- Issuer
- Russell
- Inception Date
- May 29, 2025
- Region
- Global (Broad)
- Category
- Global Equities
- Leveraged
- 1x (No leverage)
- Index Tracked
- No Index (Active)
- Domicile
- United States
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Large-Cap
- Asset Class Style
- Blend
Share Price Chart
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Performance
RGLO Performance Chart
Russell Investments Global Equity ETF (RGLO) is up 10.2% since the beginning of the year. RGLO is currently trading at $33 per share.
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Returns By Period
Russell Investments Global Equity ETF (RGLO) has returned 10.15% so far this year and 29.32% over the past 12 months.
Russell Investments Global Equity ETF
- 1D
- 0.42%
- 1M
- 0.95%
- YTD
- 10.15%
- 6M
- 10.83%
- 1Y
- 29.32%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- 0.00%
- 1M
- -0.71%
- YTD
- 8.39%
- 6M
- 8.57%
- 1Y
- 24.33%
- 3Y*
- 18.94%
- 5Y*
- 12.24%
- 10Y*
- 13.54%
RGLO Monthly Returns History
Based on dividend-adjusted daily data since May 30, 2025, RGLO's average daily return is +0.10%, while the average monthly return is +1.93%. At this rate, an investment would double in approximately 3.0 years.
Historically, 86% of months were positive and 14% were negative. The best month was Apr 2026 with a return of +8.4%, while the worst month was Mar 2026 at -5.7%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 1 months.
On a daily basis, RGLO closed higher 60% of trading days. The best single day was Mar 31, 2026 with a return of +3.3%, while the worst single day was Oct 10, 2025 at -2.5%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 2.89% | 0.53% | -5.67% | 8.36% | 4.18% | 0.00% | 10.15% | ||||||
| 2025 | 0.50% | 4.13% | 1.26% | 2.91% | 2.99% | 2.32% | 0.79% | 1.84% | 17.96% |
Benchmark Metrics
Russell Investments Global Equity ETF has an annualized alpha of 3.53%, beta of 1.00, and R2 of 0.89 versus S&P 500 Index. Calculated based on daily prices since May 30, 2025.
- This ETF participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (92.87%) than losses (38.36%) - typical of diversified or defensive assets.
- This ETF generated an annualized alpha of 3.53% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
- With beta of 1.00 and R2 of 0.89, this ETF moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.
- Alpha
- 3.53%
- Beta
- 1.00
- R²
- 0.89
- Upside Capture
- 92.87%
- Downside Capture
- 38.36%
Expense Ratio
RGLO has an expense ratio of 0.49%, placing it in the medium range.
Return for Risk
Risk / Return Rank
RGLO ranks 68 for risk / return — better than 68% of ETFs on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Russell Investments Global Equity ETF (RGLO) 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.
| RGLO | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.23 | ||
| Sortino ratioReturn per unit of downside risk | +0.36 | ||
| Omega ratioGain probability vs. loss probability | 1.39 | 1.35 | +0.04 |
| Calmar ratioReturn relative to maximum drawdown | 2.97 | 2.66 | +0.32 |
| Martin ratioReturn relative to average drawdown | 13.14 | 11.86 | +1.27 |
Dividends
Dividend History
Russell Investments Global Equity ETF provided a 0.58% dividend yield over the last twelve months, with an annual payout of $0.19 per share.
| Period | TTM | 2025 |
|---|---|---|
| Dividend | $0.19 | $0.19 |
Dividend yield | 0.58% | 0.63% |
Monthly Dividends
The table displays the monthly dividend distributions for Russell Investments Global Equity ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | ||||||
| 2025 | $0.19 | $0.19 |
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 Russell Investments Global Equity 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 Russell Investments Global Equity ETF was 9.61%, occurring on Mar 27, 2026. Recovery took 12 trading sessions.
The current Russell Investments Global Equity ETF drawdown is 1.00%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
2026 pullback2026 | -9.61%Mar 2026 | 28d | 19d | 1mo 17dFeb 2026 - Apr 2026 |
2025 pullback2025 | -4.92%Nov 2025 | 21d | 13d | 1mo 4dOct 2025 - Dec 2025 |
2026 pullback2026 | -4.46%Jun 2026 | 8d | — | 20d 23hJun 2026 - now |
2025 pullback2025 | -3.24%Oct 2025 | 3d | 14d | 17dOct 2025 - Oct 2025 |
2025 pullback2025 | -3.11%Aug 2025 | 7d | 11d | 18dJul 2025 - Aug 2025 |
Drawdown Indicators
| RGLO | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -9.61% | -56.78% | +47.17% |
Max Drawdown (1Y)Largest decline over 1 year | -9.61% | -9.10% | -0.51% |
Max Drawdown (3Y)Largest decline over 3 years | — | -18.90% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -25.43% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | -1.00% | -2.49% | +1.49% |
Average DrawdownAverage peak-to-trough decline | -1.19% | -10.72% | +9.53% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.17% | 2.03% | +0.14% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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