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

ETF Info

ISINUS37954Y2770
CUSIP37954Y277
IssuerGlobal X
Inception DateSep 18, 2020
RegionNorth America (U.S.)
CategoryLong-Short
Leveraged1x
Index TrackedCBOE S&P 500 BuyWrite Index
Home Pagewww.globalxetfs.com
Asset ClassMulti-Asset

Asset Class Size

Large-Cap

Asset Class Style

Blend

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%

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

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
11.70%
12.76%
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 21.41% year-to-date (YTD) and 26.47% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date21.41%25.48%
1 month1.81%2.14%
6 months11.70%12.76%
1 year26.47%33.14%
5 years (annualized)N/A13.96%
10 years (annualized)N/A11.39%

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%2.93%-2.96%2.84%2.82%1.11%2.61%1.77%-0.38%21.41%
20235.00%-0.51%2.47%1.49%0.68%4.41%2.26%-1.62%-3.83%-1.76%6.12%3.10%18.76%
2022-3.53%-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%2.14%1.23%2.88%-3.36%5.52%-0.77%4.20%23.80%
20202.52%-3.27%10.01%2.79%12.13%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of XYLG is 87, placing it in the top 13% 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 8787
Combined Rank
The Sharpe Ratio Rank of XYLG is 8888Sharpe Ratio Rank
The Sortino Ratio Rank of XYLG is 8686Sortino Ratio Rank
The Omega Ratio Rank of XYLG is 9191Omega Ratio Rank
The Calmar Ratio Rank of XYLG is 8181Calmar Ratio Rank
The Martin Ratio Rank of XYLG is 8888Martin 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.


XYLG
Sharpe ratio
The chart of Sharpe ratio for XYLG, currently valued at 3.03, compared to the broader market-2.000.002.004.006.003.03
Sortino ratio
The chart of Sortino ratio for XYLG, currently valued at 4.11, compared to the broader market-2.000.002.004.006.008.0010.0012.004.11
Omega ratio
The chart of Omega ratio for XYLG, currently valued at 1.62, compared to the broader market1.001.502.002.503.001.62
Calmar ratio
The chart of Calmar ratio for XYLG, currently valued at 3.90, compared to the broader market0.005.0010.0015.003.90
Martin ratio
The chart of Martin ratio for XYLG, currently valued at 20.63, compared to the broader market0.0020.0040.0060.0080.00100.00120.0020.63
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.91, compared to the broader market-2.000.002.004.006.002.91
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.88, compared to the broader market-2.000.002.004.006.008.0010.0012.003.88
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.55, compared to the broader market1.001.502.002.503.001.55
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 4.20, compared to the broader market0.005.0010.0015.004.20
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 18.80, compared to the broader market0.0020.0040.0060.0080.00100.00120.0018.80

Sharpe Ratio

The current Global X S&P 500 Covered Call & Growth ETF Sharpe ratio is 3.03. 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
3.03
2.91
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 4.28% dividend yield over the last twelve months, with an annual payout of $1.41 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$1.41$1.52$1.62$2.34$0.38

Dividend yield

4.28%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$0.00$1.21
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
-0.30%
-0.27%
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 310 trading sessions.

The current Global X S&P 500 Covered Call & Growth ETF drawdown is 0.30%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-21.3%Dec 30, 2021190Sep 30, 2022310Dec 27, 2023500
-7.16%Jul 17, 202414Aug 5, 202410Aug 19, 202424
-6.33%Oct 13, 202014Oct 30, 20204Nov 5, 202018
-4.31%Apr 1, 202415Apr 19, 202418May 15, 202433
-4.01%Sep 8, 202119Oct 4, 202110Oct 18, 202129

Volatility

Volatility Chart

The current Global X S&P 500 Covered Call & Growth ETF volatility is 3.07%, 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
3.07%
3.75%
XYLG (Global X S&P 500 Covered Call & Growth ETF)
Benchmark (^GSPC)