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

Correlation

The correlation between XYLG and QTR is 0.84, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Performance

XYLG vs. QTR - 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 Global X NASDAQ 100 Tail Risk ETF (QTR). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

XYLG:

0.53

QTR:

0.38

Sortino Ratio

XYLG:

0.87

QTR:

0.65

Omega Ratio

XYLG:

1.14

QTR:

1.08

Calmar Ratio

XYLG:

0.54

QTR:

0.37

Martin Ratio

XYLG:

2.20

QTR:

1.03

Ulcer Index

XYLG:

4.28%

QTR:

6.86%

Daily Std Dev

XYLG:

17.46%

QTR:

18.61%

Max Drawdown

XYLG:

-21.30%

QTR:

-31.72%

Current Drawdown

XYLG:

-7.61%

QTR:

-11.01%

Returns By Period

In the year-to-date period, XYLG achieves a -3.97% return, which is significantly higher than QTR's -6.39% return.


XYLG

YTD

-3.97%

1M

5.92%

6M

-3.43%

1Y

8.82%

5Y*

N/A

10Y*

N/A

QTR

YTD

-6.39%

1M

5.18%

6M

-6.98%

1Y

6.65%

5Y*

N/A

10Y*

N/A

*Annualized

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XYLG vs. QTR - Expense Ratio Comparison

Both XYLG and QTR have an expense ratio of 0.60%.


Risk-Adjusted Performance

XYLG vs. QTR — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

XYLG
The Risk-Adjusted Performance Rank of XYLG is 6464
Overall Rank
The Sharpe Ratio Rank of XYLG is 6060
Sharpe Ratio Rank
The Sortino Ratio Rank of XYLG is 6161
Sortino Ratio Rank
The Omega Ratio Rank of XYLG is 6868
Omega Ratio Rank
The Calmar Ratio Rank of XYLG is 6565
Calmar Ratio Rank
The Martin Ratio Rank of XYLG is 6565
Martin Ratio Rank

QTR
The Risk-Adjusted Performance Rank of QTR is 4747
Overall Rank
The Sharpe Ratio Rank of QTR is 4747
Sharpe Ratio Rank
The Sortino Ratio Rank of QTR is 4747
Sortino Ratio Rank
The Omega Ratio Rank of QTR is 4444
Omega Ratio Rank
The Calmar Ratio Rank of QTR is 5252
Calmar Ratio Rank
The Martin Ratio Rank of QTR is 4242
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

XYLG vs. QTR - 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 Global X NASDAQ 100 Tail Risk ETF (QTR). 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.


The current XYLG Sharpe Ratio is 0.53, which is higher than the QTR Sharpe Ratio of 0.38. The chart below compares the historical Sharpe Ratios of XYLG and QTR, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

XYLG vs. QTR - Dividend Comparison

XYLG's dividend yield for the trailing twelve months is around 25.62%, more than QTR's 0.53% yield.


TTM20242023202220212020
XYLG
Global X S&P 500 Covered Call & Growth ETF
25.62%23.65%4.90%6.44%7.40%1.39%
QTR
Global X NASDAQ 100 Tail Risk ETF
0.53%0.50%0.53%0.36%1.90%0.00%

Drawdowns

XYLG vs. QTR - Drawdown Comparison

The maximum XYLG drawdown since its inception was -21.30%, smaller than the maximum QTR drawdown of -31.72%. Use the drawdown chart below to compare losses from any high point for XYLG and QTR. For additional features, visit the drawdowns tool.


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Volatility

XYLG vs. QTR - Volatility Comparison

Global X S&P 500 Covered Call & Growth ETF (XYLG) has a higher volatility of 6.42% compared to Global X NASDAQ 100 Tail Risk ETF (QTR) at 4.95%. This indicates that XYLG's price experiences larger fluctuations and is considered to be riskier than QTR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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