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

Performance

XYLU.L vs. HYTI - 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 FT Vest High Yield & Target Income ETF (HYTI). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, XYLU.L achieves a 5.28% return, which is significantly higher than HYTI's 1.90% return.


XYLU.L

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

HYTI

1D
0.05%
1M
0.37%
YTD
1.90%
6M
2.34%
1Y
6.93%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

XYLU.L vs. HYTI - Yearly Performance Comparison


Correlation

The correlation between XYLU.L and HYTI is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.32

Correlation (All Time)
Calculated using the full available price history since Feb 14, 2025

0.33

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Return for Risk

XYLU.L vs. HYTI — 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

HYTI
HYTI Risk / Return Rank: 6060
Overall Rank
HYTI Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
HYTI Sortino Ratio Rank: 5959
Sortino Ratio Rank
HYTI Omega Ratio Rank: 5959
Omega Ratio Rank
HYTI Calmar Ratio Rank: 6060
Calmar Ratio Rank
HYTI Martin Ratio Rank: 6868
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. HYTI - 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 FT Vest High Yield & Target Income ETF (HYTI). 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.LHYTIDifference
Sharpe ratioReturn per unit of total volatility

+0.79

Sortino ratioReturn per unit of downside risk

+1.16

Omega ratioGain probability vs. loss probability

1.56

1.35

+0.20

Calmar ratioReturn relative to maximum drawdown

3.48

2.92

+0.56

Martin ratioReturn relative to average drawdown

18.28

12.41

+5.87

XYLU.L vs. HYTI - Sharpe Ratio Comparison

The current XYLU.L Sharpe Ratio is 2.61, which is higher than the HYTI Sharpe Ratio of 1.83. The chart below compares the historical Sharpe Ratios of XYLU.L and HYTI, 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.LHYTIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.61

1.83

+0.79

Sharpe Ratio (All Time)

Calculated using the full available price history

1.11

1.33

-0.21

Drawdowns

XYLU.L vs. HYTI - Drawdown Comparison

The maximum XYLU.L drawdown since its inception was -17.20%, which is greater than HYTI's maximum drawdown of -4.47%. Use the drawdown chart below to compare losses from any high point for XYLU.L and HYTI.


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Drawdown Indicators


XYLU.LHYTIDifference

Max Drawdown

Largest peak-to-trough decline

-17.20%

-4.47%

-12.73%

Max Drawdown (1Y)

Largest decline over 1 year

-5.17%

-2.38%

-2.79%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-2.02%

-0.46%

-1.56%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.99%

0.56%

+0.43%

Volatility

XYLU.L vs. HYTI - Volatility Comparison

Global X S&P 500 Covered Call UCITS ETF USD (XYLU.L) has a higher volatility of 1.52% compared to FT Vest High Yield & Target Income ETF (HYTI) at 1.11%. This indicates that XYLU.L's price experiences larger fluctuations and is considered to be riskier than HYTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XYLU.LHYTIDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.52%

1.11%

+0.41%

Volatility (6M)

Calculated over the trailing 6-month period

5.45%

3.02%

+2.43%

Volatility (1Y)

Calculated over the trailing 1-year period

6.89%

3.82%

+3.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.44%

5.21%

+5.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.44%

5.21%

+5.23%

XYLU.L vs. HYTI - Expense Ratio Comparison

XYLU.L has a 0.45% expense ratio, which is lower than HYTI's 0.65% expense ratio.


Dividends

XYLU.L vs. HYTI - Dividend Comparison

XYLU.L's dividend yield for the trailing twelve months is around 10.27%, less than HYTI's 10.39% yield.


PositionTTM202520242023
HYTI
FT Vest High Yield & Target Income ETF
10.39%8.10%0.00%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 HYTI 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 0.65% for HYTI.

They also come from different issuers: Global X and FT Vest. Their fees differ too: 0.45% for XYLU.L and 0.65% for HYTI.

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