^SP500TR vs. XYLD
Compare and contrast key facts about S&P 500 Total Return (^SP500TR) and Global X S&P 500 Covered Call ETF (XYLD).
XYLD is a passively managed fund by Global X that tracks the performance of the CBOE S&P 500 2% OTM BuyWrite Index. It was launched on Jun 24, 2013.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ^SP500TR or XYLD.
Correlation
The correlation between ^SP500TR and XYLD is 0.81, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
^SP500TR vs. XYLD - Performance Comparison
Loading data...
Key characteristics
^SP500TR:
0.69
XYLD:
0.53
^SP500TR:
1.14
XYLD:
0.89
^SP500TR:
1.17
XYLD:
1.17
^SP500TR:
0.76
XYLD:
0.53
^SP500TR:
2.93
XYLD:
2.21
^SP500TR:
4.85%
XYLD:
3.72%
^SP500TR:
19.66%
XYLD:
15.31%
^SP500TR:
-55.25%
XYLD:
-33.46%
^SP500TR:
-4.61%
XYLD:
-7.42%
Returns By Period
In the year-to-date period, ^SP500TR achieves a -0.18% return, which is significantly higher than XYLD's -4.40% return. Over the past 10 years, ^SP500TR has outperformed XYLD with an annualized return of 12.69%, while XYLD has yielded a comparatively lower 6.39% annualized return.
^SP500TR
-0.18%
9.05%
-1.96%
13.41%
17.55%
12.69%
XYLD
-4.40%
2.01%
-1.50%
8.12%
10.32%
6.39%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Risk-Adjusted Performance
^SP500TR vs. XYLD — Risk-Adjusted Performance Rank
^SP500TR
XYLD
^SP500TR vs. XYLD - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for S&P 500 Total Return (^SP500TR) 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.
Loading data...
Drawdowns
^SP500TR vs. XYLD - Drawdown Comparison
The maximum ^SP500TR drawdown since its inception was -55.25%, which is greater than XYLD's maximum drawdown of -33.46%. Use the drawdown chart below to compare losses from any high point for ^SP500TR and XYLD. For additional features, visit the drawdowns tool.
Loading data...
Volatility
^SP500TR vs. XYLD - Volatility Comparison
S&P 500 Total Return (^SP500TR) has a higher volatility of 6.29% compared to Global X S&P 500 Covered Call ETF (XYLD) at 3.86%. This indicates that ^SP500TR'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.
Loading data...