Summary
RYLD
Prices · period metrics · 12M
NAV as of 16/07/2026
02/04/2025 → 02/04/2026
Return 21.04% Volatility 16.40% Sharpe 0.41
Official loaded data — not a live quote.

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%

Assets under management
$1.4B
0.25% 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

2.68%

Ann. -37.48% (Sharpe / Sortino numerator)

Volatility

18.39%

Sharpe ratio

-2.236

VaR 95%

-1.95%

CVaR 95%: -1.96%
Max drawdown: -5.87%
Sortino ratio: -3.738
Calmar ratio: -6.38

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%

CVaR 95%: -1.92%
Max drawdown: -7.22%
Sortino ratio: -0.518
Calmar ratio: -0.24

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%

CVaR 95%: -1.89%
Max drawdown: -7.22%
Sortino ratio: 0.579
Calmar ratio: 1.31

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

21.04%

Ann. 10.43% (Sharpe / Sortino numerator)

Volatility

16.40%

Sharpe ratio

0.415

VaR 95%

-1.63%

CVaR 95%: -2.55%
Max drawdown: -7.79%
Sortino ratio: 0.469
Calmar ratio: 1.34

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%

CVaR 95%: -2.26%
Max drawdown: -19.05%
Sortino ratio: 0.229
Calmar ratio: 0.34

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%

CVaR 95%: -2.04%
Max drawdown: -19.05%
Sortino ratio: 0.220
Calmar ratio: 0.32

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

0.078%

Best day

2.774%

21/11/2025
Worst day

-2.033%

10/10/2025
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