XYLU.L vs. AMDI.L
XYLU.L (Global X S&P 500 Covered Call UCITS ETF USD) and AMDI.L (IncomeShares AMD Options ETP) are both Derivative Income funds. XYLU.L is passively managed, while AMDI.L is actively managed. Over the past year, XYLU.L returned 17.96% vs 82.34% for AMDI.L. Their 0.33 correlation means their historical movements had little consistent relationship. XYLU.L charges 0.45%/yr vs 0.55%/yr for AMDI.L.
Performance
XYLU.L vs. AMDI.L - Performance Comparison
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Returns By Period
In the year-to-date period, XYLU.L achieves a 8.52% return, which is significantly lower than AMDI.L's 79.85% return.
XYLU.L
- 1D
- 0.00%
- 1M
- 3.00%
- 6M
- 7.00%
- YTD
- 8.52%
- 1Y
- 17.96%
- 3Y*
- 11.34%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 11.70%
AMDI.L
- 1D
- 0.00%
- 1M
- -10.20%
- 6M
- 60.09%
- YTD
- 79.85%
- 1Y
- 82.34%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 17,086.38%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $1.72M | $1.74M | $3.15M | |
| $196.14K | $234.50K | $262.11K |
XYLU.L vs. AMDI.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
XYLU.L Global X S&P 500 Covered Call UCITS ETF USD | 8.52% | 9.63% |
AMDI.L IncomeShares AMD Options ETP | 79.85% | 12,701.59% |
Correlation
The correlation between XYLU.L and AMDI.L is 0.32, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.32 |
Correlation (All Time) Calculated using the full available price history since Jul 7, 2025 | 0.33 |
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Return for Risk
XYLU.L vs. AMDI.L — Risk / Return Rank
XYLU.L
AMDI.L
XYLU.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 USD (XYLU.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.
| XYLU.L | AMDI.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.18 | ||
| Sortino ratioReturn per unit of downside risk | +1.63 | ||
| Omega ratioGain probability vs. loss probability | 1.44 | 1.27 | +0.17 |
| Calmar ratioReturn relative to maximum drawdown | 3.47 | 1.74 | +1.73 |
| Martin ratioReturn relative to average drawdown | 17.37 | 2.96 | +14.42 |
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Drawdowns
XYLU.L vs. AMDI.L - Drawdown Comparison
The maximum XYLU.L drawdown since its inception was -17.20%, smaller than the maximum AMDI.L drawdown of -47.34%. Use the drawdown chart below to compare losses from any high point for XYLU.L and AMDI.L.
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Drawdown Indicators
| XYLU.L | AMDI.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -17.20% | -47.34% | +30.14% |
Max Drawdown (1Y)Largest decline over 1 year | -5.17% | -47.34% | +42.17% |
Max Drawdown (3Y)Largest decline over 3 years | -17.20% | — | — |
Current DrawdownCurrent decline from peak | -0.74% | -17.77% | +17.03% |
Average DrawdownAverage peak-to-trough decline | -1.95% | -20.79% | +18.84% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.03% | 27.86% | -26.83% |
Volatility
XYLU.L vs. AMDI.L - Volatility Comparison
The current volatility for Global X S&P 500 Covered Call UCITS ETF USD (XYLU.L) is 2.50%, while IncomeShares AMD Options ETP (AMDI.L) has a volatility of 28.83%. This indicates that XYLU.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
| XYLU.L | AMDI.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.50% | 28.83% | -26.33% |
Volatility (6M)Calculated over the trailing 6-month period | 6.66% | 48.60% | -41.94% |
Volatility (1Y)Calculated over the trailing 1-year period | 7.93% | 76.28% | -68.35% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.36% | 9,640.50% | -9,630.14% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.36% | 9,640.50% | -9,630.14% |
XYLU.L vs. AMDI.L - Expense Ratio Comparison
XYLU.L has a 0.45% expense ratio, which is lower than AMDI.L's 0.55% expense ratio.
Dividends
XYLU.L vs. AMDI.L - Dividend Comparison
XYLU.L's dividend yield for the trailing twelve months is around 11.75%, less than AMDI.L's 53.52% yield.
| Position | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
AMDI.L IncomeShares AMD Options ETP | 53.52% | 8.85% | 0.00% | 0.00% |
XYLU.L Global X S&P 500 Covered Call UCITS ETF USD | 11.75% | 10.48% | 7.24% | 3.88% |
Frequently Asked Questions
XYLU.L and AMDI.L 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, XYLU.L is cheaper at 0.45% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XYLU.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 XYLU.L and 0.55% for AMDI.L.
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