Global X Russell 2000 Covered Call ETF (RYLD)
RYLD is a passive ETF by Global X tracking the investment results of the CBOE Russell 2000 BuyWrite Index. RYLD launched on Apr 17, 2019 and has a 0.60% expense ratio.
ETF Info
US37954Y4594
37954Y459
Apr 17, 2019
North America (U.S.)
1x
CBOE Russell 2000 BuyWrite Index
Micro-Cap
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 Russell 2000 Covered Call ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
Returns By Period
Global X Russell 2000 Covered Call ETF had a return of 9.56% year-to-date (YTD) and 12.60% in the last 12 months.
RYLD
9.56%
2.45%
7.01%
12.60%
3.44%
N/A
^GSPC (Benchmark)
24.72%
1.67%
12.93%
30.55%
13.88%
11.16%
Monthly Returns
The table below presents the monthly returns of RYLD, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | -1.46% | 2.05% | 3.52% | -2.51% | 0.70% | -0.48% | 2.27% | 0.64% | 0.94% | 0.02% | 9.56% | ||
| 2023 | 3.82% | -0.03% | -5.17% | 1.07% | 0.17% | 2.45% | 1.67% | -2.54% | -1.94% | -4.73% | 4.34% | 1.72% | 0.30% |
| 2022 | -5.66% | 2.79% | 3.67% | -6.15% | -2.68% | -2.64% | 4.18% | -4.97% | -6.59% | 7.32% | 0.93% | -2.87% | -13.02% |
| 2021 | 0.52% | 5.24% | 4.71% | 3.38% | 2.00% | 2.90% | -0.86% | 1.66% | -0.47% | 2.33% | -2.88% | 1.93% | 22.13% |
| 2020 | -3.45% | -7.15% | -23.14% | 7.32% | 8.30% | 0.85% | 5.36% | 3.03% | 0.73% | 0.16% | 10.42% | 1.95% | -0.44% |
| 2019 | 0.86% | -3.75% | 6.79% | 2.19% | -2.81% | 0.67% | 2.21% | 1.91% | 0.89% | 8.93% |
Expense Ratio
RYLD features an expense ratio of 0.60%, falling within the medium range.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of RYLD is 41, suggesting that the investment has average results relative to other ETFs in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.
Risk-Adjusted Performance Indicators
The charts below present risk-adjusted performance metrics for Global X Russell 2000 Covered Call ETF (RYLD) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
Dividends
Dividend History
Global X Russell 2000 Covered Call ETF provided a 11.98% dividend yield over the last twelve months, with an annual payout of $1.97 per share.
| Period | TTM | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|
| Dividend | $1.97 | $2.12 | $2.54 | $3.02 | $2.43 | $1.64 |
Dividend yield | 11.98% | 12.65% | 13.50% | 12.35% | 10.77% | 6.44% |
Monthly Dividends
The table displays the monthly dividend distributions for Global X Russell 2000 Covered Call 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | $0.17 | $0.16 | $0.17 | $0.16 | $0.17 | $0.16 | $0.16 | $0.16 | $0.16 | $0.17 | $0.17 | $1.80 | |
| 2023 | $0.20 | $0.20 | $0.18 | $0.18 | $0.16 | $0.18 | $0.18 | $0.17 | $0.17 | $0.16 | $0.17 | $0.17 | $2.12 |
| 2022 | $0.22 | $0.23 | $0.24 | $0.24 | $0.21 | $0.20 | $0.21 | $0.21 | $0.20 | $0.20 | $0.20 | $0.19 | $2.54 |
| 2021 | $0.23 | $0.24 | $0.25 | $0.25 | $0.25 | $0.25 | $0.25 | $0.25 | $0.25 | $0.25 | $0.26 | $0.31 | $3.02 |
| 2020 | $0.20 | $0.24 | $0.16 | $0.18 | $0.19 | $0.19 | $0.20 | $0.21 | $0.21 | $0.21 | $0.22 | $0.23 | $2.43 |
| 2019 | $0.24 | $0.22 | $0.14 | $0.25 | $0.21 | $0.17 | $0.25 | $0.17 | $1.64 |
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.
Worst Drawdowns
The table below displays the maximum drawdowns of the Global X Russell 2000 Covered Call 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 Covered Call ETF was 41.52%, occurring on Mar 18, 2020. Recovery took 204 trading sessions.
The current Global X Russell 2000 Covered Call ETF drawdown is 7.16%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -41.52% | Feb 21, 2020 | 19 | Mar 18, 2020 | 204 | Jan 7, 2021 | 223 |
| -21.26% | Nov 22, 2021 | 486 | Oct 27, 2023 | — | — | — |
| -5.29% | Jul 31, 2019 | 12 | Aug 15, 2019 | 51 | Oct 28, 2019 | 63 |
| -4.66% | Jan 17, 2020 | 10 | Jan 31, 2020 | 9 | Feb 13, 2020 | 19 |
| -4.46% | Apr 29, 2021 | 10 | May 12, 2021 | 8 | May 24, 2021 | 18 |
Volatility
Volatility Chart
The current Global X Russell 2000 Covered Call ETF volatility is 3.72%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.