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XYLU.L vs. BOTG.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XYLU.L vs. BOTG.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 USD (XYLU.L) and Global X Robotics & Artificial Intelligence UCITS ETF USD Distributing (BOTG.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

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

Returns By Period

In the year-to-date period, XYLU.L achieves a 8.52% return, which is significantly higher than BOTG.L's -7.00% 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%

BOTG.L

1D
-0.68%
1M
-5.59%
6M
-11.20%
YTD
-7.00%
1Y
-0.05%
3Y*
5.45%
5Y*
10Y*
ALL TIME*
-8.14%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$91.46K$154.11K$201.51K
$196.14K$234.50K$262.11K

XYLU.L vs. BOTG.L - Yearly Performance Comparison


2026 (YTD)202520242023
XYLU.L
Global X S&P 500 Covered Call UCITS ETF USD
8.52%7.85%18.11%1.33%
BOTG.L
Global X Robotics & Artificial Intelligence UCITS ETF USD Distributing
-7.00%13.42%13.09%1.13%

Correlation

The correlation between XYLU.L and BOTG.L is 0.62, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


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

0.62

Correlation (3Y)
Balances recent behavior with more history.

0.58

Correlation (All Time)
Calculated using the full available price history since Jul 11, 2023

0.58

The correlation between XYLU.L and BOTG.L has been stable across timeframes, ranging from 0.58 to 0.62 - a consistent structural relationship.

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Return for Risk

XYLU.L vs. BOTG.L — Risk / Return Rank

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

XYLU.L
XYLU.L Risk / Return Rank: 9191
Overall Rank
XYLU.L Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
XYLU.L Sortino Ratio Rank: 9393
Sortino Ratio Rank
XYLU.L Omega Ratio Rank: 9292
Omega Ratio Rank
XYLU.L Calmar Ratio Rank: 8787
Calmar Ratio Rank
XYLU.L Martin Ratio Rank: 9393
Martin Ratio Rank

BOTG.L
BOTG.L Risk / Return Rank: 1111
Overall Rank
BOTG.L Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
BOTG.L Sortino Ratio Rank: 1212
Sortino Ratio Rank
BOTG.L Omega Ratio Rank: 1212
Omega Ratio Rank
BOTG.L Calmar Ratio Rank: 1111
Calmar Ratio Rank
BOTG.L Martin Ratio Rank: 1111
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.

XYLU.L vs. BOTG.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 Global X Robotics & Artificial Intelligence UCITS ETF USD Distributing (BOTG.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.LBOTG.LDifference
Sharpe ratioReturn per unit of total volatility

+2.27

Sortino ratioReturn per unit of downside risk

+3.32

Omega ratioGain probability vs. loss probability

1.44

1.02

+0.42

Calmar ratioReturn relative to maximum drawdown

3.47

-0.00

+3.48

Martin ratioReturn relative to average drawdown

17.37

-0.01

+17.38

XYLU.L vs. BOTG.L - Sharpe Ratio Comparison

The current XYLU.L Sharpe Ratio is 2.26, which is higher than the BOTG.L Sharpe Ratio of -0.00. The chart below compares the historical Sharpe Ratios of XYLU.L and BOTG.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

XYLU.L vs. BOTG.L - Drawdown Comparison

The maximum XYLU.L drawdown since its inception was -17.20%, smaller than the maximum BOTG.L drawdown of -65.02%. Use the drawdown chart below to compare losses from any high point for XYLU.L and BOTG.L.


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Drawdown Indicators


XYLU.LBOTG.LDifference

Max Drawdown

Largest peak-to-trough decline

-17.20%

-65.02%

+47.82%

Max Drawdown (1Y)

Largest decline over 1 year

-5.17%

-21.58%

+16.41%

Max Drawdown (3Y)

Largest decline over 3 years

-17.20%

-28.56%

+11.36%

Current Drawdown

Current decline from peak

-0.74%

-32.97%

+32.23%

Average Drawdown

Average peak-to-trough decline

-1.95%

-41.76%

+39.81%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.03%

8.53%

-7.50%

Volatility

XYLU.L vs. BOTG.L - Volatility Comparison

The current volatility for Global X S&P 500 Covered Call UCITS ETF USD (XYLU.L) is 2.50%, while Global X Robotics & Artificial Intelligence UCITS ETF USD Distributing (BOTG.L) has a volatility of 9.42%. This indicates that XYLU.L experiences smaller price fluctuations and is considered to be less risky than BOTG.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.LBOTG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.50%

9.42%

-6.92%

Volatility (6M)

Calculated over the trailing 6-month period

6.66%

23.56%

-16.90%

Volatility (1Y)

Calculated over the trailing 1-year period

7.93%

27.63%

-19.70%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.36%

31.25%

-20.89%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.36%

31.25%

-20.89%

XYLU.L vs. BOTG.L - Expense Ratio Comparison

XYLU.L has a 0.45% expense ratio, which is lower than BOTG.L's 0.50% expense ratio.


Dividends

XYLU.L vs. BOTG.L - Dividend Comparison

XYLU.L's dividend yield for the trailing twelve months is around 11.75%, more than BOTG.L's 0.16% yield.


PositionTTM202520242023
BOTG.L
Global X Robotics & Artificial Intelligence UCITS ETF USD Distributing
0.16%0.27%0.24%0.08%
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 BOTG.L have a correlation of 0.62, 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 0.50% for BOTG.L.

XYLU.L is categorized as Derivative Income, while BOTG.L is Artificial Intelligence. XYLU.L tracks Cboe S&P 500 BuyWrite 15% WHT Index, while BOTG.L tracks Indxx Global Robotics & Artificial Intelligence Thematic v2 Index. Their fees differ too: 0.45% for XYLU.L and 0.50% for BOTG.L.

Portfolio Optimizer

Find the right allocation for XYLU.L and BOTG.L

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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