Global X S&P 500 Covered Call ETF (XYLD) Performance
XYLD total return
Distributions reinvested · as of Oct 23, 2026- YTD
- +10.4% since Dec 31, 2025
- 1 year
- +15.2% total return
- 5 years
- +7.3% a year
- 10 years
- +8.6% a year
- Since first price
- +8.4% a year since 2013
XYLD trailing returns vs SPY, QQQ, AGG
| Period | XYLD total return | Price only | S&P 500 (SPY) | Nasdaq-100 (QQQ) | U.S. bonds (AGG) |
|---|---|---|---|---|---|
| 1 month | −0.2% | −1.0% | −1.0% | −5.0% | +0.9% |
| 3 months | +3.4% | +1.1% | +3.2% | +1.9% | −0.4% |
| 6 months | +8.4% | +3.1% | +7.8% | +8.4% | −1.5% |
| YTD | +10.4% | +1.3% | +12.3% | +15.1% | −1.0% |
| 1 year | +15.2% | +3.8% | +14.4% | +15.9% | −1.1% |
| 3 years | +49.7%+14.4%/yr | +8.1% | +87.4%+23.3%/yr | +101.4%+26.3%/yr | +16.6%+5.2%/yr |
| 5 years | +42.4%+7.3%/yr | −18.0% | +79.3%+12.4%/yr | +94.0%+14.2%/yr | −0.8%−0.2%/yr |
| 10 years | +127.3%+8.6%/yr | −7.2% | +315.9%+15.3%/yr | +538.9%+20.4%/yr | +14.0%+1.3%/yr |
| Since inceptionJun 24, 2013 | +191.9%+8.4%/yr | +3.5% | — | — | — |
Total return from adjusted closes (distributions reinvested, before tax). Periods of 3 years or more are also shown annualized. Price only excludes distributions.
Growth of $10,000: XYLD vs SPY
From Jun 24, 2013: XYLD grew to $29,194, SPY to $60,491.
Year-end values with distributions reinvested, no taxes or trading costs. Start: first common trading day of both funds.
XYLD returns by calendar year
9 of 12 full years positive. Best 2019 (+21.4%), worst 2022 (−12.1%). 2026 is year to date.
XYLD annual returns table
| Year | XYLD | Largest drop | SPY | QQQ | AGG |
|---|---|---|---|---|---|
| 2026YTD | +10.4% | −5.3% | +12.3% | +15.1% | −1.0% |
| 2025 | +8.0% | −15.5% | +17.7% | +20.8% | +7.2% |
| 2024 | +19.5% | −5.2% | +24.9% | +25.6% | +1.3% |
| 2023 | +11.1% | −6.6% | +26.2% | +54.9% | +5.7% |
| 2022 | −12.1% | −18.7% | −18.2% | −32.6% | −13.0% |
| 2021 | +19.6% | −3.1% | +28.7% | +27.4% | −1.8% |
| 2020 | −0.6% | −33.5% | +18.3% | +48.6% | +7.5% |
| 2019 | +21.4% | −6.0% | +31.2% | +39.0% | +8.5% |
| 2018 | −6.1% | −18.1% | −4.6% | −0.1% | +0.1% |
| 2017 | +16.5% | −1.9% | +21.7% | +32.7% | +3.6% |
| 2016 | +7.6% | −8.8% | +12.0% | +7.1% | +2.4% |
| 2015 | +0.6% | −11.6% | +1.2% | +9.4% | +0.5% |
| 2014 | +7.6% | −7.0% | +13.5% | +19.2% | +6.0% |
Largest drop = deepest fall from a high within that calendar year.
Calendar-year return vs largest drop within the year
Most years include a sizable fall at some point even when the year ends higher.
