- ISIN
- US37960A7761
- Issuer
- Global X
- Inception Date
- Oct 4, 2022
- Region
- North America (U.S.)
- Category
- Derivative Income
- Leveraged
- 1x (No leverage)
- Index Tracked
- Cboe Russell 2000 Half BuyWrite Index
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Small-Cap
- Asset Class Style
- Blend
- Assets Under Management
- $8M
Share Price Chart
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Performance
RYLG Performance Chart
Global X Russell 2000 Covered Call & Growth ETF (RYLG) is up 10.9% since the beginning of the year. RYLG is currently trading at $24 per share.
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Returns By Period
Global X Russell 2000 Covered Call & Growth ETF (RYLG) has returned 10.85% so far this year and 26.60% over the past 12 months.
Global X Russell 2000 Covered Call & Growth ETF
- 1D
- -2.26%
- 1M
- 0.20%
- YTD
- 10.85%
- 6M
- 10.21%
- 1Y
- 26.60%
- 3Y*
- 11.77%
- 5Y*
- —
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- -2.64%
- 1M
- -0.21%
- YTD
- 7.86%
- 6M
- 7.47%
- 1Y
- 23.05%
- 3Y*
- 19.90%
- 5Y*
- 11.79%
- 10Y*
- 13.33%
RYLG Monthly Returns History
Based on dividend-adjusted daily data since Oct 5, 2022, RYLG's average daily return is +0.04%, while the average monthly return is +0.88%. At this rate, an investment would double in approximately 6.6 years.
Historically, 58% of months were positive and 42% were negative. The best month was Apr 2026 with a return of +8.2%, while the worst month was Mar 2025 at -5.7%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 4 months.
On a daily basis, RYLG closed higher 54% of trading days. The best single day was Apr 9, 2025 with a return of +8.8%, while the worst single day was Apr 3, 2025 at -5.7%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 3.74% | 1.37% | -4.29% | 8.18% | 3.72% | -1.83% | 10.85% | ||||||
| 2025 | 2.70% | -3.87% | -5.68% | -2.67% | 3.00% | 4.61% | 0.67% | 5.52% | 1.95% | 2.68% | 0.56% | 0.16% | 9.39% |
| 2024 | -2.86% | 3.95% | 3.31% | -4.73% | 2.81% | -0.83% | 6.73% | -0.65% | 0.53% | -0.25% | 8.08% | -5.07% | 10.57% |
| 2023 | 6.81% | -0.78% | -5.18% | -0.58% | -0.20% | 5.38% | 3.77% | -3.78% | -4.09% | -5.66% | 6.62% | 7.04% | 8.33% |
| 2022 | 1.61% | 1.55% | -4.60% | -1.56% |
Benchmark Metrics
Global X Russell 2000 Covered Call & Growth ETF has an annualized alpha of -6.50%, beta of 0.92, and R2 of 0.70 versus S&P 500 Index. Calculated based on daily prices since October 06, 2022.
- This ETF participated in 108.65% of S&P 500 Index downside but only 71.42% of its upside - more exposed to losses than it benefited from rallies.
- This ETF had an annualized alpha of -6.50% versus S&P 500 Index - delivering less than market exposure alone would predict.
- With beta of 0.92 and R2 of 0.70, 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
- -6.50%
- Beta
- 0.92
- R²
- 0.70
- Upside Capture
- 71.42%
- Downside Capture
- 108.65%
Expense Ratio
RYLG has an expense ratio of 0.35%, placing it in the medium range.
Return for Risk
Risk / Return Rank
RYLG ranks 67 for risk / return — better than 67% 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 Global X Russell 2000 Covered Call & Growth ETF (RYLG) and compare them to S&P 500 Index.
| RYLG | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.13 | ||
| Sortino ratioReturn per unit of downside risk | -0.08 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 1.36 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | 3.44 | 2.69 | +0.76 |
| Martin ratioReturn relative to average drawdown | 13.24 | 12.34 | +0.89 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Dividends
Dividend History
Global X Russell 2000 Covered Call & Growth ETF provided a 10.49% dividend yield over the last twelve months, with an annual payout of $2.49 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
| Dividend | $2.49 | $2.39 | $5.35 | $1.46 | $1.08 |
Dividend yield | 10.49% | 10.82% | 23.73% | 5.78% | 4.36% |
Monthly Dividends
The table displays the monthly dividend distributions for Global X Russell 2000 Covered Call & Growth 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 | $0.15 | $0.14 | $0.18 | $0.14 | $0.16 | $0.00 | $0.77 | ||||||
| 2025 | $0.13 | $0.11 | $0.14 | $0.16 | $0.13 | $0.13 | $0.13 | $0.14 | $0.13 | $0.18 | $0.22 | $0.79 | $2.39 |
| 2024 | $0.15 | $0.16 | $0.16 | $0.15 | $0.14 | $0.12 | $0.17 | $0.18 | $0.15 | $0.19 | $0.19 | $3.60 | $5.35 |
| 2023 | $0.13 | $0.13 | $0.12 | $0.12 | $0.11 | $0.13 | $0.13 | $0.12 | $0.12 | $0.11 | $0.12 | $0.12 | $1.46 |
| 2022 | $0.13 | $0.13 | $0.82 | $1.08 |
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 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 Russell 2000 Covered Call & Growth ETF was 22.37%, occurring on Apr 8, 2025. Recovery took 107 trading sessions.
The current Global X Russell 2000 Covered Call & Growth ETF drawdown is 2.38%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
2025 selloff2025 | -22.37%Apr 2025 | 4mo 13d | 5mo 6d | 9mo 19dNov 2024 - Sep 2025 |
2023 correction2023 | -14.28%Oct 2023 | 8mo 26d | 2mo | 10mo 26dFeb 2023 - Dec 2023 |
2024 pullback2024 | -8.20%Aug 2024 | 4d | 1mo 15d | 1mo 19dAug 2024 - Sep 2024 |
2026 pullback2026 | -8.18%Mar 2026 | 1mo 1d | 18d | 1mo 19dFeb 2026 - Apr 2026 |
Bear market2022 | -6.85%Dec 2022 | 23d | 29d | 1mo 22dDec 2022 - Jan 2023 |
Drawdown Indicators
| RYLG | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.37% | -56.78% | +34.41% |
Max Drawdown (1Y)Largest decline over 1 year | -8.18% | -9.10% | +0.92% |
Max Drawdown (3Y)Largest decline over 3 years | -22.37% | -18.90% | -3.47% |
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 | -2.38% | -2.97% | +0.59% |
Average DrawdownAverage peak-to-trough decline | -4.13% | -10.72% | +6.59% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.12% | 1.97% | +0.15% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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