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

Correlation

The correlation between XYLG and SPLG is 0.95, 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.


-0.50.00.51.0
Correlation: 0.9

Performance

XYLG vs. SPLG - 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 SPDR Portfolio S&P 500 ETF (SPLG). The values are adjusted to include any dividend payments, if applicable.

40.00%50.00%60.00%70.00%80.00%90.00%100.00%NovemberDecember2025FebruaryMarchApril
58.13%
78.36%
XYLG
SPLG

Key characteristics

Sharpe Ratio

XYLG:

0.53

SPLG:

0.54

Sortino Ratio

XYLG:

0.85

SPLG:

0.87

Omega Ratio

XYLG:

1.14

SPLG:

1.13

Calmar Ratio

XYLG:

0.53

SPLG:

0.55

Martin Ratio

XYLG:

2.32

SPLG:

2.26

Ulcer Index

XYLG:

3.96%

SPLG:

4.55%

Daily Std Dev

XYLG:

17.51%

SPLG:

19.28%

Max Drawdown

XYLG:

-21.30%

SPLG:

-54.52%

Current Drawdown

XYLG:

-9.29%

SPLG:

-9.92%

Returns By Period

The year-to-date returns for both stocks are quite close, with XYLG having a -5.72% return and SPLG slightly lower at -5.79%.


XYLG

YTD

-5.72%

1M

-3.10%

6M

-2.56%

1Y

8.70%

5Y*

N/A

10Y*

N/A

SPLG

YTD

-5.79%

1M

-2.93%

6M

-4.32%

1Y

9.73%

5Y*

15.71%

10Y*

12.09%

*Annualized

Compare stocks, funds, or ETFs

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


XYLG vs. SPLG - Expense Ratio Comparison

XYLG has a 0.60% expense ratio, which is higher than SPLG's 0.03% expense ratio.


Expense ratio chart for XYLG: current value is 0.60%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
XYLG: 0.60%
Expense ratio chart for SPLG: current value is 0.03%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
SPLG: 0.03%

Risk-Adjusted Performance

XYLG vs. SPLG — 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 6363
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 6666
Omega Ratio Rank
The Calmar Ratio Rank of XYLG is 6565
Calmar Ratio Rank
The Martin Ratio Rank of XYLG is 6666
Martin Ratio Rank

SPLG
The Risk-Adjusted Performance Rank of SPLG is 6464
Overall Rank
The Sharpe Ratio Rank of SPLG is 6161
Sharpe Ratio Rank
The Sortino Ratio Rank of SPLG is 6262
Sortino Ratio Rank
The Omega Ratio Rank of SPLG is 6464
Omega Ratio Rank
The Calmar Ratio Rank of SPLG is 6666
Calmar Ratio Rank
The Martin Ratio Rank of SPLG is 6565
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. SPLG - 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 SPDR Portfolio S&P 500 ETF (SPLG). 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 chart of Sharpe ratio for XYLG, currently valued at 0.53, compared to the broader market-1.000.001.002.003.004.00
XYLG: 0.53
SPLG: 0.54
The chart of Sortino ratio for XYLG, currently valued at 0.85, compared to the broader market-2.000.002.004.006.008.00
XYLG: 0.85
SPLG: 0.87
The chart of Omega ratio for XYLG, currently valued at 1.14, compared to the broader market0.501.001.502.002.50
XYLG: 1.14
SPLG: 1.13
The chart of Calmar ratio for XYLG, currently valued at 0.53, compared to the broader market0.002.004.006.008.0010.0012.00
XYLG: 0.53
SPLG: 0.55
The chart of Martin ratio for XYLG, currently valued at 2.32, compared to the broader market0.0020.0040.0060.00
XYLG: 2.32
SPLG: 2.26

The current XYLG Sharpe Ratio is 0.53, which is comparable to the SPLG Sharpe Ratio of 0.54. The chart below compares the historical Sharpe Ratios of XYLG and SPLG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
0.53
0.54
XYLG
SPLG

Dividends

XYLG vs. SPLG - Dividend Comparison

XYLG's dividend yield for the trailing twelve months is around 26.10%, more than SPLG's 1.38% yield.


TTM20242023202220212020201920182017201620152014
XYLG
Global X S&P 500 Covered Call & Growth ETF
26.10%23.65%4.90%6.44%7.40%1.39%0.00%0.00%0.00%0.00%0.00%0.00%
SPLG
SPDR Portfolio S&P 500 ETF
1.38%1.28%1.44%1.69%1.25%1.54%1.79%2.23%1.75%1.97%1.98%1.79%

Drawdowns

XYLG vs. SPLG - Drawdown Comparison

The maximum XYLG drawdown since its inception was -21.30%, smaller than the maximum SPLG drawdown of -54.52%. Use the drawdown chart below to compare losses from any high point for XYLG and SPLG. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-9.29%
-9.92%
XYLG
SPLG

Volatility

XYLG vs. SPLG - Volatility Comparison

Global X S&P 500 Covered Call & Growth ETF (XYLG) and SPDR Portfolio S&P 500 ETF (SPLG) have volatilities of 13.71% and 14.16%, 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.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
13.71%
14.16%
XYLG
SPLG