PortfoliosLab logoPortfoliosLab logo
RYLG vs. GOOP
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

RYLG vs. GOOP - Performance Comparison

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

Loading graphics...

RYLG vs. GOOP - Yearly Performance Comparison


2026 (YTD)202520242023
RYLG
Global X Russell 2000 Covered Call & Growth ETF
0.64%9.39%10.57%10.18%
GOOP
Kurv Yield Premium Strategy Google ETF
-11.44%52.46%27.67%6.17%

Returns By Period

In the year-to-date period, RYLG achieves a 0.64% return, which is significantly higher than GOOP's -11.44% return.


RYLG

1D
2.64%
1M
-4.29%
YTD
0.64%
6M
4.08%
1Y
18.22%
3Y*
9.48%
5Y*
10Y*

GOOP

1D
5.90%
1M
-9.11%
YTD
-11.44%
6M
11.49%
1Y
63.50%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


RYLG vs. GOOP - Expense Ratio Comparison

RYLG has a 0.35% expense ratio, which is lower than GOOP's 0.99% expense ratio.


Return for Risk

RYLG vs. GOOP — Risk / Return Rank

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

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

GOOP
GOOP Risk / Return Rank: 9292
Overall Rank
GOOP Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
GOOP Sortino Ratio Rank: 9595
Sortino Ratio Rank
GOOP Omega Ratio Rank: 9292
Omega Ratio Rank
GOOP Calmar Ratio Rank: 8888
Calmar Ratio Rank
GOOP Martin Ratio Rank: 9090
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.

RYLG vs. GOOP - 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 Kurv Yield Premium Strategy Google ETF (GOOP). 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.


RYLGGOOPDifference

Sharpe ratio

Return per unit of total volatility

0.93

2.27

-1.34

Sortino ratio

Return per unit of downside risk

1.43

3.04

-1.62

Omega ratio

Gain probability vs. loss probability

1.20

1.40

-0.20

Calmar ratio

Return relative to maximum drawdown

1.35

2.73

-1.37

Martin ratio

Return relative to average drawdown

6.15

11.23

-5.08

RYLG vs. GOOP - Sharpe Ratio Comparison

The current RYLG Sharpe Ratio is 0.93, which is lower than the GOOP Sharpe Ratio of 2.27. The chart below compares the historical Sharpe Ratios of RYLG and GOOP, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


RYLGGOOPDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.93

2.27

-1.34

Sharpe Ratio (All Time)

Calculated using the full available price history

0.45

1.18

-0.72

Correlation

The correlation between RYLG and GOOP is 0.36, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

RYLG vs. GOOP - Dividend Comparison

RYLG's dividend yield for the trailing twelve months is around 11.35%, less than GOOP's 14.11% yield.


TTM2025202420232022
RYLG
Global X Russell 2000 Covered Call & Growth ETF
11.35%10.82%23.73%5.78%4.36%
GOOP
Kurv Yield Premium Strategy Google ETF
14.11%11.79%13.73%2.06%0.00%

Drawdowns

RYLG vs. GOOP - Drawdown Comparison

The maximum RYLG drawdown since its inception was -22.37%, smaller than the maximum GOOP drawdown of -27.49%. Use the drawdown chart below to compare losses from any high point for RYLG and GOOP.


Loading graphics...

Drawdown Indicators


RYLGGOOPDifference

Max Drawdown

Largest peak-to-trough decline

-22.37%

-27.49%

+5.12%

Max Drawdown (1Y)

Largest decline over 1 year

-13.18%

-23.32%

+10.14%

Current Drawdown

Current decline from peak

-5.75%

-18.80%

+13.05%

Average Drawdown

Average peak-to-trough decline

-4.29%

-6.43%

+2.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.90%

5.67%

-2.77%

Volatility

RYLG vs. GOOP - Volatility Comparison

The current volatility for Global X Russell 2000 Covered Call & Growth ETF (RYLG) is 6.39%, while Kurv Yield Premium Strategy Google ETF (GOOP) has a volatility of 10.39%. This indicates that RYLG experiences smaller price fluctuations and is considered to be less risky than GOOP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


RYLGGOOPDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.39%

10.39%

-4.00%

Volatility (6M)

Calculated over the trailing 6-month period

11.98%

19.56%

-7.58%

Volatility (1Y)

Calculated over the trailing 1-year period

19.62%

28.07%

-8.45%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.36%

24.61%

-7.25%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.36%

24.61%

-7.25%