GLOBAL X RUSSELL 2000 COVERED CALL ETF
Symbol: RYLD
Exchange: NYSE
Sector: Healthcare
Category: Derivative Income
Inception date: 18/04/2019
Latest date: 16/07/2026
Current price: $16.14
Expense ratio: 0.60%
Period performance
Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.
Performance metrics
Period total return
2.68%
Ann. -37.48% (Sharpe / Sortino numerator)
Volatility
18.39%
Sharpe ratio
-2.236
VaR 95%
-1.95%
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
8.90%
Ann. -1.71% (Sharpe / Sortino numerator)
Volatility
14.28%
Sharpe ratio
-0.374
VaR 95%
-1.86%
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
8.95%
Ann. 9.46% (Sharpe / Sortino numerator)
Volatility
13.13%
Sharpe ratio
0.444
VaR 95%
-1.71%
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
21.04%
Ann. 10.43% (Sharpe / Sortino numerator)
Volatility
16.40%
Sharpe ratio
0.415
VaR 95%
-1.63%
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
26.73%
Ann. 6.42% (Sharpe / Sortino numerator)
Volatility
14.42%
Sharpe ratio
0.194
VaR 95%
-1.36%
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
26.47%
Ann. 6.04% (Sharpe / Sortino numerator)
Volatility
13.08%
Sharpe ratio
0.184
VaR 95%
-1.26%
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.
Average daily return
0.078%
Best day
2.774%
Worst day
-2.033%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 16/07/2026 | $16.10 | $16.15 | $16.10 | $16.14 | 420,000 |
| 15/07/2026 | $16.08 | $16.12 | $16.06 | $16.11 | 517,600 |
| 14/07/2026 | $16.05 | $16.07 | $16.02 | $16.06 | 468,200 |
| 13/07/2026 | $16.01 | $16.05 | $15.97 | $16.00 | 524,500 |
| 10/07/2026 | $16.08 | $16.08 | $15.99 | $16.06 | 821,300 |
| 09/07/2026 | $15.96 | $16.07 | $15.96 | $16.05 | 507,100 |
| 08/07/2026 | $15.90 | $15.96 | $15.83 | $15.95 | 583,000 |
| 07/07/2026 | $16.04 | $16.05 | $15.96 | $16.00 | 650,300 |
| 06/07/2026 | $15.95 | $16.05 | $15.95 | $16.04 | 300,800 |
| 02/07/2026 | $15.98 | $16.04 | $15.90 | $15.98 | 457,500 |