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

ETF Info

Issuer
Global X
Inception Date
Jul 25, 2023
Leveraged
1x (No leverage)
Index Tracked
Cboe DJIA Half BuyWrite Index - Benchmark TR Gross
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Blend

Share Price Chart


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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.


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S&P 500 Index

Returns By Period

Global X Dow 30 Covered Call & Growth ETF (DYLG) has returned -3.16% so far this year and 9.13% over the past 12 months.


Global X Dow 30 Covered Call & Growth ETF

1D
1.91%
1M
-5.06%
YTD
-3.16%
6M
1.69%
1Y
9.13%
3Y*
5Y*
10Y*

Benchmark (S&P 500 Index)

1D
2.91%
1M
-5.09%
YTD
-4.63%
6M
-2.39%
1Y
16.33%
3Y*
16.69%
5Y*
10.18%
10Y*
12.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Jul 26, 2023, DYLG's average daily return is +0.04%, while the average monthly return is +0.83%. At this rate, your investment would double in approximately 7.0 years.

Historically, 67% of months were positive and 33% were negative. The best month was Nov 2024 with a return of +6.5%, while the worst month was Mar 2026 at -5.1%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 3 months.

On a daily basis, DYLG closed higher 57% of trading days. The best single day was Apr 9, 2025 with a return of +7.8%, while the worst single day was Apr 4, 2025 at -5.4%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20261.21%0.78%-5.06%-3.16%
20253.96%-0.57%-3.43%-3.02%2.63%3.38%-0.07%2.70%1.63%2.29%1.44%1.21%12.50%
20241.69%2.12%1.73%-3.40%0.83%1.42%3.23%2.26%1.71%-1.10%6.47%-2.98%14.46%
20230.14%-1.32%-3.10%-0.87%5.99%3.41%4.05%

Benchmark Metrics

Global X Dow 30 Covered Call & Growth ETF has an annualized alpha of 0.57%, beta of 0.68, and R² of 0.80 versus S&P 500 Index. Calculated based on daily prices since July 27, 2023.

  • This ETF participated in 77.74% of S&P 500 Index downside but only 70.02% of its upside — more exposed to losses than it benefited from rallies.
  • Beta of 0.68 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
0.57%
Beta
0.68
0.80
Upside Capture
70.02%
Downside Capture
77.74%

Expense Ratio

DYLG has an expense ratio of 0.35%, placing it in the medium range.


Return for Risk

Risk / Return Rank

DYLG ranks 36 for risk / return — below 36% of ETFs on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.


DYLG Risk / Return Rank: 3636
Overall Rank
DYLG Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
DYLG Sortino Ratio Rank: 3333
Sortino Ratio Rank
DYLG Omega Ratio Rank: 3636
Omega Ratio Rank
DYLG Calmar Ratio Rank: 3737
Calmar Ratio Rank
DYLG Martin Ratio Rank: 4242
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 & Growth ETF (DYLG) and compare them to a chosen benchmark (S&P 500 Index).


DYLGBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

0.63

0.90

-0.27

Sortino ratio

Return per unit of downside risk

1.01

1.39

-0.38

Omega ratio

Gain probability vs. loss probability

1.15

1.21

-0.06

Calmar ratio

Return relative to maximum drawdown

0.98

1.40

-0.42

Martin ratio

Return relative to average drawdown

4.10

6.61

-2.50

Explore DYLG risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

Dividends

Dividend History

Global X Dow 30 Covered Call & Growth ETF provided a 10.33% dividend yield over the last twelve months, with an annual payout of $2.63 per share.


0.00%5.00%10.00%15.00%$0.00$1.00$2.00$3.00$4.00202320242025
Dividends
Dividend Yield
PeriodTTM202520242023
Dividend$2.63$2.56$4.30$0.37

Dividend yield

10.33%9.63%16.55%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
2026$0.10$0.06$0.13$0.30
2025$0.07$0.07$0.10$0.13$0.06$0.09$0.08$0.09$0.08$0.15$0.16$1.49$2.56
2024$0.05$0.06$0.06$0.10$0.08$0.06$0.09$0.07$0.11$0.09$0.11$3.42$4.30
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.


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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 13.98%, occurring on Apr 8, 2025. Recovery took 94 trading sessions.

The current Global X Dow 30 Covered Call & Growth ETF drawdown is 6.28%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-13.98%Feb 14, 202537Apr 8, 202594Aug 22, 2025131
-8.31%Feb 12, 202631Mar 27, 2026
-7.19%Aug 2, 202362Oct 27, 202323Nov 30, 202385
-5.03%Jul 18, 202413Aug 5, 202410Aug 19, 202423
-4.23%Dec 5, 202424Jan 10, 20258Jan 23, 202532

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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