PortfoliosLab logoPortfoliosLab logo
XYLP.L vs. XYLD
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

XYLP.L vs. XYLD - 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 Global X S&P 500 Covered Call ETF (XYLD). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

XYLP.L vs. XYLD - Yearly Performance Comparison


2026 (YTD)202520242023
XYLP.L
Global X S&P 500 Covered Call UCITS ETF
-1.08%-1.18%19.03%3.35%
XYLD
Global X S&P 500 Covered Call ETF
0.84%0.32%21.58%3.21%
Different Trading Currencies

XYLP.L is traded in GBP, while XYLD is traded in USD. To make them comparable, the XYLD 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 lower than XYLD's 0.84% return.


XYLP.L

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

XYLD

1D
1.71%
1M
-1.05%
YTD
0.84%
6M
7.13%
1Y
7.99%
3Y*
7.68%
5Y*
7.91%
10Y*
8.67%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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


XYLP.L vs. XYLD - Expense Ratio Comparison

XYLP.L has a 0.45% expense ratio, which is lower than XYLD's 0.60% expense ratio.


Return for Risk

XYLP.L vs. XYLD — 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

XYLD
XYLD Risk / Return Rank: 5656
Overall Rank
XYLD Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
XYLD Sortino Ratio Rank: 4848
Sortino Ratio Rank
XYLD Omega Ratio Rank: 7171
Omega Ratio Rank
XYLD Calmar Ratio Rank: 4747
Calmar Ratio Rank
XYLD Martin Ratio Rank: 6969
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. XYLD - 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 Global X S&P 500 Covered Call ETF (XYLD). 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.LXYLDDifference

Sharpe ratio

Return per unit of total volatility

0.46

0.55

-0.09

Sortino ratio

Return per unit of downside risk

0.68

0.89

-0.21

Omega ratio

Gain probability vs. loss probability

1.11

1.15

-0.04

Calmar ratio

Return relative to maximum drawdown

0.51

0.98

-0.48

Martin ratio

Return relative to average drawdown

1.61

3.08

-1.47

XYLP.L vs. XYLD - Sharpe Ratio Comparison

The current XYLP.L Sharpe Ratio is 0.46, which is comparable to the XYLD Sharpe Ratio of 0.55. The chart below compares the historical Sharpe Ratios of XYLP.L and XYLD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


XYLP.LXYLDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.46

0.55

-0.09

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.66

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.56

Sharpe Ratio (All Time)

Calculated using the full available price history

0.66

0.61

+0.05

Correlation

The correlation between XYLP.L and XYLD is 0.60, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

XYLP.L vs. XYLD - Dividend Comparison

XYLP.L's dividend yield for the trailing twelve months is around 8.04%, less than XYLD's 10.98% yield.


TTM20252024202320222021202020192018201720162015
XYLP.L
Global X S&P 500 Covered Call UCITS ETF
8.04%9.01%6.22%3.98%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
XYLD
Global X S&P 500 Covered Call ETF
10.98%10.51%11.54%10.51%13.43%9.07%7.93%5.76%7.12%5.18%3.23%4.65%

Drawdowns

XYLP.L vs. XYLD - Drawdown Comparison

The maximum XYLP.L drawdown since its inception was -19.30%, smaller than the maximum XYLD drawdown of -26.73%. Use the drawdown chart below to compare losses from any high point for XYLP.L and XYLD.


Loading graphics...

Drawdown Indicators


XYLP.LXYLDDifference

Max Drawdown

Largest peak-to-trough decline

-19.30%

-33.46%

+14.16%

Max Drawdown (1Y)

Largest decline over 1 year

-8.89%

-10.14%

+1.25%

Max Drawdown (5Y)

Largest decline over 5 years

-18.66%

Max Drawdown (10Y)

Largest decline over 10 years

-33.46%

Current Drawdown

Current decline from peak

-7.44%

-3.39%

-4.05%

Average Drawdown

Average peak-to-trough decline

-5.02%

-3.76%

-1.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.80%

1.72%

+1.08%

Volatility

XYLP.L vs. XYLD - Volatility Comparison

The current volatility for Global X S&P 500 Covered Call UCITS ETF (XYLP.L) is 2.97%, while Global X S&P 500 Covered Call ETF (XYLD) has a volatility of 3.45%. This indicates that XYLP.L experiences smaller price fluctuations and is considered to be less risky than XYLD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


XYLP.LXYLDDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.97%

3.45%

-0.48%

Volatility (6M)

Calculated over the trailing 6-month period

5.92%

6.49%

-0.57%

Volatility (1Y)

Calculated over the trailing 1-year period

11.81%

14.68%

-2.87%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.60%

12.00%

-1.40%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.60%

15.59%

-4.99%