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Global X Russell 2000 ETF (RSSL)
Performance
Return for Risk
Dividends
Drawdowns
Volatility

ETF Info

Issuer
Global X
Inception Date
Jun 4, 2024
Leveraged
1x (No leverage)
Index Tracked
Russell 2000 Index
Domicile
United States
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Small-Cap
Asset Class Style
Blend

Share Price Chart


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Global X Russell 2000 ETF

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Global X Russell 2000 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 Russell 2000 ETF (RSSL) has returned 2.01% so far this year and 25.10% over the past 12 months.


Global X Russell 2000 ETF

1D
0.50%
1M
-2.98%
YTD
2.01%
6M
3.65%
1Y
25.10%
3Y*
5Y*
10Y*

Benchmark (S&P 500 Index)

1D
0.11%
1M
-3.43%
YTD
-3.84%
6M
-1.98%
1Y
16.08%
3Y*
16.86%
5Y*
10.37%
10Y*
12.29%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Jun 5, 2024, RSSL's average daily return is +0.06%, while the average monthly return is +1.10%. At this rate, your investment would double in approximately 5.3 years.

Historically, 61% of months were positive and 39% were negative. The best month was Nov 2024 with a return of +10.9%, 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 52% 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%1.43%2.01%
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 0.67%, beta of 1.12, 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 144.78% of its upside — more exposed to losses than it benefited from rallies.
  • With beta of 1.12 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
0.67%
Beta
1.12
0.68
Upside Capture
144.78%
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 57 for risk / return — on par with similar ETFs. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.


RSSL Risk / Return Rank: 5757
Overall Rank
RSSL Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
RSSL Sortino Ratio Rank: 5959
Sortino Ratio Rank
RSSL Omega Ratio Rank: 5050
Omega Ratio Rank
RSSL Calmar Ratio Rank: 6060
Calmar Ratio Rank
RSSL Martin Ratio Rank: 5757
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 a chosen benchmark (S&P 500 Index).


RSSLBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

1.07

0.88

+0.19

Sortino ratio

Return per unit of downside risk

1.61

1.37

+0.24

Omega ratio

Gain probability vs. loss probability

1.20

1.21

0.00

Calmar ratio

Return relative to maximum drawdown

1.93

1.39

+0.54

Martin ratio

Return relative to average drawdown

7.17

6.43

+0.74

Explore RSSL 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 Russell 2000 ETF provided a 1.32% dividend yield over the last twelve months, with an annual payout of $1.31 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$1.31$1.31$0.86

Dividend yield

1.32%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$0.00$0.00
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 6.81%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-27.79%Nov 26, 202490Apr 8, 2025112Sep 18, 2025202
-10.93%Jan 23, 202646Mar 30, 2026
-10.16%Jul 17, 202414Aug 5, 202451Oct 16, 202465
-8.47%Oct 28, 202518Nov 20, 20259Dec 4, 202527
-5.82%Nov 12, 20244Nov 15, 20246Nov 25, 202410

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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