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ISIN
US37960A8595
CUSIP
37960A859
Issuer
Global X
Inception Date
Feb 23, 2022
Region
North America (U.S.)
Leveraged
1x (No leverage)
Index Tracked
DJIA Cboe BuyWrite v2 Index
Domicile
United States
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Blend
Assets Under Management
$175M

Share Price Chart


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Performance

DJIA Performance Chart

Global X Dow 30 Covered Call ETF (DJIA) is up 3.8% since the beginning of the year. DJIA is currently trading at $22 per share.


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S&P 500 Index

Returns By Period

Global X Dow 30 Covered Call ETF (DJIA) has returned 3.81% so far this year and 14.39% over the past 12 months.


Global X Dow 30 Covered Call ETF

1D
0.20%
1M
1.17%
YTD
3.81%
6M
3.30%
1Y
14.39%
3Y*
10.54%
5Y*
10Y*

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DJIA Monthly Returns History

Based on dividend-adjusted daily data since Feb 24, 2022, DJIA's average daily return is +0.03%, while the average monthly return is +0.68%. At this rate, an investment would double in approximately 8.5 years.

Historically, 62% of months were positive and 38% were negative. The best month was Oct 2022 with a return of +9.2%, while the worst month was Sep 2022 at -6.8%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 3 months.

On a daily basis, DJIA closed higher 53% of trading days. The best single day was Apr 9, 2025 with a return of +7.4%, while the worst single day was Apr 4, 2025 at -5.7%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20261.63%1.12%-4.83%2.91%2.86%0.28%3.81%
20253.05%0.37%-3.10%-2.98%1.08%2.42%-0.03%1.91%0.87%2.12%2.35%0.90%9.11%
20241.86%1.67%1.79%-1.78%-1.03%1.58%1.95%2.52%1.65%-1.26%5.28%-0.38%14.52%
20233.19%-0.16%-0.10%1.05%-1.69%4.20%1.16%-0.15%-2.87%0.00%2.54%1.84%9.15%
20223.44%3.97%-2.98%-2.61%-2.85%3.38%-4.71%-6.80%9.16%1.48%-1.46%-1.07%

Benchmark Metrics

Global X Dow 30 Covered Call ETF has an annualized alpha of 1.17%, beta of 0.49, and R2 of 0.59 versus S&P 500 Index. Calculated based on daily prices since February 24, 2022.

  • This ETF participated in 52.66% of S&P 500 Index downside but only 46.50% of its upside - more exposed to losses than it benefited from rallies.
  • Beta of 0.49 indicates this ETF moves significantly less than S&P 500 Index - a genuinely defensive profile with reduced participation in both market rallies and downturns.

Alpha
1.17%
Beta
0.49
0.59
Upside Capture
46.50%
Downside Capture
52.66%

Expense Ratio

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


Return for Risk

Risk / Return Rank

DJIA ranks 56 for risk / return — on par with similar ETFs. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.


DJIA Risk / Return Rank: 5656
Overall Rank
DJIA Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
DJIA Sortino Ratio Rank: 6363
Sortino Ratio Rank
DJIA Omega Ratio Rank: 7272
Omega Ratio Rank
DJIA Calmar Ratio Rank: 4141
Calmar Ratio Rank
DJIA Martin Ratio Rank: 4646
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Global X Dow 30 Covered Call ETF (DJIA) and compare them to S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


DJIABenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.07

Sortino ratioReturn per unit of downside risk

+0.06

Omega ratioGain probability vs. loss probability

1.41

1.37

+0.04

Calmar ratioReturn relative to maximum drawdown

1.97

2.78

-0.82

Martin ratioReturn relative to average drawdown

7.33

12.44

-5.11

Dividends

Dividend History

Global X Dow 30 Covered Call ETF provided a 11.48% dividend yield over the last twelve months, with an annual payout of $2.51 per share.


7.00%8.00%9.00%10.00%11.00%$0.00$0.50$1.00$1.50$2.00$2.502022202320242025
Dividends
Dividend Yield
PeriodTTM2025202420232022
Dividend$2.51$2.33$2.56$1.57$1.98

Dividend yield

11.48%10.60%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
2026$0.17$0.11$0.21$0.13$0.15$0.14$0.90
2025$0.12$0.11$0.17$0.21$0.11$0.16$0.13$0.16$0.13$0.22$0.22$0.59$2.33
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.


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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 0.29%.


Related event

Drawdown

Fall

Recovery

Underwater

Bear market2022
-16.91%Sep 2022
5mo 12d1y 3mo
1y 9moApr 2022 - Jan 2024
2025 selloff2025
-12.09%Apr 2025
1mo 17d5mo 28d
7mo 15dFeb 2025 - Oct 2025
2026 pullback2026
-7.34%Mar 2026
29d2mo 14d
3mo 13dFeb 2026 - Jun 2026
2024 pullback2024
-4.53%May 2024
2mo 5d1mo 13d
3mo 18dMar 2024 - Jul 2024
2024 pullback2024
-4.17%Aug 2024
4d10d
14dAug 2024 - Aug 2024

Drawdown Indicators


DJIABenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-16.91%

-56.78%

+39.87%

Max Drawdown (1Y)

Largest decline over 1 year

-7.34%

-9.10%

+1.76%

Max Drawdown (3Y)

Largest decline over 3 years

-12.09%

-18.90%

+6.81%

Max Drawdown (5Y)

Largest decline over 5 years

-25.43%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-0.29%

-1.80%

+1.51%

Average Drawdown

Average peak-to-trough decline

-3.55%

-10.71%

+7.16%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.97%

2.03%

-0.06%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

Build a portfolio with DJIA

Add Global X Dow 30 Covered Call ETF to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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