See what your fund actually adds

Global X S&P 500 Covered Call ETF XYLD

Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.

Fund and replication metrics

XYLD compared with its replication portfolio
MeasureXYLDReplication
Annualized growth7.7%8.4%
Annualized volatility10.0%9.4%
Sharpe ratio0.790.91
Maximum drawdown18.3%17.1%
Replication fit (R²)0.70 · Tracking error 5.5%

Replication portfolio

The published portfolio below is the investable basket used to model XYLD’s historical return behavior.

XYLD replication basket weights
TickerBuilding blockWeight
WTMFAlternatives · Mgt Futures29.4%
SPHYFI · High Yield28.9%
VUGStyle · Growth23.2%
MTUMFactor · Momentum9.4%
XLPSector · Cons Staples9.1%