XYLU.L vs. HPYM.TO
XYLU.L (Global X S&P 500 Covered Call UCITS ETF USD) and HPYM.TO (Harvest Premium Yield 7-10 Year Treasury ETF - Class A Units) are both exchange-traded funds - XYLU.L is a Derivative Income fund tracking the Cboe S&P 500 BuyWrite 15% WHT Index, while HPYM.TO is a Government Bonds fund actively managed by Harvest. XYLU.L is passively managed, while HPYM.TO is actively managed. Over the past year, XYLU.L returned 18.07% vs 0.60% for HPYM.TO. At a 0.09 correlation, their price movements are largely independent. Both charge a 0.45% expense ratio.
Performance
XYLU.L vs. HPYM.TO - Performance Comparison
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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*
- —
XYLU.L vs. HPYM.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
XYLU.L Global X S&P 500 Covered Call UCITS ETF USD | 5.28% | 7.85% | 19.48% |
HPYM.TO Harvest Premium Yield 7-10 Year Treasury ETF - Class A Units | -2.37% | 11.83% | -6.49% |
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
XYLU.L
HPYM.TO
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.L | HPYM.TO | Difference | |
|---|---|---|---|
| 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 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| XYLU.L | HPYM.TO | Difference | |
|---|---|---|---|
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.L | HPYM.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | 0.00% | -4.35% | +4.35% |
Average DrawdownAverage peak-to-trough decline | -2.02% | -3.92% | +1.90% |
Ulcer IndexDepth 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.L | HPYM.TO | Difference | |
|---|---|---|---|
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.
| Position | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
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.
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