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DYLG vs. RYLG
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DYLG vs. RYLG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X Dow 30 Covered Call & Growth ETF (DYLG) and Global X Russell 2000 Covered Call & Growth ETF (RYLG). The values are adjusted to include any dividend payments, if applicable.

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DYLG vs. RYLG - Yearly Performance Comparison


2026 (YTD)202520242023
DYLG
Global X Dow 30 Covered Call & Growth ETF
-3.16%12.50%14.46%4.05%
RYLG
Global X Russell 2000 Covered Call & Growth ETF
0.64%9.39%10.57%0.17%

Returns By Period

In the year-to-date period, DYLG achieves a -3.16% return, which is significantly lower than RYLG's 0.64% return.


DYLG

1D
1.91%
1M
-5.06%
YTD
-3.16%
6M
1.69%
1Y
9.13%
3Y*
5Y*
10Y*

RYLG

1D
2.64%
1M
-4.29%
YTD
0.64%
6M
4.08%
1Y
18.22%
3Y*
9.48%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DYLG vs. RYLG - Expense Ratio Comparison

Both DYLG and RYLG have an expense ratio of 0.35%.


Return for Risk

DYLG vs. RYLG — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

DYLG
DYLG Risk / Return Rank: 3939
Overall Rank
DYLG Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
DYLG Sortino Ratio Rank: 3636
Sortino Ratio Rank
DYLG Omega Ratio Rank: 3939
Omega Ratio Rank
DYLG Calmar Ratio Rank: 4040
Calmar Ratio Rank
DYLG Martin Ratio Rank: 4444
Martin Ratio Rank

RYLG
RYLG Risk / Return Rank: 5555
Overall Rank
RYLG Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
RYLG Sortino Ratio Rank: 5555
Sortino Ratio Rank
RYLG Omega Ratio Rank: 5454
Omega Ratio Rank
RYLG Calmar Ratio Rank: 5454
Calmar Ratio Rank
RYLG Martin Ratio Rank: 6262
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.

DYLG vs. RYLG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Dow 30 Covered Call & Growth ETF (DYLG) and Global X Russell 2000 Covered Call & Growth ETF (RYLG). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


DYLGRYLGDifference

Sharpe ratio

Return per unit of total volatility

0.63

0.93

-0.30

Sortino ratio

Return per unit of downside risk

1.01

1.43

-0.42

Omega ratio

Gain probability vs. loss probability

1.15

1.20

-0.05

Calmar ratio

Return relative to maximum drawdown

0.98

1.35

-0.38

Martin ratio

Return relative to average drawdown

4.10

6.15

-2.05

DYLG vs. RYLG - Sharpe Ratio Comparison

The current DYLG Sharpe Ratio is 0.63, which is lower than the RYLG Sharpe Ratio of 0.93. The chart below compares the historical Sharpe Ratios of DYLG and RYLG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


DYLGRYLGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.63

0.93

-0.30

Sharpe Ratio (All Time)

Calculated using the full available price history

0.89

0.45

+0.44

Correlation

The correlation between DYLG and RYLG is 0.76, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

DYLG vs. RYLG - Dividend Comparison

DYLG's dividend yield for the trailing twelve months is around 10.33%, less than RYLG's 11.35% yield.


TTM2025202420232022
DYLG
Global X Dow 30 Covered Call & Growth ETF
10.33%9.63%16.55%1.38%0.00%
RYLG
Global X Russell 2000 Covered Call & Growth ETF
11.35%10.82%23.73%5.78%4.36%

Drawdowns

DYLG vs. RYLG - Drawdown Comparison

The maximum DYLG drawdown since its inception was -13.98%, smaller than the maximum RYLG drawdown of -22.37%. Use the drawdown chart below to compare losses from any high point for DYLG and RYLG.


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Drawdown Indicators


DYLGRYLGDifference

Max Drawdown

Largest peak-to-trough decline

-13.98%

-22.37%

+8.39%

Max Drawdown (1Y)

Largest decline over 1 year

-10.25%

-13.18%

+2.93%

Current Drawdown

Current decline from peak

-6.28%

-5.75%

-0.53%

Average Drawdown

Average peak-to-trough decline

-1.86%

-4.29%

+2.43%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.43%

2.90%

-0.47%

Volatility

DYLG vs. RYLG - Volatility Comparison

The current volatility for Global X Dow 30 Covered Call & Growth ETF (DYLG) is 4.38%, while Global X Russell 2000 Covered Call & Growth ETF (RYLG) has a volatility of 6.39%. This indicates that DYLG experiences smaller price fluctuations and is considered to be less risky than RYLG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DYLGRYLGDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.38%

6.39%

-2.01%

Volatility (6M)

Calculated over the trailing 6-month period

7.31%

11.98%

-4.67%

Volatility (1Y)

Calculated over the trailing 1-year period

14.59%

19.62%

-5.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.55%

17.36%

-5.81%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.55%

17.36%

-5.81%