatility (3.83%) compared to XYLG (2.83%). In terms of maximum drawdown, XYLG dropped -21.30% vs CET's -56.69%.
XYLG currently has the higher Sharpe Ratio (2.10 vs 1.65), 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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