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

Performance

XYLP.L vs. GOOY - 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 YieldMax GOOGL Option Income Strategy ETF (GOOY). The values are adjusted to include any dividend payments, if applicable.

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XYLP.L vs. GOOY - Yearly Performance Comparison


2026 (YTD)202520242023
XYLP.L
Global X S&P 500 Covered Call UCITS ETF
-1.08%-1.18%19.03%0.65%
GOOY
YieldMax GOOGL Option Income Strategy ETF
-3.26%42.98%14.55%-2.88%
Different Trading Currencies

XYLP.L is traded in GBP, while GOOY is traded in USD. To make them comparable, the GOOY 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 -1.08% return, which is significantly higher than GOOY's -3.26% return.


XYLP.L

1D
0.71%
1M
-2.04%
YTD
-1.08%
6M
4.06%
1Y
5.41%
3Y*
5Y*
10Y*

GOOY

1D
3.79%
1M
-3.84%
YTD
-3.26%
6M
18.07%
1Y
66.11%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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XYLP.L vs. GOOY - Expense Ratio Comparison

XYLP.L has a 0.45% expense ratio, which is lower than GOOY's 0.99% expense ratio.


Return for Risk

XYLP.L vs. GOOY — 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: 2424
Overall Rank
XYLP.L Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
XYLP.L Sortino Ratio Rank: 2323
Sortino Ratio Rank
XYLP.L Omega Ratio Rank: 2626
Omega Ratio Rank
XYLP.L Calmar Ratio Rank: 2323
Calmar Ratio Rank
XYLP.L Martin Ratio Rank: 2323
Martin Ratio Rank

GOOY
GOOY Risk / Return Rank: 9797
Overall Rank
GOOY Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
GOOY Sortino Ratio Rank: 9797
Sortino Ratio Rank
GOOY Omega Ratio Rank: 9696
Omega Ratio Rank
GOOY Calmar Ratio Rank: 9696
Calmar Ratio Rank
GOOY Martin Ratio Rank: 9696
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. GOOY - 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 YieldMax GOOGL Option Income Strategy ETF (GOOY). 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.LGOOYDifference

Sharpe ratio

Return per unit of total volatility

0.46

2.66

-2.20

Sortino ratio

Return per unit of downside risk

0.68

3.48

-2.80

Omega ratio

Gain probability vs. loss probability

1.11

1.46

-0.35

Calmar ratio

Return relative to maximum drawdown

0.51

4.86

-4.36

Martin ratio

Return relative to average drawdown

1.61

17.60

-15.99

XYLP.L vs. GOOY - Sharpe Ratio Comparison

The current XYLP.L Sharpe Ratio is 0.46, which is lower than the GOOY Sharpe Ratio of 2.66. The chart below compares the historical Sharpe Ratios of XYLP.L and GOOY, 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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Sharpe Ratios by Period


XYLP.LGOOYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.46

2.66

-2.20

Sharpe Ratio (All Time)

Calculated using the full available price history

0.66

0.77

-0.11

Correlation

The correlation between XYLP.L and GOOY is 0.31, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

XYLP.L vs. GOOY - Dividend Comparison

XYLP.L's dividend yield for the trailing twelve months is around 8.04%, less than GOOY's 49.24% yield.


TTM202520242023
XYLP.L
Global X S&P 500 Covered Call UCITS ETF
8.04%9.01%6.22%3.98%
GOOY
YieldMax GOOGL Option Income Strategy ETF
49.24%41.50%36.74%7.90%

Drawdowns

XYLP.L vs. GOOY - Drawdown Comparison

The maximum XYLP.L drawdown since its inception was -19.30%, smaller than the maximum GOOY drawdown of -27.39%. Use the drawdown chart below to compare losses from any high point for XYLP.L and GOOY.


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Drawdown Indicators


XYLP.LGOOYDifference

Max Drawdown

Largest peak-to-trough decline

-19.30%

-24.40%

+5.10%

Max Drawdown (1Y)

Largest decline over 1 year

-8.89%

-16.15%

+7.26%

Current Drawdown

Current decline from peak

-7.44%

-12.57%

+5.13%

Average Drawdown

Average peak-to-trough decline

-5.02%

-6.49%

+1.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.80%

4.05%

-1.25%

Volatility

XYLP.L vs. GOOY - Volatility Comparison

The current volatility for Global X S&P 500 Covered Call UCITS ETF (XYLP.L) is 2.97%, while YieldMax GOOGL Option Income Strategy ETF (GOOY) has a volatility of 6.90%. This indicates that XYLP.L experiences smaller price fluctuations and is considered to be less risky than GOOY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XYLP.LGOOYDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.97%

6.90%

-3.93%

Volatility (6M)

Calculated over the trailing 6-month period

5.92%

15.98%

-10.06%

Volatility (1Y)

Calculated over the trailing 1-year period

11.81%

25.00%

-13.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.60%

22.95%

-12.35%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.60%

22.95%

-12.35%