^XSP vs. XYLD

In the year-to-date period, ^XSP achieves a 1.31% return, which is significantly higher than XYLD's -4.32% return.

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This table presents a comparison of risk-adjusted performance metrics for S&P 500 Mini-SPX Options Index (^XSP) 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.

The current ^XSP Sharpe Ratio is 0.64, which is comparable to the XYLD Sharpe Ratio of 0.53. The chart below compares the historical Sharpe Ratios of ^XSP 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.

The maximum ^XSP drawdown since its inception was -25.43%, smaller than the maximum XYLD drawdown of -33.46%. Use the drawdown chart below to compare losses from any high point for ^XSP and XYLD. For additional features, visit the drawdowns tool.

S&P 500 Mini-SPX Options Index (^XSP) has a higher volatility of 5.42% compared to Global X S&P 500 Covered Call ETF (XYLD) at 2.29%. This indicates that ^XSP'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.