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YYY vs. XYLD
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

YYY vs. XYLD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Amplify CEF High Income ETF (YYY) and Global X S&P 500 Covered Call ETF (XYLD). The values are adjusted to include any dividend payments, if applicable.

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YYY vs. XYLD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
YYY
Amplify CEF High Income ETF
-1.10%13.08%11.86%12.98%-21.78%14.13%-0.86%21.87%-10.21%13.86%
XYLD
Global X S&P 500 Covered Call ETF
-1.04%8.02%19.49%11.10%-12.05%19.59%-0.56%21.41%-6.09%16.49%

Returns By Period

In the year-to-date period, YYY achieves a -1.10% return, which is significantly lower than XYLD's -1.04% return. Over the past 10 years, YYY has underperformed XYLD with an annualized return of 5.58%, while XYLD has yielded a comparatively higher 7.87% annualized return.


YYY

1D
3.08%
1M
-4.67%
YTD
-1.10%
6M
-0.59%
1Y
9.50%
3Y*
11.08%
5Y*
3.17%
10Y*
5.58%

XYLD

1D
2.01%
1M
-2.96%
YTD
-1.04%
6M
5.33%
1Y
10.53%
3Y*
10.21%
5Y*
6.95%
10Y*
7.87%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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YYY vs. XYLD - Expense Ratio Comparison

YYY has a 3.23% expense ratio, which is higher than XYLD's 0.60% expense ratio.


Return for Risk

YYY vs. XYLD — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

YYY
YYY Risk / Return Rank: 4242
Overall Rank
YYY Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
YYY Sortino Ratio Rank: 3737
Sortino Ratio Rank
YYY Omega Ratio Rank: 4848
Omega Ratio Rank
YYY Calmar Ratio Rank: 3737
Calmar Ratio Rank
YYY Martin Ratio Rank: 4646
Martin Ratio Rank

XYLD
XYLD Risk / Return Rank: 5656
Overall Rank
XYLD Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
XYLD Sortino Ratio Rank: 4848
Sortino Ratio Rank
XYLD Omega Ratio Rank: 7171
Omega Ratio Rank
XYLD Calmar Ratio Rank: 4747
Calmar Ratio Rank
XYLD Martin Ratio Rank: 6969
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.

YYY vs. XYLD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amplify CEF High Income ETF (YYY) and Global X S&P 500 Covered Call ETF (XYLD). 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.


YYYXYLDDifference

Sharpe ratio

Return per unit of total volatility

0.73

0.76

-0.03

Sortino ratio

Return per unit of downside risk

1.01

1.22

-0.21

Omega ratio

Gain probability vs. loss probability

1.18

1.25

-0.08

Calmar ratio

Return relative to maximum drawdown

0.88

1.10

-0.22

Martin ratio

Return relative to average drawdown

4.11

6.46

-2.35

YYY vs. XYLD - Sharpe Ratio Comparison

The current YYY Sharpe Ratio is 0.73, which is comparable to the XYLD Sharpe Ratio of 0.76. The chart below compares the historical Sharpe Ratios of YYY and XYLD, 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


YYYXYLDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.73

0.76

-0.03

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.28

0.62

-0.34

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.40

0.55

-0.15

Sharpe Ratio (All Time)

Calculated using the full available price history

0.40

0.57

-0.17

Correlation

The correlation between YYY and XYLD is 0.59, 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

YYY vs. XYLD - Dividend Comparison

YYY's dividend yield for the trailing twelve months is around 13.06%, more than XYLD's 10.98% yield.


TTM20252024202320222021202020192018201720162015
YYY
Amplify CEF High Income ETF
13.06%12.51%12.50%12.39%12.36%9.08%9.79%9.10%9.73%8.16%10.34%10.77%
XYLD
Global X S&P 500 Covered Call ETF
10.98%10.51%11.54%10.51%13.43%9.07%7.93%5.76%7.12%5.18%3.23%4.65%

Drawdowns

YYY vs. XYLD - Drawdown Comparison

The maximum YYY drawdown since its inception was -42.52%, which is greater than XYLD's maximum drawdown of -33.46%. Use the drawdown chart below to compare losses from any high point for YYY and XYLD.


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Drawdown Indicators


YYYXYLDDifference

Max Drawdown

Largest peak-to-trough decline

-42.52%

-33.46%

-9.06%

Max Drawdown (1Y)

Largest decline over 1 year

-10.70%

-10.14%

-0.56%

Max Drawdown (5Y)

Largest decline over 5 years

-27.92%

-18.66%

-9.26%

Max Drawdown (10Y)

Largest decline over 10 years

-42.52%

-33.46%

-9.06%

Current Drawdown

Current decline from peak

-5.24%

-3.39%

-1.85%

Average Drawdown

Average peak-to-trough decline

-6.91%

-3.76%

-3.15%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.31%

1.72%

+0.59%

Volatility

YYY vs. XYLD - Volatility Comparison

Amplify CEF High Income ETF (YYY) has a higher volatility of 5.29% compared to Global X S&P 500 Covered Call ETF (XYLD) at 4.01%. This indicates that YYY's price experiences larger fluctuations and is considered to be riskier than XYLD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


YYYXYLDDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.29%

4.01%

+1.28%

Volatility (6M)

Calculated over the trailing 6-month period

7.17%

5.82%

+1.35%

Volatility (1Y)

Calculated over the trailing 1-year period

13.10%

13.99%

-0.89%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.33%

11.31%

+0.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.89%

14.23%

-0.34%