RYLG vs. FTHI
Compare and contrast key facts about Global X Russell 2000 Covered Call & Growth ETF (RYLG) and First Trust BuyWrite Income ETF (FTHI).
RYLG and FTHI are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. 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. FTHI is an actively managed fund by First Trust. It was launched on Jan 6, 2014.
Performance
RYLG vs. FTHI - Performance Comparison
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RYLG vs. FTHI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
RYLG Global X Russell 2000 Covered Call & Growth ETF | 0.64% | 9.39% | 10.57% | 8.33% | -1.56% |
FTHI First Trust BuyWrite Income ETF | -0.61% | 11.03% | 19.02% | 20.72% | 1.94% |
Returns By Period
In the year-to-date period, RYLG achieves a 0.64% return, which is significantly higher than FTHI's -0.61% return.
RYLG
- 1D
- 2.64%
- 1M
- -4.29%
- YTD
- 0.64%
- 6M
- 4.08%
- 1Y
- 18.22%
- 3Y*
- 9.48%
- 5Y*
- —
- 10Y*
- —
FTHI
- 1D
- 2.23%
- 1M
- -2.30%
- YTD
- -0.61%
- 6M
- 1.27%
- 1Y
- 14.85%
- 3Y*
- 14.15%
- 5Y*
- 10.18%
- 10Y*
- 7.99%
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RYLG vs. FTHI - Expense Ratio Comparison
RYLG has a 0.35% expense ratio, which is lower than FTHI's 0.85% expense ratio.
Return for Risk
RYLG vs. FTHI — Risk / Return Rank
RYLG
FTHI
RYLG vs. FTHI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Global X Russell 2000 Covered Call & Growth ETF (RYLG) and First Trust BuyWrite Income ETF (FTHI). 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.
| RYLG | FTHI | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.93 | 1.00 | -0.06 |
Sortino ratioReturn per unit of downside risk | 1.43 | 1.51 | -0.09 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.25 | -0.05 |
Calmar ratioReturn relative to maximum drawdown | 1.35 | 1.40 | -0.05 |
Martin ratioReturn relative to average drawdown | 6.15 | 7.84 | -1.69 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| RYLG | FTHI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.93 | 1.00 | -0.06 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.76 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.56 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.45 | 0.51 | -0.05 |
Correlation
The correlation between RYLG and FTHI is 0.79, 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
RYLG vs. FTHI - Dividend Comparison
RYLG's dividend yield for the trailing twelve months is around 11.35%, more than FTHI's 8.99% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RYLG Global X Russell 2000 Covered Call & Growth ETF | 11.35% | 10.82% | 23.73% | 5.78% | 4.36% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
FTHI First Trust BuyWrite Income ETF | 8.99% | 8.70% | 8.61% | 8.50% | 9.06% | 4.37% | 4.76% | 4.21% | 4.76% | 4.00% | 4.41% | 4.98% |
Drawdowns
RYLG vs. FTHI - Drawdown Comparison
The maximum RYLG drawdown since its inception was -22.37%, smaller than the maximum FTHI drawdown of -32.65%. Use the drawdown chart below to compare losses from any high point for RYLG and FTHI.
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Drawdown Indicators
| RYLG | FTHI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.37% | -32.65% | +10.28% |
Max Drawdown (1Y)Largest decline over 1 year | -13.18% | -10.92% | -2.26% |
Max Drawdown (5Y)Largest decline over 5 years | — | -16.70% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -32.65% | — |
Current DrawdownCurrent decline from peak | -5.75% | -3.36% | -2.39% |
Average DrawdownAverage peak-to-trough decline | -4.29% | -3.73% | -0.56% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.90% | 1.95% | +0.95% |
Volatility
RYLG vs. FTHI - Volatility Comparison
Global X Russell 2000 Covered Call & Growth ETF (RYLG) has a higher volatility of 6.39% compared to First Trust BuyWrite Income ETF (FTHI) at 4.36%. This indicates that RYLG's price experiences larger fluctuations and is considered to be riskier than FTHI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RYLG | FTHI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.39% | 4.36% | +2.03% |
Volatility (6M)Calculated over the trailing 6-month period | 11.98% | 7.60% | +4.38% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.62% | 14.99% | +4.63% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.36% | 13.54% | +3.82% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.36% | 14.38% | +2.98% |