XYLD largest drawdowns
Now 1.3% below the high| Peak | Decline | Bottom | Recovered | Fall | Underwater |
|---|---|---|---|---|---|
| Feb 19, 2020 | −33.5% | Mar 23, 2020 | Mar 15, 2021 | 33 days | 1.1 years |
| Apr 13, 2022 | −18.7% | Sep 30, 2022 | Mar 12, 2024 | 6 months | 1.9 years |
| Sep 20, 2018 | −18.1% | Dec 24, 2018 | Jul 12, 2019 | 3 months | 10 months |
| Feb 20, 2025 | −15.5% | Apr 8, 2025 | Oct 20, 2025 | 47 days | 8 months |
| Jun 22, 2015 | −12.1% | Feb 11, 2016 | Jun 23, 2016 | 8 months | 1.0 years |
Declines from a closing high (distributions reinvested) of 10% or more. Underwater = time from the peak until the old high was regained.
XYLD risk statistics
| Statistic | 3 years | 5 years | 10 years | Since 2013 |
|---|---|---|---|---|
| Annualized return | +14.0% | +8.2% | +8.5% | +8.3% |
| Volatility (annualized) | 6.1% | 9.0% | 11.2% | 11.0% |
| Sharpe ratio | 1.47 | 0.53 | 0.58 | 0.63 |
| Sortino ratio | 2.29 | 0.76 | 0.78 | 0.86 |
| Best month | +4.0% | +6.0% | +8.6% | +9.1% |
| Worst month | −4.6% | −6.6% | −16.3% | −16.3% |
| Best 12 months | +19.7% | +19.7% | +37.5% | +37.5% |
| Worst 12 months | +7.0% | −12.1% | −15.1% | −15.1% |
| Positive months | 81% | 68% | 72% | 71% |
| Beta vs S&P 500 | 0.37 | 0.49 | 0.64 | — |
| Correlation with S&P 500 | 0.76 | 0.85 | 0.88 | — |
From monthly total returns. Sharpe and Sortino use 1–3 month T-bills (BIL) as the risk-free rate, so they need history from 2007 on.
XYLD rolling returns
| Holding period | Periods | Worst | Median | Best | Positive |
|---|---|---|---|---|---|
| 1-year | 149 | −15.1% | +8.3% | +37.5% | 80% |
| 3-year (a year) | 125 | −1.0% | +7.1% | +14.3% | 99% |
| 5-year (a year) | 101 | +1.9% | +7.1% | +11.9% | 100% |
| 10-year (a year) | 41 | +6.0% | +6.9% | +8.9% | 100% |
Every holding period starting at a month-end since 2013. Returns for 3 years and longer are annualized.
XYLD performance overview
Global X S&P 500 Covered Call ETF (XYLD) returned +15.2% over the past year and +8.6% a year over ten years, with distributions reinvested. Since its first recorded price in 2013 it has returned +8.4% a year, turning $10,000 into about $29,194. Over the same year S&P 500 (SPY) returned +14.4%.
The deepest decline was −33.5%, from Feb 19, 2020 to Mar 23, 2020, and it took 12 months to get back to the old high. XYLD finished 9 of its 12 full calendar years with a gain; the best year was 2019 (+21.4%) and the worst 2022 (−12.1%). Volatility has been 11.0% a year.
Related: XYLD chart, XYLD holdings, XYLD dividends, XYLD valuation. See the XYLD overview for the latest quote and fund facts.
XYLD performance FAQ
What is the XYLD return over the past year?
XYLD returned +15.2% over the 12 months to October 23, 2026, including reinvested distributions. On price alone it rose 3.8%.
What is the average annual return of XYLD?
XYLD has returned +7.3% a year over 5 years, +8.6% a year over 10 years, +8.4% a year since June 24, 2013 (total return, distributions reinvested).
How much would $10,000 invested in XYLD be worth?
$10,000 invested in XYLD at its first recorded close on June 24, 2013 would be worth about $29,194 on October 23, 2026 with distributions reinvested.
What was the worst year for XYLD?
The worst calendar year was 2022, with a total return of −12.1%. The best was 2019 at +21.4%.
What is the biggest drawdown of XYLD?
The largest peak-to-trough decline was −33.5% between February 19, 2020 and March 23, 2020. It recovered to the old high on March 15, 2021, 12 months after the bottom.
How volatile is XYLD?
Over the past 3 years XYLD had an annualized volatility of 6.1% and a Sharpe ratio of 1.47 (excess return over 1–3 month T-bills per unit of risk).