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XYLU.L vs. EXSH.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XYLU.L vs. EXSH.DE - 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 iShares STOXX Europe Select Dividend 30 UCITS ETF (DE) (EXSH.DE). 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 EXSH.DE is traded in EUR. To make them comparable, the EXSH.DE 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 3.69% return, which is significantly lower than EXSH.DE's 13.11% return.


XYLU.L

1D
0.00%
1M
-0.89%
YTD
3.69%
6M
5.21%
1Y
15.69%
3Y*
5Y*
10Y*

EXSH.DE

1D
1.76%
1M
1.47%
YTD
13.11%
6M
17.81%
1Y
33.26%
3Y*
25.55%
5Y*
11.05%
10Y*
10.76%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XYLU.L vs. EXSH.DE - Yearly Performance Comparison


2026 (YTD)202520242023
XYLU.L
Global X S&P 500 Covered Call UCITS ETF USD
3.69%7.85%18.11%1.33%
EXSH.DE
iShares STOXX Europe Select Dividend 30 UCITS ETF (DE)
13.11%63.43%-1.08%10.20%

Correlation

The correlation between XYLU.L and EXSH.DE is 0.39, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.39

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

0.37

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Return for Risk

XYLU.L vs. EXSH.DE — 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: 7979
Overall Rank
XYLU.L Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
XYLU.L Sortino Ratio Rank: 8383
Sortino Ratio Rank
XYLU.L Omega Ratio Rank: 8383
Omega Ratio Rank
XYLU.L Calmar Ratio Rank: 6868
Calmar Ratio Rank
XYLU.L Martin Ratio Rank: 8484
Martin Ratio Rank

EXSH.DE
EXSH.DE Risk / Return Rank: 8989
Overall Rank
EXSH.DE Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
EXSH.DE Sortino Ratio Rank: 9090
Sortino Ratio Rank
EXSH.DE Omega Ratio Rank: 8888
Omega Ratio Rank
EXSH.DE Calmar Ratio Rank: 9191
Calmar Ratio Rank
EXSH.DE Martin Ratio Rank: 8787
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. EXSH.DE - 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 iShares STOXX Europe Select Dividend 30 UCITS ETF (DE) (EXSH.DE). 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.LEXSH.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.14

Sortino ratioReturn per unit of downside risk

+0.13

Omega ratioGain probability vs. loss probability

1.44

1.41

+0.03

Calmar ratioReturn relative to maximum drawdown

3.03

3.81

-0.77

Martin ratioReturn relative to average drawdown

15.24

12.30

+2.94

XYLU.L vs. EXSH.DE - Sharpe Ratio Comparison

The current XYLU.L Sharpe Ratio is 2.16, which is comparable to the EXSH.DE Sharpe Ratio of 2.30. The chart below compares the historical Sharpe Ratios of XYLU.L and EXSH.DE, 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. EXSH.DE - Drawdown Comparison

The maximum XYLU.L drawdown since its inception was -17.20%, smaller than the maximum EXSH.DE drawdown of -72.18%. Use the drawdown chart below to compare losses from any high point for XYLU.L and EXSH.DE.


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Drawdown Indicators


XYLU.LEXSH.DEDifference

Max Drawdown

Largest peak-to-trough decline

-17.20%

-72.18%

+54.98%

Max Drawdown (1Y)

Largest decline over 1 year

-5.17%

-8.69%

+3.52%

Max Drawdown (3Y)

Largest decline over 3 years

-13.53%

Max Drawdown (5Y)

Largest decline over 5 years

-35.17%

Max Drawdown (10Y)

Largest decline over 10 years

-40.79%

Current Drawdown

Current decline from peak

-2.31%

-1.75%

-0.56%

Average Drawdown

Average peak-to-trough decline

-2.02%

-31.19%

+29.17%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.03%

2.70%

-1.67%

Volatility

XYLU.L vs. EXSH.DE - Volatility Comparison

The current volatility for Global X S&P 500 Covered Call UCITS ETF USD (XYLU.L) is 2.21%, while iShares STOXX Europe Select Dividend 30 UCITS ETF (DE) (EXSH.DE) has a volatility of 4.59%. This indicates that XYLU.L experiences smaller price fluctuations and is considered to be less risky than EXSH.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XYLU.LEXSH.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.21%

4.59%

-2.38%

Volatility (6M)

Calculated over the trailing 6-month period

5.94%

11.81%

-5.87%

Volatility (1Y)

Calculated over the trailing 1-year period

7.27%

14.42%

-7.15%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.39%

18.05%

-7.66%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.39%

19.36%

-8.97%

XYLU.L vs. EXSH.DE - Expense Ratio Comparison

XYLU.L has a 0.45% expense ratio, which is higher than EXSH.DE's 0.32% expense ratio.


Dividends

XYLU.L vs. EXSH.DE - Dividend Comparison

XYLU.L's dividend yield for the trailing twelve months is around 11.37%, more than EXSH.DE's 4.44% yield.


PositionTTM20252024202320222021202020192018201720162015
EXSH.DE
iShares STOXX Europe Select Dividend 30 UCITS ETF (DE)
4.44%5.06%5.08%5.55%5.26%3.26%3.11%3.90%3.85%4.36%4.33%3.44%
XYLU.L
Global X S&P 500 Covered Call UCITS ETF USD
11.37%10.48%7.24%3.88%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


XYLU.L and EXSH.DE have a correlation of 0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, EXSH.DE is cheaper at 0.32% per year. The better choice depends on whether you care most about return, fees, risk, or income.

EXSH.DE is cheaper with a 0.32% expense ratio, compared with 0.45% for XYLU.L.

XYLU.L is categorized as Derivative Income, while EXSH.DE is Europe Equities. XYLU.L tracks Cboe S&P 500 BuyWrite 15% WHT Index, while EXSH.DE tracks STOXX® Europe Select Dividend 30. They also come from different issuers: Global X and iShares. Their fees differ too: 0.45% for XYLU.L and 0.32% for EXSH.DE.

Portfolio Optimizer

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