PortfoliosLab logo
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 has an expense ratio of 0.60%, placing it in the medium range.


Share Price Chart


Loading data...

Compare to other instruments

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


Performance

Performance Chart


Loading data...

Returns By Period

Global X Dow 30 Covered Call ETF (DJIA) returned -1.21% year-to-date (YTD) and 8.15% over the past 12 months.


DJIA

YTD

-1.21%

1M

2.51%

6M

-0.27%

1Y

8.15%

5Y*

N/A

10Y*

N/A

^GSPC (Benchmark)

YTD

1.30%

1M

12.94%

6M

1.49%

1Y

12.48%

5Y*

15.82%

10Y*

10.87%

*Annualized

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
20253.05%0.37%-3.10%-2.95%1.56%-1.21%
20241.86%1.67%1.79%-1.78%-1.03%1.57%1.95%2.52%1.65%-1.26%5.28%-0.38%14.52%
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

The current rank of DJIA is 61, indicating average performance compared to other ETFs on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of DJIA is 6161
Overall Rank
The Sharpe Ratio Rank of DJIA is 5959
Sharpe Ratio Rank
The Sortino Ratio Rank of DJIA is 5454
Sortino Ratio Rank
The Omega Ratio Rank of DJIA is 6262
Omega Ratio Rank
The Calmar Ratio Rank of DJIA is 6565
Calmar Ratio Rank
The Martin Ratio Rank of DJIA is 6666
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.


The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

Global X Dow 30 Covered Call ETF Sharpe ratios as of May 17, 2025 (values are recalculated daily):

  • 1-Year: 0.58
  • All Time: 0.48

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

The chart below shows the rolling Sharpe ratio of Global X Dow 30 Covered Call ETF compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time. For deeper analysis or to customize the calculation, use the Sharpe ratio tool.


Loading data...

Dividends

Dividend History

Global X Dow 30 Covered Call ETF provided a 12.59% dividend yield over the last twelve months, with an annual payout of $2.71 per share.


7.00%8.00%9.00%10.00%11.00%$0.00$0.50$1.00$1.50$2.00$2.50202220232024
Dividends
Dividend Yield
PeriodTTM202420232022
Dividend$2.71$2.56$1.57$1.98

Dividend yield

12.59%11.44%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
2025$0.12$0.11$0.17$0.21$0.00$0.62
2024$0.09$0.10$0.11$0.17$0.13$0.10$0.15$0.11$0.18$0.15$0.18$1.09$2.56
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.


Loading data...

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 5.01%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-16.91%Apr 21, 2022113Sep 30, 2022327Jan 22, 2024440
-12.09%Feb 20, 202534Apr 8, 2025
-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

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


Loading data...