TYLG vs. ULTI

Last updated Jun 4, 2026

TYLG (Global X Information Technology Covered Call & Growth ETF) and ULTI (REX IncomeMax Option Strategy ETF) are both Derivative Income funds. TYLG is passively managed, while ULTI is actively managed. A 0.58 correlation means they provide meaningful diversification when combined. TYLG charges 0.60%/yr vs 1.25%/yr for ULTI.

Performance

TYLG vs. ULTI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X Information Technology Covered Call & Growth ETF (TYLG) and REX IncomeMax Option Strategy ETF (ULTI). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, TYLG achieves a 24.03% return, which is significantly lower than ULTI's 43.46% return.

TYLG

• 1D: -0.43%
• 1M: 12.68%
• YTD: 24.03%
• 6M: 25.00%
• 1Y: 48.51%
• 3Y*: 24.91%
• 5Y*: —
• 10Y*: —

ULTI

• 1D: -3.05%
• 1M: 12.53%
• YTD: 43.46%
• 6M: 22.97%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

TYLG vs. ULTI - Yearly Performance Comparison

	2026 (YTD)	2025
TYLG Global X Information Technology Covered Call & Growth ETF	24.03%	-1.06%
ULTI REX IncomeMax Option Strategy ETF	43.46%	-38.31%

Correlation

The correlation between TYLG and ULTI is 0.58, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (All Time) Calculated using the full available price history since Nov 3, 2025	0.58

Return for Risk

TYLG vs. ULTI — Risk / Return Rank

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

TYLG

TYLG Risk / Return Rank: 88
TYLG Sharpe Ratio Rank: 90
TYLG Sortino Ratio Rank: 87
TYLG Omega Ratio Rank: 87
TYLG Calmar Ratio Rank: 86
TYLG Martin Ratio Rank: 88

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.

TYLG vs. ULTI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Information Technology Covered Call & Growth ETF (TYLG) and REX IncomeMax Option Strategy ETF (ULTI). 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.

	TYLG	ULTI	Difference
Sharpe ratio Return per unit of total volatility	3.14	—	—
Sortino ratio Return per unit of downside risk	4.01	—	—
Omega ratio Gain probability vs. loss probability	1.55	—	—
Calmar ratio Return relative to maximum drawdown	4.83	—	—
Martin ratio Return relative to average drawdown	19.36	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	TYLG	ULTI	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	3.14	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.47	-0.31	+1.77

Drawdowns

TYLG vs. ULTI - Drawdown Comparison

The maximum TYLG drawdown since its inception was -24.01%, smaller than the maximum ULTI drawdown of -41.74%. Use the drawdown chart below to compare losses from any high point for TYLG and ULTI.

Drawdown Indicators

	TYLG	ULTI	Difference
Max Drawdown Largest peak-to-trough decline	-24.01%	-41.74%	+17.73%
Max Drawdown (1Y) Largest decline over 1 year	-10.09%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-24.01%	—	—
Current Drawdown Current decline from peak	-0.43%	-11.50%	+11.07%
Average Drawdown Average peak-to-trough decline	-2.73%	-28.13%	+25.40%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.51%	—	—

Volatility

Volatility by Period

	TYLG	ULTI	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.45%	—	—
Volatility (6M) Calculated over the trailing 6-month period	12.70%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	15.54%	62.43%	-46.89%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	19.17%	62.43%	-43.26%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.17%	62.43%	-43.26%

TYLG vs. ULTI - Expense Ratio Comparison

TYLG has a 0.60% expense ratio, which is lower than ULTI's 1.25% expense ratio.

Dividends

TYLG vs. ULTI - Dividend Comparison

TYLG's dividend yield for the trailing twelve months is around 7.47%, less than ULTI's 42.53% yield.

Position	TTM	2025	2024	2023	2022
TYLG Global X Information Technology Covered Call & Growth ETF	7.47%	7.66%	7.24%	11.89%	0.51%
ULTI REX IncomeMax Option Strategy ETF	42.53%	14.96%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both TYLG and ULTI in my portfolio?

TYLG and ULTI have a correlation of 0.58, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, TYLG or ULTI?

On fees, TYLG is cheaper at 0.60% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, TYLG or ULTI?

TYLG is cheaper with a 0.60% expense ratio, compared with 1.25% for ULTI.

Which ETF pays a higher dividend yield, TYLG or ULTI?

ULTI has the higher dividend yield at 42.53%, compared with 7.47% for TYLG.

What is the main difference between TYLG and ULTI?

They also come from different issuers: Global X and REX Shares. Their fees differ too: 0.60% for TYLG and 1.25% for ULTI.