(XYLG) Global X SP500 Covered Call - Ratings and Ratios
Equity, Options, Index, Replication
| Risk via 10d forecast | |
|---|---|
| Volatility | 12.4% |
| Value at Risk 5%th | 21.2% |
| Relative Tail Risk | 3.97% |
| Reward TTM | |
|---|---|
| Sharpe Ratio | 0.43 |
| Alpha | -0.76 |
| Character TTM | |
|---|---|
| Hurst Exponent | 0.381 |
| Beta | 0.831 |
| Beta Downside | 0.893 |
| Drawdowns 3y | |
|---|---|
| Max DD | 17.42% |
| Mean DD | 1.87% |
| Median DD | 0.77% |
Description: XYLG Global X SP500 Covered Call November 02, 2025
The Global X S&P 500® Covered Call & Growth ETF (XYLG) allocates at least 80% of its assets to the stocks that compose the S&P 500® Index while simultaneously selling a series of one-month at-the-money covered call options on the same index, effectively generating option premium income in addition to equity returns.
Key performance drivers include the fund’s option-writing premium, which historically adds a 3-5% annualized yield on top of the underlying equity performance, and its sensitivity to market volatility (VIX); higher implied volatility typically boosts premium income but can also increase the likelihood of calls being exercised. The ETF’s sector tilt mirrors the S&P 500, with technology and consumer discretionary accounting for roughly 45% of its weightings, making it responsive to macro-economic factors such as Fed policy rates and corporate earnings growth.
For a deeper quantitative breakdown and scenario analysis, you might explore ValueRay’s analytics platform to see how XYLG’s risk-adjusted returns compare across different market regimes.
XYLG ETF Overview
| Market Cap in USD | 59m |
| Category | Derivative Income |
| TER | 0.60% |
| IPO / Inception | 2020-09-18 |
| Return 12m vs S&P 500 | -1.87% |
| Analyst Rating | - |
XYLG Dividends
| Metric | Value |
|---|---|
| Dividend Yield | 9.66% |
| Yield on Cost 5y | 16.57% |
| Yield CAGR 5y | 103.71% |
| Payout Consistency | 82.8% |
| Payout Ratio | - |
XYLG Growth Ratios
| Metric | Value |
|---|---|
| CAGR 3y | 15.97% |
| CAGR/Max DD Calmar Ratio | 0.92 |
| CAGR/Mean DD Pain Ratio | 8.55 |
| Current Volume | 16.4k |
| Average Volume | 22.4k |
What is the price of XYLG shares?
Over the past week, the price has changed by -0.76%, over one month by -0.23%, over three months by +5.05% and over the past year by +10.25%.
Is XYLG a buy, sell or hold?
What are the forecasts/targets for the XYLG price?
| Issuer | Target | Up/Down from current |
|---|---|---|
| Wallstreet Target Price | - | - |
| Analysts Target Price | - | - |
| ValueRay Target Price | 38.2 | 31.7% |
XYLG Fundamental Data Overview November 21, 2025
Beta = 0.72
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 = 58.6m USD (58.6m + (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 58.6m)
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 58.6m / 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 = 9.08% (E(58.6m)/V(58.6m) * Re(9.08%) + (debt-free company))
Discount Rate = 9.08% (= CAPM, Blume Beta Adj.)
Fair Price DCF = unknown (Cash Flow 0.0)
Additional Sources for XYLG ETF
Tweets: X | Stocktwits
Fund Manager Positions: Dataroma | Stockcircle