(XYLD) Global X SP500 Covered Call - Ratings and Ratios
Stocks, Options, Index, Securities
| Risk via 10d forecast | |
|---|---|
| Volatility | 5.17% |
| Value at Risk 5%th | 8.41% |
| Reward | |
|---|---|
| Sharpe Ratio | 0.31 |
| Alpha | -1.37 |
| Character | |
|---|---|
| Hurst Exponent | |
| Beta | 0.440 |
| Drawdowns 3y | |
|---|---|
| Max DD | 15.53% |
| Mean DD | 1.78% |
Description: XYLD Global X SP500 Covered Call November 08, 2025
The Global X S&P 500® Covered Call ETF (XYLD) commits at least 80% of its assets to securities that track the Cboe S&P 500 BuyWrite Index, or to assets that replicate the index’s economic profile, either on a security-by-security basis or in aggregate.
Key metrics to watch: the fund’s 30-day annualized covered-call premium yield typically ranges between 7%–9%, while its net expense ratio sits at 0.60%. Because the strategy sells call options against S&P 500 constituents, XYLD’s performance is sensitive to equity market volatility (VIX) and the direction of the underlying index; higher volatility generally boosts option premiums but can increase downside risk.
Sector exposure mirrors the S&P 500, with technology, health care, and consumer discretionary comprising the largest weightings. However, the covered-call overlay tends to dampen upside in high-growth sectors and provide modest downside protection during market corrections.
For investors seeking income-focused exposure to the broad U.S. equity market while accepting capped upside, a deeper dive into XYLD’s option-selling mechanics and its behavior across different market regimes on ValueRay could be worthwhile.
XYLD ETF Overview
| Market Cap in USD | 3,036m |
| Category | Derivative Income |
| TER | 0.60% |
| IPO / Inception | 2013-06-21 |
| Return 12m vs S&P 500 | -6.62% |
| Analyst Rating | - |
XYLD Dividends
| Dividend Yield | 12.75% |
| Yield on Cost 5y | 19.29% |
| Yield CAGR 5y | 7.07% |
| Payout Consistency | 94.7% |
| Payout Ratio | - |
XYLD Growth Ratios
| CAGR | 11.46% |
| CAGR/Max DD Calmar Ratio | 0.74 |
| CAGR/Mean DD Pain Ratio | 6.43 |
| Current Volume | 408.3k |
| Average Volume | 796.7k |
What is the price of XYLD shares?
Over the past week, the price has changed by +0.63%, over one month by +2.67%, over three months by +5.00% and over the past year by +7.82%.
Is Global X SP500 Covered Call a good stock to buy?
Based on momentum, paid dividends and discounted-cash-flow analyses, the fair value of XYLD is around 44.04 USD . This means that XYLD is currently overvalued and has a potential downside of 9.91%.
Is XYLD a buy, sell or hold?
What are the forecasts/targets for the XYLD price?
| Issuer | Target | Up/Down from current |
|---|---|---|
| Wallstreet Target Price | - | - |
| Analysts Target Price | - | - |
| ValueRay Target Price | 48.7 | 21.6% |
XYLD Fundamental Data Overview November 10, 2025
Beta = 0.44
Revenue TTM = 0.0 USD
EBIT TTM = 0.0 USD
EBITDA TTM = 0.0 USD
Long Term Debt = unknown (none)
Short Term Debt = unknown (none)
Debt = unknown
Net Debt = unknown
Enterprise Value = 3.04b USD (3.04b + (null Debt) - (null CCE))
Interest Coverage Ratio = unknown (Ebit TTM 0.0 / Interest Expense TTM 0.0)
FCF Yield = 0.0% (FCF TTM 0.0 / Enterprise Value 3.04b)
FCF Margin = unknown (Revenue TTM is 0 or missing)
Net Margin = unknown
Gross Margin = unknown ((Revenue TTM 0.0 - Cost of Revenue TTM 0.0) / Revenue TTM)
Tobins Q-Ratio = unknown (Enterprise Value 3.04b / Total Assets none)
Interest Expense / Debt = unknown (Interest Expense 0.0 / Debt none)
Taxrate = 21.0% (US default 21%)
NOPAT = 0.0 (EBIT 0.0 * (1 - 21.00%))
Current Ratio = unknown (Total Current Assets none / Total Current Liabilities none)
Debt / Equity = unknown (Debt none)
Debt / EBITDA = unknown (Net Debt none / EBITDA 0.0)
Debt / FCF = unknown (Net Debt none / FCF TTM 0.0)
Total Stockholder Equity = 0.0 (from calculated bookValueOfEquity)
RoA = unknown (Net Income 0.0 / Total Assets none)
RoE = unknown (Net Income TTM 0.0 / Total Stockholder Equity 0.0)
RoCE = unknown (EBIT 0.0 / Capital Employed )
RoIC = unknown (NOPAT 0.0, Invested Capital 0.0, EBIT 0.0)
WACC = 7.64% (E(3.04b)/V(3.04b) * Re(7.64%) + (debt-free company))
Discount Rate = 7.64% (= CAPM, Blume Beta Adj.) -> floored to rf + 0.7*ERP = 8.05%
Fair Price DCF = unknown (Cash Flow 0.0)
Additional Sources for XYLD ETF
Tweets: X | Stocktwits
Fund Manager Positions: Dataroma | Stockcircle