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Global X Dow 30 Covered Call ETF (DJIA)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

US37960A8595

CUSIP

37960A859

Issuer

Global X

Inception Date

Feb 23, 2022

Leveraged

1x

Index Tracked

DJIA Cboe BuyWrite v2 Index

Distribution Policy

Distributing

Asset Class

Equity

Expense Ratio

DJIA features an expense ratio of 0.60%, falling within the medium range.


Expense ratio chart for DJIA: current value at 0.60% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.60%

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Popular comparisons:
DJIA vs. SCHD DJIA vs. VOO DJIA vs. JEPI DJIA vs. CAIBX DJIA vs. FMAGX DJIA vs. SPY DJIA vs. FCNTX DJIA vs. VTV DJIA vs. XYLD DJIA vs. ^GSPC
Popular comparisons:
DJIA vs. SCHD DJIA vs. VOO DJIA vs. JEPI DJIA vs. CAIBX DJIA vs. FMAGX DJIA vs. SPY DJIA vs. FCNTX DJIA vs. VTV DJIA vs. XYLD DJIA vs. ^GSPC

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Global X Dow 30 Covered Call ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


-5.00%0.00%5.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
8.50%
7.19%
DJIA (Global X Dow 30 Covered Call ETF)
Benchmark (^GSPC)

Returns By Period

Global X Dow 30 Covered Call ETF had a return of 12.66% year-to-date (YTD) and 13.53% in the last 12 months.


DJIA

YTD

12.66%

1M

-0.17%

6M

8.50%

1Y

13.53%

5Y*

N/A

10Y*

N/A

^GSPC (Benchmark)

YTD

23.00%

1M

-0.84%

6M

7.20%

1Y

24.88%

5Y*

12.77%

10Y*

10.96%

Monthly Returns

The table below presents the monthly returns of DJIA, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20241.86%1.67%1.79%-1.78%-1.03%1.57%1.95%2.52%1.65%-1.26%5.28%12.66%
20233.19%-0.16%-0.10%1.05%-1.69%4.22%1.16%-0.15%-2.87%-0.01%2.54%1.84%9.16%
20221.63%3.97%-2.98%-2.61%-2.84%3.38%-4.71%-6.80%9.16%1.48%-1.46%-2.79%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

With an overall rank of 75, DJIA is among the top 25% of ETFs on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of DJIA is 7575
Overall Rank
The Sharpe Ratio Rank of DJIA is 7171
Sharpe Ratio Rank
The Sortino Ratio Rank of DJIA is 7272
Sortino Ratio Rank
The Omega Ratio Rank of DJIA is 7676
Omega Ratio Rank
The Calmar Ratio Rank of DJIA is 8181
Calmar Ratio Rank
The Martin Ratio Rank of DJIA is 7777
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Global X Dow 30 Covered Call ETF (DJIA) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for DJIA, currently valued at 1.63, compared to the broader market0.002.004.001.631.83
The chart of Sortino ratio for DJIA, currently valued at 2.34, compared to the broader market-2.000.002.004.006.008.0010.002.342.46
The chart of Omega ratio for DJIA, currently valued at 1.33, compared to the broader market0.501.001.502.002.503.001.331.34
The chart of Calmar ratio for DJIA, currently valued at 2.91, compared to the broader market0.005.0010.0015.002.912.72
The chart of Martin ratio for DJIA, currently valued at 10.98, compared to the broader market0.0020.0040.0060.0080.00100.0010.9811.89
DJIA
^GSPC

The current Global X Dow 30 Covered Call ETF Sharpe ratio is 1.63. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Global X Dow 30 Covered Call ETF with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
1.63
1.83
DJIA (Global X Dow 30 Covered Call ETF)
Benchmark (^GSPC)

Dividends

Dividend History

Global X Dow 30 Covered Call ETF provided a 6.86% dividend yield over the last twelve months, with an annual payout of $1.59 per share.


7.00%7.50%8.00%8.50%9.00%$0.00$0.50$1.00$1.50$2.0020222023
Dividends
Dividend Yield
PeriodTTM20232022
Dividend$1.59$1.57$1.98

Dividend yield

6.86%7.16%9.18%

Monthly Dividends

The table displays the monthly dividend distributions for Global X Dow 30 Covered Call ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.09$0.10$0.11$0.17$0.13$0.10$0.15$0.11$0.18$0.15$0.18$0.00$1.47
2023$0.14$0.14$0.21$0.12$0.06$0.16$0.11$0.17$0.10$0.14$0.11$0.12$1.57
2022$0.22$0.20$0.17$0.22$0.20$0.15$0.21$0.22$0.17$0.21$1.98

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-2.28%
-3.66%
DJIA (Global X Dow 30 Covered Call ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Global X Dow 30 Covered Call ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Global X Dow 30 Covered Call ETF was 16.91%, occurring on Sep 30, 2022. Recovery took 327 trading sessions.

The current Global X Dow 30 Covered Call ETF drawdown is 2.28%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-16.91%Apr 21, 2022113Sep 30, 2022327Jan 22, 2024440
-4.53%Mar 26, 202446May 30, 202429Jul 12, 202475
-4.17%Aug 1, 20243Aug 5, 20248Aug 15, 202411
-2.94%Mar 3, 20224Mar 8, 20226Mar 16, 202210
-2.41%Oct 15, 202415Nov 4, 20242Nov 6, 202417

Volatility

Volatility Chart

The current Global X Dow 30 Covered Call ETF volatility is 2.11%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
2.11%
3.62%
DJIA (Global X Dow 30 Covered Call ETF)
Benchmark (^GSPC)
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The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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