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Global X S&P 500 ESG Covered Call ETF (XYLE)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

US37960A6284

Issuer

Global X

Inception Date

Feb 21, 2023

Leveraged

1x

Index Tracked

Cboe S&P 500 ESG BuyWrite Index - Benchmark TR Net

Asset Class

Equity

Asset Class Size

Large-Cap

Asset Class Style

Growth

Expense Ratio

XYLE has an expense ratio of 0.60%, placing it in the medium range.


Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Performance

Performance Chart


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Returns By Period


XYLE

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

^GSPC (Benchmark)

YTD

-3.77%

1M

7.44%

6M

-5.60%

1Y

8.37%

5Y*

14.12%

10Y*

10.46%

*Annualized

Monthly Returns

The table below presents the monthly returns of XYLE, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20251.85%0.45%2.31%
20241.80%2.19%2.44%-1.46%0.95%1.84%0.83%2.42%1.65%-0.43%4.28%1.21%19.10%
20230.19%2.11%1.16%0.96%2.02%1.74%-1.93%-3.61%-1.23%3.90%2.31%7.63%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

With an overall rank of 94, XYLE is among the top 6% of ETFs on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of XYLE is 9494
Overall Rank
The Sharpe Ratio Rank of XYLE is 9393
Sharpe Ratio Rank
The Sortino Ratio Rank of XYLE is 9393
Sortino Ratio Rank
The Omega Ratio Rank of XYLE is 9595
Omega Ratio Rank
The Calmar Ratio Rank of XYLE is 9191
Calmar Ratio Rank
The Martin Ratio Rank of XYLE is 9595
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Global X S&P 500 ESG Covered Call ETF (XYLE) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


There isn't enough data available to calculate the Sharpe ratio for Global X S&P 500 ESG Covered Call ETF. This metric is based on the past 12 months of trading data. Please check back later for updated information.


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Dividends

Dividend History

Global X S&P 500 ESG Covered Call ETF provided a 15.11% dividend yield over the last twelve months, with an annual payout of $3.87 per share.


6.00%8.00%10.00%12.00%14.00%16.00%18.00%$0.00$1.00$2.00$3.00$4.0020232024
Dividends
Dividend Yield
PeriodTTM20242023
Dividend$3.87$4.30$1.56

Dividend yield

15.11%17.07%6.28%

Monthly Dividends

The table displays the monthly dividend distributions for Global X S&P 500 ESG Covered Call ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2025$0.16$0.00$0.16
2024$0.13$0.15$0.16$0.16$0.17$0.15$0.16$0.21$0.19$0.22$0.23$2.39$4.30
2023$0.25$0.18$0.13$0.17$0.14$0.15$0.12$0.18$0.10$0.15$1.56

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 S&P 500 ESG 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 S&P 500 ESG Covered Call ETF was 7.96%, occurring on Oct 27, 2023. Recovery took 56 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-7.96%Aug 1, 202363Oct 27, 202356Jan 19, 2024119
-6.27%Jul 15, 202416Aug 5, 20249Aug 16, 202425
-3.58%Mar 7, 20235Mar 13, 202312Mar 29, 202317
-2.79%Apr 1, 202415Apr 19, 202414May 9, 202429
-2.6%Sep 3, 20244Sep 6, 20244Sep 12, 20248

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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