Vanguard High Dividend Yield ETF (VYM) is a ETF from Vanguard (US) and Global X S&P 500 Tail Risk ETF (XTR) is a ETF from Global X by mirae Asset. Over the past year VYM returned +25.99% while XTR returned +18.95%. Year to date, VYM is up 15.57% versus a gain of 10.83% for XTR.

Over three years, VYM compounded at +18.02% per year against +17.33% for XTR; over five years the annualized figures are +12.71% and +9.93% respectively. Across the full 5-year window we track, XTR has the edge at +9.93% annualized vs +7.07%. Past performance does not guarantee future results.

VYM has been the more volatile fund, with annualized monthly volatility of 14.6% compared with 13.8% for XTR. Lower volatility generally means a smoother ride, though it often comes with lower long-run returns.

The deepest peak-to-trough decline in our data was -58.8% for VYM and -20.8% for XTR. Drawdown depth is worth weighing if you expect to sell during market stress rather than ride it out.

The two funds' monthly returns correlate at 0.78. They usually move together, but the gap leaves some room for diversification.

VYM charges 0.04% per year while XTR charges 0.25%. On a $10,000 position that is $4 vs $25 annually, a gap of $21 per year that compounds over a long holding period. On income, VYM currently yields 2.86% against 16.52% for XTR.