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XYLP.L vs. AMDI.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XYLP.L vs. AMDI.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Global X S&P 500 Covered Call UCITS ETF (XYLP.L) and IncomeShares AMD Options ETP (AMDI.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

XYLP.L is traded in GBP, while AMDI.L is traded in USD. To make them comparable, the AMDI.L values have been converted to GBP using the latest available exchange rates.

Returns By Period

In the year-to-date period, XYLP.L achieves a 8.08% return, which is significantly lower than AMDI.L's 82.28% return.


XYLP.L

1D
0.00%
1M
1.32%
6M
9.29%
YTD
8.08%
1Y
14.95%
3Y*
8.56%
5Y*
10Y*
ALL TIME*
0.25%

AMDI.L

1D
0.00%
1M
-10.85%
6M
66.77%
YTD
82.28%
1Y
83.20%
3Y*
5Y*
10Y*
ALL TIME*
17,466.71%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
£1.29M£1.31M£2.35M
£165.83K£168.59K£165.34K

XYLP.L vs. AMDI.L - Yearly Performance Comparison


2026 (YTD)2025
XYLP.L
Global X S&P 500 Covered Call UCITS ETF
8.08%9.18%
AMDI.L
IncomeShares AMD Options ETP
82.28%12,826.47%

Correlation

The correlation between XYLP.L and AMDI.L is 0.45, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.45

Correlation (All Time)
Calculated using the full available price history since Jul 7, 2025

0.46

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Return for Risk

XYLP.L vs. AMDI.L — Risk / Return Rank

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

XYLP.L
XYLP.L Risk / Return Rank: 8282
Overall Rank
XYLP.L Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
XYLP.L Sortino Ratio Rank: 7878
Sortino Ratio Rank
XYLP.L Omega Ratio Rank: 8181
Omega Ratio Rank
XYLP.L Calmar Ratio Rank: 8686
Calmar Ratio Rank
XYLP.L Martin Ratio Rank: 8181
Martin Ratio Rank

AMDI.L
AMDI.L Risk / Return Rank: 4848
Overall Rank
AMDI.L Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
AMDI.L Sortino Ratio Rank: 5454
Sortino Ratio Rank
AMDI.L Omega Ratio Rank: 6464
Omega Ratio Rank
AMDI.L Calmar Ratio Rank: 4848
Calmar Ratio Rank
AMDI.L Martin Ratio Rank: 3131
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

XYLP.L vs. AMDI.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X S&P 500 Covered Call UCITS ETF (XYLP.L) and IncomeShares AMD Options ETP (AMDI.L). 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.


XYLP.LAMDI.LDifference
Sharpe ratioReturn per unit of total volatility

+0.79

Sortino ratioReturn per unit of downside risk

+0.66

Omega ratioGain probability vs. loss probability

1.34

1.27

+0.07

Calmar ratioReturn relative to maximum drawdown

3.42

1.74

+1.68

Martin ratioReturn relative to average drawdown

10.71

2.95

+7.76

XYLP.L vs. AMDI.L - Sharpe Ratio Comparison

The current XYLP.L Sharpe Ratio is 1.88, which is higher than the AMDI.L Sharpe Ratio of 1.09. The chart below compares the historical Sharpe Ratios of XYLP.L and AMDI.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

XYLP.L vs. AMDI.L - Drawdown Comparison

The maximum XYLP.L drawdown since its inception was -23.57%, smaller than the maximum AMDI.L drawdown of -47.78%. Use the drawdown chart below to compare losses from any high point for XYLP.L and AMDI.L.


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Drawdown Indicators


XYLP.LAMDI.LDifference

Max Drawdown

Largest peak-to-trough decline

-23.57%

-47.78%

+24.21%

Max Drawdown (1Y)

Largest decline over 1 year

-4.39%

-47.78%

+43.39%

Max Drawdown (3Y)

Largest decline over 3 years

-19.30%

Current Drawdown

Current decline from peak

-0.15%

-17.97%

+17.82%

Average Drawdown

Average peak-to-trough decline

-12.94%

-21.14%

+8.20%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.40%

28.20%

-26.80%

Volatility

XYLP.L vs. AMDI.L - Volatility Comparison

The current volatility for Global X S&P 500 Covered Call UCITS ETF (XYLP.L) is 2.34%, while IncomeShares AMD Options ETP (AMDI.L) has a volatility of 29.10%. This indicates that XYLP.L experiences smaller price fluctuations and is considered to be less risky than AMDI.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XYLP.LAMDI.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.34%

29.10%

-26.76%

Volatility (6M)

Calculated over the trailing 6-month period

6.40%

48.14%

-41.74%

Volatility (1Y)

Calculated over the trailing 1-year period

8.01%

76.54%

-68.53%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.04%

9,636.39%

-9,619.35%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.04%

9,636.39%

-9,619.35%

XYLP.L vs. AMDI.L - Expense Ratio Comparison

XYLP.L has a 0.45% expense ratio, which is lower than AMDI.L's 0.55% expense ratio.


Dividends

XYLP.L vs. AMDI.L - Dividend Comparison

XYLP.L's dividend yield for the trailing twelve months is around 8.31%, less than AMDI.L's 53.52% yield.


PositionTTM202520242023
AMDI.L
IncomeShares AMD Options ETP
53.52%8.85%0.00%0.00%
XYLP.L
Global X S&P 500 Covered Call UCITS ETF
8.31%9.01%6.22%3.98%

Frequently Asked Questions


XYLP.L and AMDI.L have a correlation of 0.45, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XYLP.L is cheaper at 0.45% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XYLP.L is cheaper with a 0.45% expense ratio, compared with 0.55% for AMDI.L.

They also come from different issuers: Global X and Leverage Shares. Their fees differ too: 0.45% for XYLP.L and 0.55% for AMDI.L.

Portfolio Optimizer

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