DYLG vs. RYLG
Compare and contrast key facts about Global X Dow 30 Covered Call & Growth ETF (DYLG) and Global X Russell 2000 Covered Call & Growth ETF (RYLG).
DYLG and RYLG are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. DYLG is a passively managed fund by Global X that tracks the performance of the Cboe DJIA Half BuyWrite Index - Benchmark TR Gross. It was launched on Jul 25, 2023. RYLG is a passively managed fund by Global X that tracks the performance of the Cboe Russell 2000 Half BuyWrite Index. It was launched on Oct 4, 2022. Both DYLG and RYLG are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
DYLG vs. RYLG - Performance Comparison
Loading graphics...
DYLG vs. RYLG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
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*
- —
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
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
DYLG
RYLG
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.
| DYLG | RYLG | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.63 | 0.93 | -0.30 |
Sortino ratioReturn per unit of downside risk | 1.01 | 1.43 | -0.42 |
Omega ratioGain probability vs. loss probability | 1.15 | 1.20 | -0.05 |
Calmar ratioReturn relative to maximum drawdown | 0.98 | 1.35 | -0.38 |
Martin ratioReturn relative to average drawdown | 4.10 | 6.15 | -2.05 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| DYLG | RYLG | Difference | |
|---|---|---|---|
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.
| TTM | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
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.
Loading graphics...
Drawdown Indicators
| DYLG | RYLG | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -6.28% | -5.75% | -0.53% |
Average DrawdownAverage peak-to-trough decline | -1.86% | -4.29% | +2.43% |
Ulcer IndexDepth 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.
Loading graphics...
Volatility by Period
| DYLG | RYLG | Difference | |
|---|---|---|---|
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% |