RYLD vs DIA: Complete Comparison

Global X Russell 2000 Covered Call ETF vs SPDR Dow Jones Industrial Average ETF — overlap, correlation, performance & risk analysis

Holdings Overlap
0.00%
Very Low Overlap
Shared Holdings
0 of 10
Complete portfolio analysis
Calculation Method
Min Weight
Weighted intersection

Visual Overlap

RYLD
DIA
0.0%
RYLD Only
Overlap
DIA Only

Price Performance

Historical price comparison over 3M

RYLD Return
+8.56%
DIA Return
+9.12%
Winner
DIA
+0.56%
Max Drawdown
RYLD: -4.5%
DIA: -5.1%
RYLD Volatility (annualized)10.42%
DIA Volatility (annualized)10.72%

📈 Comparison

Metric
RYLD
DIA
1 Year Return
+18.5%
+22.8%
3 Year Return
+5.2%
+8.5%
5 Year Return
N/A
+13.2%
Volatility
18.50%
17.50%
Expense Ratio
0.60%
0.16%
⚠️ Past performance does not guarantee future results. Data may be delayed.

⚠️Risk Metrics

Metric
RYLD
DIA
Volatility
18.50%
17.50%
Sharpe Ratio
0.48
0.71
Sortino Ratio
0.65
1.02
Max Drawdown
-35.50%
-36.80%
Beta
0.82
0.92

Interpretation:

  • 📊 Lower volatility = smoother ride
  • ⚡ Higher Sharpe/Sortino = better risk-adjusted returns
  • ⚠️ Smaller max drawdown = less worst-case pain
  • 📈 Beta > 1 = more volatile than S&P 500

⚔️ Comparison

7 - 9

🏆 DIA wins this comparison

Key Factors

💰 Expense Ratio
RYLD:0.60%
vs
DIA:0.16%
🎯 Number of Holdings
RYLD:2,000 holdings
vs
DIA:30 holdings
Additional Metrics (5)
⚖️ Concentration Risk
RYLD: 50.6% in top 10
DIA: 65.1% in top 10
📊 Assets Under Management
RYLD: $1.5B
DIA: $35B
Sharpe Ratio
RYLD: 0.48
DIA: 0.71
📉 Volatility
RYLD: 18.5%
DIA: 17.5%
🔍 Uniqueness vs SPY
RYLD: 99.7% unique
DIA: 89.5% unique

Bottom line: DIA wins with better expense ratio. Consider DIA for your portfolio, but RYLD is still a solid choice if you prefer its specific advantages.

Detailed Overlap Analysis

0 shared holdings representing 0.0% portfolio overlap

Top Shared Holdings

#StockRYLD WeightDIA WeightOverlap
0
Shared Stocks
0.0%
Total Overlap
0
Sectors Represented

Top Holdings Only in RYLD

Unique to RYLD

Scroll horizontally to see all data
SymbolNameWeight
IWMRussell 2000 Index (via derivatives)45.00%
SMCISuper Micro Computer1.20%
MSTRMicroStrategy Inc0.90%
ANFAbercrombie & Fitch0.70%
BOOTBoot Barn Holdings0.60%

Top Holdings Only in DIA

Unique to DIA

Scroll horizontally to see all data
SymbolNameWeight
UNHUnitedHealth Group9.85%
GSGoldman Sachs8.25%
MSFTMicrosoft Corp6.85%
HDHome Depot6.65%
CATCaterpillar Inc6.25%

Price Correlation

How We Calculate Overlap

We use the minimum weight method with normalization to calculate portfolio overlap:

Overlap = Σ min(weightA, weightB) for each shared holding

Normalization: Holdings weights are normalized to sum to 100% before comparison. This ensures accurate overlap calculations even when analyzing partial holdings data (e.g., top 50 positions).

Conservative approach: We consider only the smaller allocation for each shared position, giving you a realistic view of true portfolio overlap.

📊 This analysis is based on publicly available holdings data. For the most current and complete holdings information, please visit the official ETF provider websites.

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