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RYLD vs. SMDV
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

RYLD vs. SMDV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X Russell 2000 Covered Call ETF (RYLD) and ProShares Russell 2000 Dividend Growers ETF (SMDV). The values are adjusted to include any dividend payments, if applicable.

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RYLD vs. SMDV - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
RYLD
Global X Russell 2000 Covered Call ETF
1.10%5.65%10.13%0.27%-13.03%22.13%-0.44%8.92%
SMDV
ProShares Russell 2000 Dividend Growers ETF
5.41%0.26%7.03%8.99%-5.90%18.98%-4.74%7.79%

Returns By Period

In the year-to-date period, RYLD achieves a 1.10% return, which is significantly lower than SMDV's 5.41% return.


RYLD

1D
0.40%
1M
-3.62%
YTD
1.10%
6M
5.56%
1Y
12.15%
3Y*
6.22%
5Y*
2.30%
10Y*

SMDV

1D
0.73%
1M
-3.74%
YTD
5.41%
6M
5.80%
1Y
8.17%
3Y*
7.24%
5Y*
3.74%
10Y*
7.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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RYLD vs. SMDV - Expense Ratio Comparison

RYLD has a 0.60% expense ratio, which is higher than SMDV's 0.40% expense ratio.


Return for Risk

RYLD vs. SMDV — Risk / Return Rank

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

RYLD
RYLD Risk / Return Rank: 4242
Overall Rank
RYLD Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
RYLD Sortino Ratio Rank: 3939
Sortino Ratio Rank
RYLD Omega Ratio Rank: 4848
Omega Ratio Rank
RYLD Calmar Ratio Rank: 3737
Calmar Ratio Rank
RYLD Martin Ratio Rank: 4848
Martin Ratio Rank

SMDV
SMDV Risk / Return Rank: 2626
Overall Rank
SMDV Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
SMDV Sortino Ratio Rank: 2525
Sortino Ratio Rank
SMDV Omega Ratio Rank: 2323
Omega Ratio Rank
SMDV Calmar Ratio Rank: 3030
Calmar Ratio Rank
SMDV Martin Ratio Rank: 2727
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.

RYLD vs. SMDV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Russell 2000 Covered Call ETF (RYLD) and ProShares Russell 2000 Dividend Growers ETF (SMDV). 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.


RYLDSMDVDifference

Sharpe ratio

Return per unit of total volatility

0.74

0.45

+0.29

Sortino ratio

Return per unit of downside risk

1.17

0.79

+0.37

Omega ratio

Gain probability vs. loss probability

1.19

1.10

+0.10

Calmar ratio

Return relative to maximum drawdown

0.99

0.77

+0.22

Martin ratio

Return relative to average drawdown

4.78

2.24

+2.54

RYLD vs. SMDV - Sharpe Ratio Comparison

The current RYLD Sharpe Ratio is 0.74, which is higher than the SMDV Sharpe Ratio of 0.45. The chart below compares the historical Sharpe Ratios of RYLD and SMDV, 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


RYLDSMDVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.74

0.45

+0.29

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.16

0.20

-0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.35

Sharpe Ratio (All Time)

Calculated using the full available price history

0.26

0.37

-0.11

Correlation

The correlation between RYLD and SMDV is 0.73, 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

RYLD vs. SMDV - Dividend Comparison

RYLD's dividend yield for the trailing twelve months is around 12.09%, more than SMDV's 2.50% yield.


TTM20252024202320222021202020192018201720162015
RYLD
Global X Russell 2000 Covered Call ETF
12.09%12.00%12.03%12.64%13.49%12.35%10.76%6.43%0.00%0.00%0.00%0.00%
SMDV
ProShares Russell 2000 Dividend Growers ETF
2.50%2.67%2.68%2.69%2.51%2.02%2.13%2.03%1.97%1.84%1.35%1.81%

Drawdowns

RYLD vs. SMDV - Drawdown Comparison

The maximum RYLD drawdown since its inception was -41.53%, which is greater than SMDV's maximum drawdown of -34.12%. Use the drawdown chart below to compare losses from any high point for RYLD and SMDV.


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Drawdown Indicators


RYLDSMDVDifference

Max Drawdown

Largest peak-to-trough decline

-41.53%

-34.12%

-7.41%

Max Drawdown (1Y)

Largest decline over 1 year

-12.33%

-10.94%

-1.39%

Max Drawdown (5Y)

Largest decline over 5 years

-21.33%

-21.23%

-0.10%

Max Drawdown (10Y)

Largest decline over 10 years

-34.12%

Current Drawdown

Current decline from peak

-3.92%

-5.79%

+1.87%

Average Drawdown

Average peak-to-trough decline

-9.04%

-5.99%

-3.05%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.54%

3.75%

-1.21%

Volatility

RYLD vs. SMDV - Volatility Comparison

Global X Russell 2000 Covered Call ETF (RYLD) has a higher volatility of 5.22% compared to ProShares Russell 2000 Dividend Growers ETF (SMDV) at 4.34%. This indicates that RYLD's price experiences larger fluctuations and is considered to be riskier than SMDV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RYLDSMDVDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.22%

4.34%

+0.88%

Volatility (6M)

Calculated over the trailing 6-month period

9.09%

10.68%

-1.59%

Volatility (1Y)

Calculated over the trailing 1-year period

16.39%

18.25%

-1.86%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.20%

18.71%

-4.51%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.38%

20.71%

-3.33%