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XYLG vs. COSW
Performance
Return for Risk
Drawdowns
Volatility
Dividends

XYLG vs. COSW

Last updated Aug 4, 2026
Documentation

XYLG (Global X S&P 500 Covered Call & Growth ETF) and COSW (Roundhill COST WeeklyPay ETF) are both Derivative Income funds. XYLG is passively managed, while COSW is actively managed. Their -0.16 correlation means they have often moved in opposite directions in the past. XYLG charges 0.35%/yr vs 0.99%/yr for COSW.

Performance

XYLG vs. COSW - 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 Roundhill COST WeeklyPay ETF (COSW). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, XYLG achieves a 10.03% return, which is significantly lower than COSW's 10.59% 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%

COSW

1D
0.54%
1M
0.32%
6M
-3.06%
YTD
10.59%
1Y
—
3Y*
—
5Y*
—
10Y*
—
ALL TIME*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)

COSW

Roundhill COST WeeklyPay ETF
$103.25K$156.88K$207.85K

XYLG

Global X S&P 500 Covered Call & Growth ETF
$324.88K$371.22K$506.01K

XYLG vs. COSW - Yearly Performance Comparison

2026 (YTD)2025
XYLG
Global X S&P 500 Covered Call & Growth ETF		10.03%3.59%
COSW
Roundhill COST WeeklyPay ETF		10.59%-10.48%

Correlation

The correlation between XYLG and COSW is -0.16, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.

Correlation
Correlation (All Time)
Calculated using the full available price history since Oct 23, 2025

-0.16

XYLG vs. COSW - Sectors Allocation Comparison

Sectors
XYLG
COSW

Technology

38.3%

-

Financial Services

12.3%

-

Communication Services

9.3%

-

Healthcare

9.2%

-

Consumer Cyclical

8.8%

-

Industrials

7.8%

-

Consumer Defensive

4.7%
0.6%

Energy

3.4%

-

Utilities

2.7%

-

Real Estate

2.0%

-

Basic Materials

1.9%

-

Technology

XYLG
38.3%
COSW

-

Financial Services

XYLG
12.3%
COSW

-

Communication Services

XYLG
9.3%
COSW

-

Healthcare

XYLG
9.2%
COSW

-

Consumer Cyclical

XYLG
8.8%
COSW

-

Industrials

XYLG
7.8%
COSW

-

Consumer Defensive

XYLG
4.7%
COSW
0.6%

Energy

XYLG
3.4%
COSW

-

Utilities

XYLG
2.7%
COSW

-

Real Estate

XYLG
2.0%
COSW

-

Basic Materials

XYLG
1.9%
COSW

-

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

Roundhill COST WeeklyPay ETF

Often compared with XYLG:
XYLG vs. XYLDXYLG vs. QYLGXYLG vs. SPYXYLG vs. SCHGXYLG vs. JEPIXYLG vs. DIVOXYLG vs. BCD
Often compared with COSW:
COSW vs. WMTICOSW vs. DRKYCOSW vs. COSTCOSW vs. ROCYCOSW vs. TPRYCOSW vs. USOYCOSW vs. SPYI

Return for Risk

XYLG vs. COSW — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.
XYLG
XYLG Risk / Return Rank: 8686
Overall Rank
XYLG Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
XYLG Sortino Ratio Rank: 8686
Sortino Ratio Rank
XYLG Omega Ratio Rank: 8686
Omega Ratio Rank
XYLG Calmar Ratio Rank: 8282
Calmar Ratio Rank
XYLG Martin Ratio Rank: 9090
Martin Ratio Rank
COSW

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

XYLG vs. COSW - 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 Roundhill COST WeeklyPay ETF (COSW). 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.

XYLGCOSWDifference
Sharpe ratioReturn per unit of total volatility
2.10

—

—

Sortino ratioReturn per unit of downside risk
2.96

—

—

Omega ratioGain probability vs. loss probability

1.39

—

—

Calmar ratioReturn relative to maximum drawdown

3.08

—

—

Martin ratioReturn relative to average drawdown

14.87

—

—

XYLG vs. COSW - Sharpe Ratio Comparison

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Drawdowns

XYLG vs. COSW - Drawdown Comparison

The maximum XYLG drawdown since its inception was -21.30%, which is greater than COSW's maximum drawdown of -20.01%. Use the drawdown chart below to compare losses from any high point for XYLG and COSW.

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Drawdown Indicators

XYLGCOSWDifference

Max Drawdown

Largest peak-to-trough decline

-21.30%

-20.01%

-1.29%

Max Drawdown (1Y)

Largest decline over 1 year

-6.93%

—

—

Max Drawdown (3Y)

Largest decline over 3 years

-17.42%

—

—

Max Drawdown (5Y)

Largest decline over 5 years

-21.30%

—

—

Current Drawdown

Current decline from peak

0.00%

-15.79%

+15.79%

Average Drawdown

Average peak-to-trough decline

-4.01%

-6.65%

+2.64%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.43%

—

—

Volatility

XYLG vs. COSW - Volatility Comparison

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Volatility by Period

XYLGCOSWDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.83%

—

—

Volatility (6M)

Calculated over the trailing 6-month period

8.31%

—

—

Volatility (1Y)

Calculated over the trailing 1-year period

10.18%

25.80%

-15.62%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.06%

25.80%

-11.74%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.79%

25.80%

-12.01%

XYLG vs. COSW - Expense Ratio Comparison

XYLG has a 0.35% expense ratio, which is lower than COSW's 0.99% expense ratio.

Dividends

XYLG vs. COSW - Dividend Comparison

XYLG's dividend yield for the trailing twelve months is around 12.98%, less than COSW's 22.73% yield.

PositionTTM202520242023202220212020
COSW
Roundhill COST WeeklyPay ETF		22.73%4.96%0.00%0.00%0.00%0.00%0.00%
XYLG
Global X S&P 500 Covered Call & Growth ETF		12.98%13.94%23.65%4.90%6.43%7.40%1.39%

Frequently Asked Questions

XYLG and COSW have a correlation of -0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XYLG is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XYLG is cheaper with a 0.35% expense ratio, compared with 0.99% for COSW.

COSW has the higher dividend yield at 22.73%, compared with 12.98% for XYLG.

They also come from different issuers: Global X and Roundhill. Their fees differ too: 0.35% for XYLG and 0.99% for COSW.

Portfolio Optimizer

Find the right allocation for XYLG and COSW

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