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ISIN
US37954Y2770
CUSIP
37954Y277
Issuer
Global X
Inception Date
Sep 18, 2020
Region
North America (U.S.)
Leveraged
1x (No leverage)
Index Tracked
Cboe S&P 500 Half BuyWrite Index
Domicile
United States
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Blend
Assets Under Management
$67M

Share Price Chart


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Performance

XYLG Performance Chart

Global X S&P 500 Covered Call & Growth ETF (XYLG) is up 7.5% since the beginning of the year. XYLG is currently trading at $29 per share. Investors who bought $1,000 worth of XYLG shares 5 years ago would now be looking at an investment worth $1,641.


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S&P 500 Index

Returns By Period

Global X S&P 500 Covered Call & Growth ETF (XYLG) has returned 7.51% so far this year and 22.43% over the past 12 months.


Global X S&P 500 Covered Call & Growth ETF

1D
-0.20%
1M
0.64%
YTD
7.51%
6M
7.25%
1Y
22.43%
3Y*
16.40%
5Y*
10.41%
10Y*

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XYLG Monthly Returns History

Based on dividend-adjusted daily data since Sep 21, 2020, XYLG's average daily return is +0.05%, while the average monthly return is +1.10%. At this rate, an investment would double in approximately 5.3 years.

Historically, 64% of months were positive and 36% were negative. The best month was Nov 2020 with a return of +10.0%, while the worst month was Sep 2022 at -8.2%. The longest winning streak lasted 9 consecutive months, and the longest losing streak was 3 months.

On a daily basis, XYLG closed higher 57% of trading days. The best single day was Apr 9, 2025 with a return of +9.4%, while the worst single day was Apr 4, 2025 at -6.2%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20261.28%-0.35%-3.89%7.33%3.85%-0.56%7.51%
20252.43%-1.00%-5.24%-1.18%3.31%3.85%1.56%1.62%2.56%2.64%1.08%0.94%12.93%
20242.05%3.30%2.93%-2.96%2.84%2.82%1.11%2.61%1.77%-0.38%4.62%-0.18%22.31%
20235.00%-1.02%2.47%1.49%0.68%4.40%2.26%-1.62%-3.83%-1.76%6.12%3.10%18.16%
2022-3.53%-2.57%4.29%-7.00%-1.52%-6.10%6.67%-4.31%-8.17%7.13%3.48%-3.49%-15.46%
2021-0.43%2.30%3.96%3.31%0.91%2.14%1.23%2.88%-3.36%5.52%-0.77%4.21%23.81%

Benchmark Metrics

Global X S&P 500 Covered Call & Growth ETF has an annualized alpha of 1.30%, beta of 0.79, and R2 of 0.91 versus S&P 500 Index. Calculated based on daily prices since September 21, 2020.

  • This ETF participated in 77.92% of S&P 500 Index downside but only 77.26% of its upside - more exposed to losses than it benefited from rallies.

Alpha
1.30%
Beta
0.79
0.91
Upside Capture
77.26%
Downside Capture
77.92%

Expense Ratio

XYLG has an expense ratio of 0.35%, placing it in the medium range.


Return for Risk

Risk / Return Rank

XYLG ranks 75 for risk / return — better than 75% 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.


XYLG Risk / Return Rank: 7575
Overall Rank
XYLG Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
XYLG Sortino Ratio Rank: 7575
Sortino Ratio Rank
XYLG Omega Ratio Rank: 7575
Omega Ratio Rank
XYLG Calmar Ratio Rank: 6767
Calmar Ratio Rank
XYLG Martin Ratio Rank: 8282
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 S&P 500 Covered Call & Growth ETF (XYLG) and compare them to S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


XYLGBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

+0.25

Sortino ratioReturn per unit of downside risk

+0.45

Omega ratioGain probability vs. loss probability

1.43

1.37

+0.06

Calmar ratioReturn relative to maximum drawdown

3.25

2.78

+0.47

Martin ratioReturn relative to average drawdown

16.00

12.44

+3.56

Dividends

Dividend History

Global X S&P 500 Covered Call & Growth ETF provided a 13.57% dividend yield over the last twelve months, with an annual payout of $3.90 per share.


0.00%5.00%10.00%15.00%20.00%$0.00$1.00$2.00$3.00$4.00$5.00$6.00$7.00202020212022202320242025
Dividends
Dividend Yield
PeriodTTM202520242023202220212020
Dividend$3.90$3.83$6.60$1.39$1.62$2.34$0.38

Dividend yield

13.57%13.94%23.65%4.90%6.43%7.40%1.39%

Monthly Dividends

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.12$0.11$0.17$0.12$0.14$0.12$0.78
2025$0.13$0.10$0.13$0.22$0.14$0.13$0.11$0.11$0.11$0.19$0.21$2.26$3.83
2024$0.11$0.11$0.12$0.12$0.10$0.10$0.12$0.15$0.13$0.15$0.14$5.25$6.60
2023$0.13$0.13$0.13$0.12$0.09$0.11$0.10$0.13$0.11$0.13$0.09$0.11$1.39
2022$0.15$0.15$0.15$0.15$0.13$0.13$0.13$0.14$0.13$0.12$0.13$0.12$1.62
2021$0.14$0.11$0.12$0.11$0.10$0.08$0.12$0.12$0.11$0.11$0.12$1.10$2.34

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 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 S&P 500 Covered Call & Growth ETF was 21.30%, occurring on Sep 30, 2022. Recovery took 321 trading sessions.

The current Global X S&P 500 Covered Call & Growth ETF drawdown is 0.74%.


Related event

Drawdown

Fall

Recovery

Underwater

Bear market2022
-21.30%Sep 2022
9mo 4d1y 3mo
2y 12dDec 2021 - Jan 2024
2025 selloff2025
-17.42%Apr 2025
1mo 17d3mo 17d
5mo 4dFeb 2025 - Jul 2025
2024 pullback2024
-7.16%Aug 2024
19d14d
1mo 3dJul 2024 - Aug 2024
2026 pullback2026
-6.93%Mar 2026
1mo 2d16d
1mo 18dFeb 2026 - Apr 2026
2020 pullback2020
-6.33%Oct 2020
17d6d
23dOct 2020 - Nov 2020

Drawdown Indicators


XYLGBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-21.30%

-56.78%

+35.48%

Max Drawdown (1Y)

Largest decline over 1 year

-6.93%

-9.10%

+2.17%

Max Drawdown (3Y)

Largest decline over 3 years

-17.42%

-18.90%

+1.48%

Max Drawdown (5Y)

Largest decline over 5 years

-21.30%

-25.43%

+4.13%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-0.74%

-1.80%

+1.06%

Average Drawdown

Average peak-to-trough decline

-4.07%

-10.71%

+6.64%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.40%

2.03%

-0.63%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

Build a portfolio with XYLG

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