XYLP.L vs. AMDW
XYLP.L (Global X S&P 500 Covered Call UCITS ETF) and AMDW (Roundhill AMD WeeklyPay ETF) are both Derivative Income funds. XYLP.L is passively managed, while AMDW is actively managed. At a 0.32 correlation, their price movements are largely independent. XYLP.L charges 0.45%/yr vs 0.99%/yr for AMDW.
Performance
XYLP.L vs. AMDW - Performance Comparison
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Different Trading Currencies
XYLP.L is traded in GBP, while AMDW is traded in USD. To make them comparable, the AMDW 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 3.81% return, which is significantly lower than AMDW's 146.72% return.
XYLP.L
- 1D
- -0.97%
- 1M
- 2.04%
- YTD
- 3.81%
- 6M
- 4.04%
- 1Y
- 16.17%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
AMDW
- 1D
- -12.70%
- 1M
- 14.15%
- YTD
- 146.72%
- 6M
- 137.34%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
XYLP.L vs. AMDW - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
XYLP.L Global X S&P 500 Covered Call UCITS ETF | 3.81% | 8.58% |
AMDW Roundhill AMD WeeklyPay ETF | 146.72% | 34.62% |
Correlation
The correlation between XYLP.L and AMDW is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Jul 25, 2025 | 0.32 |
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Return for Risk
XYLP.L vs. AMDW — Risk / Return Rank
XYLP.L
AMDW
XYLP.L vs. AMDW - 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 Roundhill AMD WeeklyPay ETF (AMDW). 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.
| XYLP.L | AMDW | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.41 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 3.70 | — | — |
| Martin ratioReturn relative to average drawdown | 12.01 | — | — |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| XYLP.L | AMDW | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.21 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.83 | 3.70 | -2.87 |
Drawdowns
XYLP.L vs. AMDW - Drawdown Comparison
The maximum XYLP.L drawdown since its inception was -19.30%, smaller than the maximum AMDW drawdown of -35.61%. Use the drawdown chart below to compare losses from any high point for XYLP.L and AMDW.
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Drawdown Indicators
| XYLP.L | AMDW | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.30% | -35.61% | +16.31% |
Max Drawdown (1Y)Largest decline over 1 year | -4.39% | — | — |
Current DrawdownCurrent decline from peak | -2.09% | -15.96% | +13.87% |
Average DrawdownAverage peak-to-trough decline | -4.81% | -15.10% | +10.29% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.35% | — | — |
Volatility
XYLP.L vs. AMDW - Volatility Comparison
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Volatility by Period
| XYLP.L | AMDW | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.43% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 5.73% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 7.35% | 81.46% | -74.11% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.40% | 81.46% | -71.06% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.40% | 81.46% | -71.06% |
XYLP.L vs. AMDW - Expense Ratio Comparison
XYLP.L has a 0.45% expense ratio, which is lower than AMDW's 0.99% expense ratio.
Dividends
XYLP.L vs. AMDW - Dividend Comparison
XYLP.L's dividend yield for the trailing twelve months is around 7.79%, less than AMDW's 34.70% yield.
| Position | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
AMDW Roundhill AMD WeeklyPay ETF | 34.70% | 34.78% | 0.00% | 0.00% |
XYLP.L Global X S&P 500 Covered Call UCITS ETF | 7.79% | 9.76% | 6.22% | 3.98% |
Frequently Asked Questions
XYLP.L and AMDW have a correlation of 0.32, 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 0.99% for AMDW.
They also come from different issuers: Global X and Roundhill. Their fees differ too: 0.45% for XYLP.L and 0.99% for AMDW.
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