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Global X Financials Covered Call & Growth ETF (FYL...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

US37960A7688

Issuer

Global X

Inception Date

Nov 21, 2022

Region

North America (U.S.)

Leveraged

1x

Index Tracked

Cboe S&P Financials Select Sector Half BuyWrite Index - Benchmark TR Gross

Asset Class

Equity

Asset Class Size

Large-Cap

Asset Class Style

Blend

Expense Ratio

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


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.


Performance

Performance Chart


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S&P 500

Returns By Period


FYLG

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

3Y*

N/A

5Y*

N/A

10Y*

N/A

^GSPC (Benchmark)

YTD

0.52%

1M

6.32%

6M

-1.44%

1Y

12.25%

3Y*

12.45%

5Y*

14.20%

10Y*

10.84%

*Annualized

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20255.09%-0.23%4.86%
20242.01%2.89%3.57%-2.67%1.79%-0.10%4.37%2.99%-0.21%1.78%7.87%-3.87%21.81%
20235.32%-1.23%-9.22%2.88%-2.36%4.84%2.74%-1.44%-2.95%-1.75%7.56%3.41%6.80%
20220.81%-3.12%-2.33%
Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

With an overall rank of 93, FYLG is among the top 7% 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 FYLG is 9393
Overall Rank
The Sharpe Ratio Rank of FYLG is 9393
Sharpe Ratio Rank
The Sortino Ratio Rank of FYLG is 9393
Sortino Ratio Rank
The Omega Ratio Rank of FYLG is 9494
Omega Ratio Rank
The Calmar Ratio Rank of FYLG is 9494
Calmar Ratio Rank
The Martin Ratio Rank of FYLG is 9393
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 Financials Covered Call & Growth ETF (FYLG) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


There isn't enough data available to calculate the Sharpe ratio for Global X Financials Covered Call & Growth ETF. This metric is based on the past 12 months of trading data. Please check back later for updated information.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

Dividend History

Global X Financials Covered Call & Growth ETF provided a 3.59% dividend yield over the last twelve months, with an annual payout of $1.06 per share.


0.00%1.00%2.00%3.00%4.00%5.00%$0.00$0.50$1.00$1.50202220232024
Dividends
Dividend Yield
PeriodTTM202420232022
Dividend$1.06$1.51$1.29$0.12

Dividend yield

3.59%5.32%5.22%0.49%

Monthly Dividends

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2025$0.12$0.00$0.12
2024$0.12$0.09$0.10$0.12$0.13$0.16$0.09$0.19$0.10$0.13$0.13$0.16$1.51
2023$0.13$0.13$0.11$0.12$0.11$0.12$0.12$0.12$0.09$0.11$0.08$0.06$1.29
2022$0.12$0.12

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 Financials 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 Financials Covered Call & Growth ETF was 14.47%, occurring on Mar 17, 2023. Recovery took 191 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-14.47%Feb 8, 202327Mar 17, 2023191Dec 19, 2023218
-6.36%Jul 31, 20244Aug 5, 202410Aug 19, 202414
-5.86%Nov 29, 202414Dec 18, 202424Jan 27, 202538
-5.02%Dec 1, 202213Dec 19, 202216Jan 12, 202329
-4.31%Apr 1, 202412Apr 16, 202422May 16, 202434
Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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