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

ETF Info

ISIN

US37954Y2770

CUSIP

37954Y277

Issuer

Global X

Inception Date

Sep 18, 2020

Region

North America (U.S.)

Category

Long-Short

Leveraged

1x

Index Tracked

CBOE S&P 500 BuyWrite Index

Asset Class

Multi-Asset

Asset Class Size

Large-Cap

Asset Class Style

Blend

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.


Popular comparisons:
XYLG vs. XYLD XYLG vs. DIVO XYLG vs. QYLG XYLG vs. JEPI XYLG vs. SPY XYLG vs. RYLD XYLG vs. BCD XYLG vs. SCHG XYLG vs. SPLG XYLG vs. QQQX
Popular comparisons:
XYLG vs. XYLD XYLG vs. DIVO XYLG vs. QYLG XYLG vs. JEPI XYLG vs. SPY XYLG vs. RYLD XYLG vs. BCD XYLG vs. SCHG XYLG vs. SPLG XYLG vs. QQQX

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Global X S&P 500 Covered Call & Growth ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
11.31%
11.49%
XYLG (Global X S&P 500 Covered Call & Growth ETF)
Benchmark (^GSPC)

Returns By Period

Global X S&P 500 Covered Call & Growth ETF had a return of 20.83% year-to-date (YTD) and 25.14% in the last 12 months.


XYLG

YTD

20.83%

1M

1.56%

6M

11.31%

1Y

25.14%

5Y (annualized)

N/A

10Y (annualized)

N/A

^GSPC (Benchmark)

YTD

24.05%

1M

1.08%

6M

11.50%

1Y

30.38%

5Y (annualized)

13.77%

10Y (annualized)

11.13%

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20242.05%3.30%2.94%-2.96%2.84%2.81%1.12%2.61%1.77%-0.38%20.83%
20235.01%-0.52%2.47%1.49%0.68%4.41%2.26%-1.62%-3.83%-1.76%6.12%3.10%18.76%
2022-3.54%-2.57%4.29%-7.00%-1.52%-6.10%6.67%-4.31%-8.17%7.14%3.48%-3.49%-15.46%
2021-0.43%2.30%3.96%3.31%0.91%2.13%1.23%2.88%-3.36%5.52%-0.78%4.21%23.82%
20202.52%-3.27%10.00%2.79%12.13%

Expense Ratio

XYLG features an expense ratio of 0.60%, falling within the medium range.


Expense ratio chart for XYLG: current value at 0.60% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.60%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of XYLG is 86, placing it in the top 14% of ETFs on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of XYLG is 8686
Combined Rank
The Sharpe Ratio Rank of XYLG is 8888
Sharpe Ratio Rank
The Sortino Ratio Rank of XYLG is 8585
Sortino Ratio Rank
The Omega Ratio Rank of XYLG is 9090
Omega Ratio Rank
The Calmar Ratio Rank of XYLG is 8181
Calmar Ratio Rank
The Martin Ratio Rank of XYLG is 8888
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 Covered Call & Growth ETF (XYLG) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for XYLG, currently valued at 2.70, compared to the broader market0.002.004.002.702.46
The chart of Sortino ratio for XYLG, currently valued at 3.66, compared to the broader market-2.000.002.004.006.008.0010.0012.003.663.31
The chart of Omega ratio for XYLG, currently valued at 1.55, compared to the broader market0.501.001.502.002.503.001.551.46
The chart of Calmar ratio for XYLG, currently valued at 3.48, compared to the broader market0.005.0010.0015.003.483.55
The chart of Martin ratio for XYLG, currently valued at 18.32, compared to the broader market0.0020.0040.0060.0080.00100.0018.3215.76
XYLG
^GSPC

The current Global X S&P 500 Covered Call & Growth ETF Sharpe ratio is 2.70. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Global X S&P 500 Covered Call & Growth ETF with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.

Rolling 12-month Sharpe Ratio1.001.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
2.70
2.46
XYLG (Global X S&P 500 Covered Call & Growth ETF)
Benchmark (^GSPC)

Dividends

Dividend History

Global X S&P 500 Covered Call & Growth ETF provided a 4.47% dividend yield over the last twelve months, with an annual payout of $1.46 per share.


1.00%2.00%3.00%4.00%5.00%6.00%7.00%$0.00$0.50$1.00$1.50$2.002020202120222023
Dividends
Dividend Yield
PeriodTTM2023202220212020
Dividend$1.46$1.52$1.62$2.34$0.38

Dividend yield

4.47%5.38%6.44%7.41%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
2024$0.11$0.11$0.12$0.12$0.10$0.10$0.12$0.15$0.13$0.15$0.14$1.35
2023$0.13$0.27$0.13$0.12$0.09$0.11$0.10$0.13$0.11$0.13$0.09$0.11$1.52
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
2020$0.13$0.13$0.13$0.38

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.


-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-0.78%
-1.40%
XYLG (Global X S&P 500 Covered Call & Growth ETF)
Benchmark (^GSPC)

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 311 trading sessions.

The current Global X S&P 500 Covered Call & Growth ETF drawdown is 0.78%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-21.3%Dec 30, 2021190Sep 30, 2022311Dec 27, 2023501
-7.16%Jul 17, 202414Aug 5, 202410Aug 19, 202424
-6.32%Oct 13, 202014Oct 30, 20204Nov 5, 202018
-4.31%Apr 1, 202415Apr 19, 202418May 15, 202433
-4%Sep 8, 202119Oct 4, 202110Oct 18, 202129

Volatility

Volatility Chart

The current Global X S&P 500 Covered Call & Growth ETF volatility is 3.27%, 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.


1.00%2.00%3.00%4.00%5.00%6.00%JuneJulyAugustSeptemberOctoberNovember
3.27%
4.07%
XYLG (Global X S&P 500 Covered Call & Growth ETF)
Benchmark (^GSPC)