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XYLU.L vs. HPYM.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XYLU.L vs. HPYM.TO - 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 Harvest Premium Yield 7-10 Year Treasury ETF - Class A Units (HPYM.TO). 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 HPYM.TO is traded in CAD. To make them comparable, the HPYM.TO 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 5.28% return, which is significantly higher than HPYM.TO's -2.37% return.


XYLU.L

1D
0.03%
1M
2.15%
YTD
5.28%
6M
6.77%
1Y
18.07%
3Y*
5Y*
10Y*

HPYM.TO

1D
0.06%
1M
-2.22%
YTD
-2.37%
6M
-0.85%
1Y
0.60%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

XYLU.L vs. HPYM.TO - Yearly Performance Comparison


Correlation

The correlation between XYLU.L and HPYM.TO is 0.11, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.11

Correlation (All Time)
Calculated using the full available price history since Jan 18, 2024

0.09

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Return for Risk

XYLU.L vs. HPYM.TO — 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: 8383
Overall Rank
XYLU.L Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
XYLU.L Sortino Ratio Rank: 8888
Sortino Ratio Rank
XYLU.L Omega Ratio Rank: 8989
Omega Ratio Rank
XYLU.L Calmar Ratio Rank: 7171
Calmar Ratio Rank
XYLU.L Martin Ratio Rank: 8787
Martin Ratio Rank

HPYM.TO
HPYM.TO Risk / Return Rank: 1717
Overall Rank
HPYM.TO Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
HPYM.TO Sortino Ratio Rank: 1616
Sortino Ratio Rank
HPYM.TO Omega Ratio Rank: 1616
Omega Ratio Rank
HPYM.TO Calmar Ratio Rank: 1616
Calmar Ratio Rank
HPYM.TO Martin Ratio Rank: 1717
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. HPYM.TO - 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 Harvest Premium Yield 7-10 Year Treasury ETF - Class A Units (HPYM.TO). 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.


XYLU.LHPYM.TODifference
Sharpe ratioReturn per unit of total volatility

+2.53

Sortino ratioReturn per unit of downside risk

+3.75

Omega ratioGain probability vs. loss probability

1.56

1.02

+0.54

Calmar ratioReturn relative to maximum drawdown

3.48

0.12

+3.36

Martin ratioReturn relative to average drawdown

18.28

0.33

+17.95

XYLU.L vs. HPYM.TO - Sharpe Ratio Comparison

The current XYLU.L Sharpe Ratio is 2.61, which is higher than the HPYM.TO Sharpe Ratio of 0.09. The chart below compares the historical Sharpe Ratios of XYLU.L and HPYM.TO, 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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Sharpe Ratios by Period


XYLU.LHPYM.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.61

0.09

+2.53

Sharpe Ratio (All Time)

Calculated using the full available price history

1.11

0.11

+1.01

Drawdowns

XYLU.L vs. HPYM.TO - Drawdown Comparison

The maximum XYLU.L drawdown since its inception was -17.20%, which is greater than HPYM.TO's maximum drawdown of -12.28%. Use the drawdown chart below to compare losses from any high point for XYLU.L and HPYM.TO.


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Drawdown Indicators


XYLU.LHPYM.TODifference

Max Drawdown

Largest peak-to-trough decline

-17.20%

-12.28%

-4.92%

Max Drawdown (1Y)

Largest decline over 1 year

-5.17%

-4.96%

-0.21%

Current Drawdown

Current decline from peak

0.00%

-4.35%

+4.35%

Average Drawdown

Average peak-to-trough decline

-2.02%

-3.92%

+1.90%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.99%

1.84%

-0.85%

Volatility

XYLU.L vs. HPYM.TO - Volatility Comparison

The current volatility for Global X S&P 500 Covered Call UCITS ETF USD (XYLU.L) is 1.52%, while Harvest Premium Yield 7-10 Year Treasury ETF - Class A Units (HPYM.TO) has a volatility of 2.25%. This indicates that XYLU.L experiences smaller price fluctuations and is considered to be less risky than HPYM.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XYLU.LHPYM.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

1.52%

2.25%

-0.73%

Volatility (6M)

Calculated over the trailing 6-month period

5.45%

4.92%

+0.53%

Volatility (1Y)

Calculated over the trailing 1-year period

6.89%

6.92%

-0.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.44%

8.33%

+2.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.44%

8.33%

+2.11%

XYLU.L vs. HPYM.TO - Expense Ratio Comparison

Both XYLU.L and HPYM.TO have an expense ratio of 0.45%.


Dividends

XYLU.L vs. HPYM.TO - Dividend Comparison

XYLU.L's dividend yield for the trailing twelve months is around 10.27%, more than HPYM.TO's 9.36% yield.


PositionTTM202520242023
HPYM.TO
Harvest Premium Yield 7-10 Year Treasury ETF - Class A Units
9.36%9.01%8.07%0.00%
XYLU.L
Global X S&P 500 Covered Call UCITS ETF USD
10.27%10.48%8.49%3.88%

Frequently Asked Questions


XYLU.L and HPYM.TO have a correlation of 0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.45% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

XYLU.L and HPYM.TO have the same expense ratio: 0.45% per year.

XYLU.L is categorized as Derivative Income, while HPYM.TO is Government Bonds. They also come from different issuers: Global X and Harvest.

Portfolio Optimizer

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