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

Performance

XYLU.L vs. SDIV - 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 Global X SuperDividend ETF (SDIV). The values are adjusted to include any dividend payments, if applicable.

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XYLU.L vs. SDIV - Yearly Performance Comparison


2026 (YTD)202520242023
XYLU.L
Global X S&P 500 Covered Call UCITS ETF USD
-2.53%7.85%19.71%0.64%
SDIV
Global X SuperDividend ETF
6.70%29.12%1.77%4.05%

Returns By Period

In the year-to-date period, XYLU.L achieves a -2.53% return, which is significantly lower than SDIV's 6.70% return.


XYLU.L

1D
0.74%
1M
-4.04%
YTD
-2.53%
6M
3.77%
1Y
10.33%
3Y*
5Y*
10Y*

SDIV

1D
2.27%
1M
-2.96%
YTD
6.70%
6M
10.37%
1Y
32.97%
3Y*
14.76%
5Y*
0.59%
10Y*
0.55%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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XYLU.L vs. SDIV - Expense Ratio Comparison

XYLU.L has a 0.45% expense ratio, which is lower than SDIV's 0.58% expense ratio.


Return for Risk

XYLU.L vs. SDIV — 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: 4545
Overall Rank
XYLU.L Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
XYLU.L Sortino Ratio Rank: 3939
Sortino Ratio Rank
XYLU.L Omega Ratio Rank: 5959
Omega Ratio Rank
XYLU.L Calmar Ratio Rank: 3232
Calmar Ratio Rank
XYLU.L Martin Ratio Rank: 5555
Martin Ratio Rank

SDIV
SDIV Risk / Return Rank: 9191
Overall Rank
SDIV Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
SDIV Sortino Ratio Rank: 9292
Sortino Ratio Rank
SDIV Omega Ratio Rank: 9393
Omega Ratio Rank
SDIV Calmar Ratio Rank: 8585
Calmar Ratio Rank
SDIV Martin Ratio Rank: 9292
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. SDIV - 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 Global X SuperDividend ETF (SDIV). 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.LSDIVDifference

Sharpe ratio

Return per unit of total volatility

0.79

2.07

-1.28

Sortino ratio

Return per unit of downside risk

1.14

2.66

-1.52

Omega ratio

Gain probability vs. loss probability

1.23

1.41

-0.18

Calmar ratio

Return relative to maximum drawdown

0.82

2.43

-1.60

Martin ratio

Return relative to average drawdown

5.51

12.21

-6.70

XYLU.L vs. SDIV - Sharpe Ratio Comparison

The current XYLU.L Sharpe Ratio is 0.79, which is lower than the SDIV Sharpe Ratio of 2.07. The chart below compares the historical Sharpe Ratios of XYLU.L and SDIV, 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.LSDIVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.79

2.07

-1.28

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.87

0.06

+0.80

Correlation

The correlation between XYLU.L and SDIV is 0.27, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

XYLU.L vs. SDIV - Dividend Comparison

XYLU.L's dividend yield for the trailing twelve months is around 10.86%, more than SDIV's 9.10% yield.


TTM20252024202320222021202020192018201720162015
XYLU.L
Global X S&P 500 Covered Call UCITS ETF USD
10.86%10.48%8.49%3.88%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SDIV
Global X SuperDividend ETF
9.10%9.59%11.33%11.73%14.17%8.95%7.96%8.73%9.22%6.66%6.95%7.33%

Drawdowns

XYLU.L vs. SDIV - Drawdown Comparison

The maximum XYLU.L drawdown since its inception was -17.20%, smaller than the maximum SDIV drawdown of -56.90%. Use the drawdown chart below to compare losses from any high point for XYLU.L and SDIV.


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Drawdown Indicators


XYLU.LSDIVDifference

Max Drawdown

Largest peak-to-trough decline

-17.20%

-56.90%

+39.70%

Max Drawdown (1Y)

Largest decline over 1 year

-11.31%

-13.37%

+2.06%

Max Drawdown (5Y)

Largest decline over 5 years

-41.94%

Max Drawdown (10Y)

Largest decline over 10 years

-56.90%

Current Drawdown

Current decline from peak

-4.47%

-17.21%

+12.74%

Average Drawdown

Average peak-to-trough decline

-2.12%

-18.63%

+16.51%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.69%

2.66%

-0.97%

Volatility

XYLU.L vs. SDIV - Volatility Comparison

The current volatility for Global X S&P 500 Covered Call UCITS ETF USD (XYLU.L) is 3.39%, while Global X SuperDividend ETF (SDIV) has a volatility of 6.25%. This indicates that XYLU.L experiences smaller price fluctuations and is considered to be less risky than SDIV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XYLU.LSDIVDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.39%

6.25%

-2.86%

Volatility (6M)

Calculated over the trailing 6-month period

5.61%

9.21%

-3.60%

Volatility (1Y)

Calculated over the trailing 1-year period

13.05%

16.03%

-2.98%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.62%

16.79%

-6.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.62%

18.96%

-8.34%