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RYLD vs. XYLG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between RYLD and XYLG is 0.77, 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.


-0.50.00.51.0
Correlation: 0.8

Performance

RYLD vs. XYLG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X Russell 2000 Covered Call ETF (RYLD) and Global X S&P 500 Covered Call & Growth ETF (XYLG). The values are adjusted to include any dividend payments, if applicable.

10.00%20.00%30.00%40.00%50.00%60.00%70.00%NovemberDecember2025FebruaryMarchApril
23.35%
57.47%
RYLD
XYLG

Key characteristics

Sharpe Ratio

RYLD:

0.05

XYLG:

0.56

Sortino Ratio

RYLD:

0.19

XYLG:

0.90

Omega Ratio

RYLD:

1.03

XYLG:

1.14

Calmar Ratio

RYLD:

0.04

XYLG:

0.56

Martin Ratio

RYLD:

0.18

XYLG:

2.49

Ulcer Index

RYLD:

4.41%

XYLG:

3.92%

Daily Std Dev

RYLD:

17.17%

XYLG:

17.50%

Max Drawdown

RYLD:

-41.53%

XYLG:

-21.30%

Current Drawdown

RYLD:

-13.90%

XYLG:

-9.67%

Returns By Period

In the year-to-date period, RYLD achieves a -7.72% return, which is significantly lower than XYLG's -6.11% return.


RYLD

YTD

-7.72%

1M

-4.88%

6M

-4.32%

1Y

0.01%

5Y*

8.42%

10Y*

N/A

XYLG

YTD

-6.11%

1M

-4.33%

6M

-3.31%

1Y

8.71%

5Y*

N/A

10Y*

N/A

*Annualized

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RYLD vs. XYLG - Expense Ratio Comparison

Both RYLD and XYLG have an expense ratio of 0.60%.


Expense ratio chart for RYLD: current value is 0.60%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
RYLD: 0.60%
Expense ratio chart for XYLG: current value is 0.60%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
XYLG: 0.60%

Risk-Adjusted Performance

RYLD vs. XYLG — Risk-Adjusted Performance Rank

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

RYLD
The Risk-Adjusted Performance Rank of RYLD is 2727
Overall Rank
The Sharpe Ratio Rank of RYLD is 2626
Sharpe Ratio Rank
The Sortino Ratio Rank of RYLD is 2626
Sortino Ratio Rank
The Omega Ratio Rank of RYLD is 2727
Omega Ratio Rank
The Calmar Ratio Rank of RYLD is 2727
Calmar Ratio Rank
The Martin Ratio Rank of RYLD is 2727
Martin Ratio Rank

XYLG
The Risk-Adjusted Performance Rank of XYLG is 6666
Overall Rank
The Sharpe Ratio Rank of XYLG is 6262
Sharpe Ratio Rank
The Sortino Ratio Rank of XYLG is 6363
Sortino Ratio Rank
The Omega Ratio Rank of XYLG is 6868
Omega Ratio Rank
The Calmar Ratio Rank of XYLG is 6868
Calmar Ratio Rank
The Martin Ratio Rank of XYLG is 6868
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.

RYLD vs. XYLG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Russell 2000 Covered Call ETF (RYLD) and Global X S&P 500 Covered Call & Growth ETF (XYLG). 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.


The chart of Sharpe ratio for RYLD, currently valued at 0.05, compared to the broader market-1.000.001.002.003.004.00
RYLD: 0.05
XYLG: 0.56
The chart of Sortino ratio for RYLD, currently valued at 0.19, compared to the broader market-2.000.002.004.006.008.00
RYLD: 0.19
XYLG: 0.90
The chart of Omega ratio for RYLD, currently valued at 1.03, compared to the broader market0.501.001.502.002.50
RYLD: 1.03
XYLG: 1.14
The chart of Calmar ratio for RYLD, currently valued at 0.04, compared to the broader market0.002.004.006.008.0010.0012.00
RYLD: 0.04
XYLG: 0.56
The chart of Martin ratio for RYLD, currently valued at 0.18, compared to the broader market0.0020.0040.0060.00
RYLD: 0.18
XYLG: 2.49

The current RYLD Sharpe Ratio is 0.05, which is lower than the XYLG Sharpe Ratio of 0.56. The chart below compares the historical Sharpe Ratios of RYLD and XYLG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
0.05
0.56
RYLD
XYLG

Dividends

RYLD vs. XYLG - Dividend Comparison

RYLD's dividend yield for the trailing twelve months is around 13.36%, less than XYLG's 26.21% yield.


TTM202420232022202120202019
RYLD
Global X Russell 2000 Covered Call ETF
13.36%12.03%12.64%13.49%12.35%10.76%6.43%
XYLG
Global X S&P 500 Covered Call & Growth ETF
26.21%23.65%4.90%6.44%7.40%1.39%0.00%

Drawdowns

RYLD vs. XYLG - Drawdown Comparison

The maximum RYLD drawdown since its inception was -41.53%, which is greater than XYLG's maximum drawdown of -21.30%. Use the drawdown chart below to compare losses from any high point for RYLD and XYLG. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-13.90%
-9.67%
RYLD
XYLG

Volatility

RYLD vs. XYLG - Volatility Comparison

The current volatility for Global X Russell 2000 Covered Call ETF (RYLD) is 12.57%, while Global X S&P 500 Covered Call & Growth ETF (XYLG) has a volatility of 13.71%. This indicates that RYLD experiences smaller price fluctuations and is considered to be less risky than XYLG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
12.57%
13.71%
RYLD
XYLG