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

ETF Info

Issuer

Global X

Inception Date

Jul 25, 2023

Leveraged

1x

Index Tracked

Cboe DJIA Half BuyWrite Index - Benchmark TR Gross

Asset Class

Equity

Asset Class Size

Large-Cap

Asset Class Style

Blend

Expense Ratio

DYLG features an expense ratio of 0.35%, falling within the medium range.


Expense ratio chart for DYLG: current value at 0.35% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.35%

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:
DYLG vs. SVOL DYLG vs. DIA DYLG vs. XLG DYLG vs. FTHI
Popular comparisons:
DYLG vs. SVOL DYLG vs. DIA DYLG vs. XLG DYLG vs. FTHI

Performance

Performance Chart

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


10.00%15.00%20.00%25.00%30.00%JulyAugustSeptemberOctoberNovemberDecember
18.11%
28.59%
DYLG (Global X Dow 30 Covered Call & Growth ETF)
Benchmark (^GSPC)

Returns By Period

Global X Dow 30 Covered Call & Growth ETF had a return of 13.51% year-to-date (YTD) and 13.97% in the last 12 months.


DYLG

YTD

13.51%

1M

-1.34%

6M

9.67%

1Y

13.97%

5Y*

N/A

10Y*

N/A

^GSPC (Benchmark)

YTD

23.11%

1M

-0.36%

6M

7.02%

1Y

23.15%

5Y*

12.80%

10Y*

11.01%

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20241.69%2.12%1.73%-3.41%0.83%1.42%3.23%2.26%1.70%-1.10%6.47%13.51%
20230.14%-1.32%-3.10%-0.87%5.99%3.41%4.05%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of DYLG is 69, 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 DYLG is 6969
Overall Rank
The Sharpe Ratio Rank of DYLG is 6666
Sharpe Ratio Rank
The Sortino Ratio Rank of DYLG is 6666
Sortino Ratio Rank
The Omega Ratio Rank of DYLG is 6969
Omega Ratio Rank
The Calmar Ratio Rank of DYLG is 7676
Calmar Ratio Rank
The Martin Ratio Rank of DYLG is 7070
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 & Growth ETF (DYLG) 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 DYLG, currently valued at 1.61, compared to the broader market0.002.004.001.611.90
The chart of Sortino ratio for DYLG, currently valued at 2.29, compared to the broader market-2.000.002.004.006.008.0010.002.292.54
The chart of Omega ratio for DYLG, currently valued at 1.31, compared to the broader market0.501.001.502.002.503.001.311.35
The chart of Calmar ratio for DYLG, currently valued at 2.87, compared to the broader market0.005.0010.0015.002.872.81
The chart of Martin ratio for DYLG, currently valued at 9.74, compared to the broader market0.0020.0040.0060.0080.00100.009.7412.39
DYLG
^GSPC

The current Global X Dow 30 Covered Call & Growth ETF Sharpe ratio is 1.61. 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 & Growth 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 Ratio1.001.502.002.503.003.50Aug 04Aug 11Aug 18Aug 25SeptemberSep 08Sep 15Sep 22Sep 29Oct 06Oct 13Oct 20Oct 27Nov 03Nov 10Nov 17Nov 24DecemberDec 08Dec 15
1.61
1.90
DYLG (Global X Dow 30 Covered Call & Growth ETF)
Benchmark (^GSPC)

Dividends

Dividend History

Global X Dow 30 Covered Call & Growth ETF provided a 3.29% dividend yield over the last twelve months, with an annual payout of $0.96 per share.


1.38%$0.00$0.10$0.20$0.30$0.402023
Dividends
Dividend Yield
PeriodTTM2023
Dividend$0.96$0.37

Dividend yield

3.29%1.38%

Monthly Dividends

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.05$0.06$0.06$0.10$0.08$0.06$0.09$0.07$0.11$0.09$0.11$0.00$0.89
2023$0.09$0.06$0.08$0.06$0.07$0.37

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
-3.96%
-3.58%
DYLG (Global X Dow 30 Covered Call & Growth ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Global X Dow 30 Covered Call & Growth 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 & Growth ETF was 7.19%, occurring on Oct 27, 2023. Recovery took 23 trading sessions.

The current Global X Dow 30 Covered Call & Growth ETF drawdown is 3.96%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-7.19%Aug 2, 202362Oct 27, 202323Nov 30, 202385
-5.03%Jul 18, 202413Aug 5, 202410Aug 19, 202423
-4.05%May 17, 20249May 30, 202427Jul 10, 202436
-3.96%Dec 5, 202410Dec 18, 2024
-3.95%Apr 1, 202411Apr 15, 202423May 16, 202434

Volatility

Volatility Chart

The current Global X Dow 30 Covered Call & Growth ETF volatility is 2.74%, 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
2.74%
3.64%
DYLG (Global X Dow 30 Covered Call & Growth ETF)
Benchmark (^GSPC)
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Disclaimer

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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