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

Performance

XYLU.L vs. METY.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 IncomeShares META Options ETP (METY.DE). The values are adjusted to include any dividend payments, if applicable.

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


2026 (YTD)20252024
XYLU.L
Global X S&P 500 Covered Call UCITS ETF USD
-0.93%7.85%2.79%
METY.DE
IncomeShares META Options ETP
-9.65%1,017.52%2.38%
Different Trading Currencies

XYLU.L is traded in USD, while METY.DE is traded in SEK. To make them comparable, the METY.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 -0.93% return, which is significantly higher than METY.DE's -9.65% return.


XYLU.L

1D
1.64%
1M
-2.38%
YTD
-0.93%
6M
4.92%
1Y
11.12%
3Y*
5Y*
10Y*

METY.DE

1D
-0.48%
1M
-15.30%
YTD
-9.65%
6M
25.33%
1Y
334.35%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

XYLU.L has a 0.45% expense ratio, which is lower than METY.DE's 0.55% expense ratio.


Return for Risk

XYLU.L vs. METY.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: 5050
Overall Rank
XYLU.L Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
XYLU.L Sortino Ratio Rank: 4040
Sortino Ratio Rank
XYLU.L Omega Ratio Rank: 6262
Omega Ratio Rank
XYLU.L Calmar Ratio Rank: 3838
Calmar Ratio Rank
XYLU.L Martin Ratio Rank: 7171
Martin Ratio Rank

METY.DE
METY.DE Risk / Return Rank: 9797
Overall Rank
METY.DE Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
METY.DE Sortino Ratio Rank: 9999
Sortino Ratio Rank
METY.DE Omega Ratio Rank: 9999
Omega Ratio Rank
METY.DE Calmar Ratio Rank: 9999
Calmar Ratio Rank
METY.DE Martin Ratio Rank: 9898
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. METY.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 IncomeShares META Options ETP (METY.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.


XYLU.LMETY.DEDifference

Sharpe ratio

Return per unit of total volatility

0.84

2.22

-1.37

Sortino ratio

Return per unit of downside risk

1.22

7.80

-6.58

Omega ratio

Gain probability vs. loss probability

1.24

2.08

-0.83

Calmar ratio

Return relative to maximum drawdown

1.18

11.09

-9.91

Martin ratio

Return relative to average drawdown

8.38

30.16

-21.78

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

The current XYLU.L Sharpe Ratio is 0.84, which is lower than the METY.DE Sharpe Ratio of 2.22. The chart below compares the historical Sharpe Ratios of XYLU.L and METY.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


XYLU.LMETY.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.84

2.22

-1.37

Sharpe Ratio (All Time)

Calculated using the full available price history

0.93

3.32

-2.39

Correlation

The correlation between XYLU.L and METY.DE is 0.40, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

XYLU.L vs. METY.DE - Dividend Comparison

XYLU.L's dividend yield for the trailing twelve months is around 10.69%, less than METY.DE's 198.60% yield.


TTM202520242023
XYLU.L
Global X S&P 500 Covered Call UCITS ETF USD
10.69%10.48%8.49%3.88%
METY.DE
IncomeShares META Options ETP
198.60%237.78%0.00%0.00%

Drawdowns

XYLU.L vs. METY.DE - Drawdown Comparison

The maximum XYLU.L drawdown since its inception was -17.20%, smaller than the maximum METY.DE drawdown of -32.52%. Use the drawdown chart below to compare losses from any high point for XYLU.L and METY.DE.


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Drawdown Indicators


XYLU.LMETY.DEDifference

Max Drawdown

Largest peak-to-trough decline

-17.20%

-31.80%

+14.60%

Max Drawdown (1Y)

Largest decline over 1 year

-11.31%

-31.80%

+20.49%

Current Drawdown

Current decline from peak

-2.90%

-23.87%

+20.97%

Average Drawdown

Average peak-to-trough decline

-2.12%

-6.67%

+4.55%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.28%

11.05%

-9.77%

Volatility

XYLU.L vs. METY.DE - Volatility Comparison

The current volatility for Global X S&P 500 Covered Call UCITS ETF USD (XYLU.L) is 3.77%, while IncomeShares META Options ETP (METY.DE) has a volatility of 13.22%. This indicates that XYLU.L experiences smaller price fluctuations and is considered to be less risky than METY.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.LMETY.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.77%

13.22%

-9.45%

Volatility (6M)

Calculated over the trailing 6-month period

5.83%

53.30%

-47.47%

Volatility (1Y)

Calculated over the trailing 1-year period

13.14%

151.19%

-138.05%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.66%

135.27%

-124.61%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.66%

135.27%

-124.61%