Summary
RSSL
Prices · period metrics · 12M
NAV as of 16/07/2026
02/04/2025 → 02/04/2026
Return 35.14% Volatility 23.59% Sharpe 0.91
Official loaded data — not a live quote.

GLOBAL X RUSSELL 2000 ETF

Symbol: RSSL

Exchange: NYSE

Sector: Healthcare

Category: Small Blend

Inception date: 04/06/2024

Latest date: 16/07/2026

Current price: $115.88

Expense ratio: 0.08%

Assets under management
$1.5B
-0.40% daily change

Period performance

Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.

Adjusted return
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Performance metrics

Period total return

1.10%

Ann. -41.31% (Sharpe / Sortino numerator)

Volatility

24.67%

Sharpe ratio

-1.822

VaR 95%

-2.29%

CVaR 95%: -2.41%
Max drawdown: -8.09%
Sortino ratio: -3.480
Calmar ratio: -5.10

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

9.92%

Ann. 4.71% (Sharpe / Sortino numerator)

Volatility

21.03%

Sharpe ratio

0.051

VaR 95%

-2.13%

CVaR 95%: -2.29%
Max drawdown: -10.93%
Sortino ratio: 0.084
Calmar ratio: 0.43

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

11.83%

Ann. 7.49% (Sharpe / Sortino numerator)

Volatility

20.56%

Sharpe ratio

0.188

VaR 95%

-2.03%

CVaR 95%: -2.42%
Max drawdown: -10.93%
Sortino ratio: 0.312
Calmar ratio: 0.69

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

35.14%

Ann. 25.21% (Sharpe / Sortino numerator)

Volatility

23.59%

Sharpe ratio

0.915

VaR 95%

-2.02%

CVaR 95%: -3.10%
Max drawdown: -10.93%
Sortino ratio: 1.329
Calmar ratio: 2.31

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

34.78%

Ann. 20.51% (Sharpe / Sortino numerator)

Volatility

22.67%

Sharpe ratio

0.746

VaR 95%

-2.05%

CVaR 95%: -3.06%
Max drawdown: -27.79%
Sortino ratio: 1.135
Calmar ratio: 0.74

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Daily returns for period 12M

Daily simple returns from the same adjusted closes used by the performance chart: 16/07/2025 - 16/07/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.127%

Best day

3.923%

22/08/2025
Worst day

-3.426%

05/06/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
16/07/2026 $116.35 $116.35 $115.69 $115.88 9,100
15/07/2026 $115.50 $116.09 $115.50 $115.77 11,000
14/07/2026 $115.58 $115.58 $115.31 $115.42 22,000
13/07/2026 $115.31 $115.53 $114.81 $115.00 21,100
10/07/2026 $116.69 $116.69 $115.79 $115.79 21,900
09/07/2026 $115.62 $116.52 $115.62 $116.36 1,500
08/07/2026 $115.03 $115.42 $114.46 $115.02 122,800
07/07/2026 $116.34 $116.63 $115.82 $116.29 115,900
06/07/2026 $116.67 $117.39 $116.67 $117.13 19,600
02/07/2026 $117.04 $117.07 $116.21 $116.82 14,000