XYLD vs CSQ

Comparison between GLOBAL X S&P 500 COVERED CALL ETF (XYLD, ETF) and Calamos Strategic Total Return Fund (CSQ, ETF).

5-Year PerformanceCSQ has outperformed XYLD, delivering a return of +10.7% compared to +7.7%

XYLD vs CSQ - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	XYLD(ETF)	CSQ(ETF)
Net Assets	$3B	$3.10B
Expense Ratio	0.60%	N/A
Max Drawdown	34.69%	72.74%
Sharpe Ratio	1.87	1.81
5Y Beta	0.64	1.02
P/E Ratio	28.56	N/A
Forward P/E	21.86	N/A
5Y Dividends CAGR	0.24%	2.82%
5Y EPS CAGR	28.63%	N/A
Debt to Equity	29.38%	N/A
P/S Ratio	3.58	N/A
P/B Ratio	5.48	N/A

Net Assets

XYLD

$3B

Winner

CSQ

$3.10B

Expense Ratio

XYLD

0.60%

CSQ

N/A

Max Drawdown

Winner

XYLD

34.69%

CSQ

72.74%

Sharpe Ratio

Winner

XYLD

1.87

CSQ

1.81

5Y Beta

Winner

XYLD

0.64

CSQ

1.02

P/E Ratio

XYLD

28.56

CSQ

N/A

Forward P/E

XYLD

21.86

CSQ

N/A

5Y Dividends CAGR

XYLD

0.24%

Winner

CSQ

2.82%

5Y EPS CAGR

XYLD

28.63%

CSQ

N/A

Debt to Equity

XYLD

29.38%

CSQ

N/A

P/S Ratio

XYLD

3.58

CSQ

N/A

P/B Ratio

XYLD

5.48

CSQ

N/A

XYLD vs CSQ - Historical Returns

Returns include dividend reinvestment.

Period	XYLD	CSQ
1 month	+2.81%	+12.95%
3 months	+1.87%	+7.23%
6 months	+7.56%	+12.35%
1 year	+17.29%	+32.35%
5 years(CAGR)	+7.68%	+10.74%
10 years(CAGR)	+8.32%	+16.60%
Max(CAGR)	+8.14%	+10.13%

XYLD

+2.81%

Winner

CSQ

+12.95%

XYLD

+1.87%

Winner

CSQ

+7.23%

XYLD

+7.56%

Winner

CSQ

+12.35%

XYLD

+17.29%

Winner

CSQ

+32.35%

5Y(CAGR)

XYLD

+7.68%

Winner

CSQ

+10.74%

10Y(CAGR)

XYLD

+8.32%

Winner

CSQ

+16.60%

Max(CAGR)

XYLD

+8.14%

Winner

CSQ

+10.13%

XYLD vs CSQ - Annual Returns (2004 - 2026)

Returns include dividend reinvestment.

Year	XYLD	CSQ
2026	+3.34%	+8.07%
2025	+8.28%	+17.22%
2024	+19.45%	+29.40%
2023	+11.03%	+22.44%
2022	-12.48%	-24.06%
2021	+20.21%	+34.84%
2020	-1.44%	+25.88%
2019	+20.99%	+38.06%
2018	-7.25%	-4.03%
2017	+16.08%	+25.28%
2016	+8.87%	+16.51%
2015	+0.47%	-4.73%
2014	+8.61%	+14.95%
2013	+13.95%	+18.27%
2012	N/A	+26.53%
2011	N/A	-4.16%
2010	N/A	+12.12%
2009	N/A	+48.27%
2008	N/A	-48.59%
2007	N/A	-2.22%
2006	N/A	+23.71%
2005	N/A	+3.84%
2004	N/A	-3.64%

XYLD vs CSQ Drawdown Comparison

The maximum drawdown for XYLD was -33.44%, occurring on Mar 23, 2020. Recovery took 269 trading sessions.

The maximum drawdown for CSQ was -67.02%, occurring on Nov 20, 2008. Recovery took 1214 trading sessions.

Rank	XYLD	CSQ
#1	-33.44% Feb 19, 2020 - Mar 15, 2021	-67.02% May 22, 2007 - Mar 15, 2012
#2	-18.66% Apr 4, 2022 - Mar 12, 2024	-48.11% Feb 20, 2020 - Aug 12, 2020
#3	-18.10% Sep 20, 2018 - Jul 12, 2019	-33.06% Dec 30, 2021 - Mar 20, 2024
#4	-15.53% Feb 19, 2025 - Oct 20, 2025	-29.03% Sep 24, 2018 - Apr 29, 2019
#5	-12.17% Jun 22, 2015 - Jun 23, 2016	-24.60% May 18, 2015 - Jul 15, 2016
#6	-9.10% Jan 26, 2018 - Jul 9, 2018	-24.18% Jan 23, 2025 - Jun 26, 2025
#7	-6.96% Sep 18, 2014 - Nov 24, 2014	-17.11% Apr 1, 2004 - Jul 8, 2005
#8	-6.02% Jan 4, 2022 - Mar 24, 2022	-15.25% Jan 12, 2026 - Apr 20, 2026
#9	-5.79% Jul 26, 2019 - Oct 30, 2019	-14.59% Aug 27, 2014 - Nov 14, 2014
#10	-5.30% Feb 25, 2026 - Apr 30, 2026	-12.20% Oct 17, 2012 - Jan 7, 2013
#11	-5.26% Jan 15, 2014 - Feb 14, 2014	-10.85% Jan 26, 2018 - Jun 1, 2018
#12	-5.19% Jul 18, 2024 - Aug 15, 2024	-9.91% Sep 2, 2020 - Nov 10, 2020
#13	-4.63% Jun 23, 2016 - Jul 11, 2016	-9.90% May 17, 2013 - Oct 25, 2013
#14	-4.07% Dec 29, 2014 - Feb 13, 2015	-9.75% Jul 10, 2024 - Sep 23, 2024
#15	-3.79% Aug 1, 2013 - Sep 18, 2013	-9.53% Apr 15, 2021 - Jun 29, 2021

Correlation

Correlation between XYLD and CSQ is 0.99 which considered as a very strong positive correlation - the stocks move almost identically together.

0.99

-101

Dividend Comparison (2004 - 2026)

XYLD vs CSQ dividend yield comparison.

Year	XYLD	CSQ
2026	3.56%	1.81%
2025	10.51%	6.51%
2024	11.54%	6.95%
2023	10.51%	8.27%
2022	13.43%	9.17%
2021	9.07%	6.38%
2020	7.93%	7.03%
2019	5.76%	7.14%
2018	7.12%	9.35%
2017	5.18%	8.20%
2016	3.23%	9.64%
2015	4.65%	10.00%
2014	4.15%	8.44%
2013	2.49%	7.71%
2012	0.00%	8.56%
2011	0.00%	7.54%
2010	0.00%	6.80%
2009	0.00%	8.93%
2008	0.00%	18.36%
2007	0.00%	8.71%
2006	0.00%	7.48%
2005	0.00%	7.66%
2004	0.00%	4.28%