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Issuer
Global X
Inception Date
Jun 4, 2024
Region
North America (U.S.)
Leveraged
1x (No leverage)
Index Tracked
Russell 2000 RIC Capped Index
Domicile
United States
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Small-Cap
Asset Class Style
Blend
Assets Under Management
$1B

Share Price Chart


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Performance

RSSL Performance Chart

Global X Russell 2000 ETF (RSSL) is up 18.5% since the beginning of the year. RSSL is currently trading at $114 per share.


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S&P 500 Index

Returns By Period

Global X Russell 2000 ETF (RSSL) has returned 18.48% so far this year and 43.38% over the past 12 months.


Global X Russell 2000 ETF

1D
0.94%
1M
4.34%
YTD
18.48%
6M
19.47%
1Y
43.38%
3Y*
5Y*
10Y*

Benchmark (S&P 500 Index)

1D
0.13%
1M
5.25%
YTD
11.16%
6M
11.43%
1Y
28.20%
3Y*
21.12%
5Y*
12.66%
10Y*
13.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

RSSL Monthly Returns History

Based on dividend-adjusted daily data since Jun 5, 2024, RSSL's average daily return is +0.09%, while the average monthly return is +1.64%. At this rate, an investment would double in approximately 3.6 years.

Historically, 64% of months were positive and 36% were negative. The best month was Apr 2026 with a return of +12.2%, while the worst month was Dec 2024 at -8.4%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 3 months.

On a daily basis, RSSL closed higher 53% of trading days. The best single day was Apr 9, 2025 with a return of +8.9%, while the worst single day was Apr 3, 2025 at -7.1%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20265.31%0.60%-5.07%12.16%4.59%0.42%18.48%
20252.61%-5.40%-6.72%-2.24%5.43%5.31%1.53%7.22%3.11%1.92%0.83%-0.44%12.87%
2024-0.82%10.43%-1.61%0.72%-1.31%10.92%-8.41%8.83%

Benchmark Metrics

Global X Russell 2000 ETF has an annualized alpha of -0.18%, beta of 1.13, and R2 of 0.68 versus S&P 500 Index. Calculated based on daily prices since June 06, 2024.

  • This ETF participated in 154.26% of S&P 500 Index downside but only 134.50% of its upside - more exposed to losses than it benefited from rallies.
  • With beta of 1.13 and R2 of 0.68, 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
-0.18%
Beta
1.13
0.68
Upside Capture
134.50%
Downside Capture
154.26%

Expense Ratio

RSSL has an expense ratio of 0.08%, which is considered low.


Return for Risk

Risk / Return Rank

RSSL 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.


RSSL Risk / Return Rank: 6868
Overall Rank
RSSL Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
RSSL Sortino Ratio Rank: 6666
Sortino Ratio Rank
RSSL Omega Ratio Rank: 5959
Omega Ratio Rank
RSSL Calmar Ratio Rank: 7777
Calmar Ratio Rank
RSSL Martin Ratio Rank: 7373
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 Russell 2000 ETF (RSSL) and compare them to S&P 500 Index.


RSSLBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

2.28

2.39

-0.11

Sortino ratio

Return per unit of downside risk

3.12

3.25

-0.13

Omega ratio

Gain probability vs. loss probability

1.37

1.43

-0.07

Calmar ratio

Return relative to maximum drawdown

3.99

3.11

+0.87

Martin ratio

Return relative to average drawdown

14.05

14.38

-0.33

Dividends

Dividend History

Global X Russell 2000 ETF provided a 1.27% dividend yield over the last twelve months, with an annual payout of $1.45 per share.


1.00%1.10%1.20%1.30%$0.00$0.20$0.40$0.60$0.80$1.00$1.20$1.4020242025
Dividends
Dividend Yield
PeriodTTM20252024
Dividend$1.45$1.31$0.86

Dividend yield

1.27%1.35%0.99%

Monthly Dividends

The table displays the monthly dividend distributions for Global X Russell 2000 ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.00$0.31$0.00$0.00$0.31
2025$0.00$0.00$0.00$0.17$0.00$0.00$0.29$0.00$0.00$0.36$0.00$0.49$1.31
2024$0.04$0.00$0.00$0.30$0.00$0.52$0.86

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 Russell 2000 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 Russell 2000 ETF was 27.79%, occurring on Apr 8, 2025. Recovery took 112 trading sessions.

The current Global X Russell 2000 ETF drawdown is 0.15%.


Related event

Drawdown

Fall

Recovery

Underwater

2025 selloff2025
-27.79%Apr 2025
4mo 13d5mo 13d
9mo 26dNov 2024 - Sep 2025
2026 correction2026
-10.93%Mar 2026
2mo 6d17d
2mo 23dJan 2026 - Apr 2026
2024 correction2024
-10.16%Aug 2024
19d2mo 12d
3mo 1dJul 2024 - Oct 2024
2025 pullback2025
-8.47%Nov 2025
23d14d
1mo 7dOct 2025 - Dec 2025
2024 pullback2024
-5.82%Nov 2024
3d10d
13dNov 2024 - Nov 2024

Drawdown Indicators


RSSLBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-27.79%

-56.78%

+28.99%

Max Drawdown (1Y)

Largest decline over 1 year

-10.93%

-9.10%

-1.83%

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 Drawdown

Current decline from peak

-0.15%

0.00%

-0.15%

Average Drawdown

Average peak-to-trough decline

-5.71%

-10.72%

+5.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.10%

1.97%

+1.13%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

Build a portfolio with RSSL

Add Global X Russell 2000 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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