GLOBAL X RUSSELL 2000 COVERED CALL ETF
Symbol: RYLD
Exchange: NYSE ARCA
Sector: Healthcare
Category: Derivative Income
Inception Date: 18/04/2019
Latest Date: 17/04/2026
Current Price: $15.44
Expense Ratio: 0.60%
Assets Under Management
$1.3B
0.85% daily change
Period Performance
Adjusted cumulative ETF performance normalized to the first available adjusted price of the selected period.
Adjusted Return
--
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Performance Metrics
Return
3.97%
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
Return
0.81%
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
Return
4.57%
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
Return
20.36%
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
Return
19.62%
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
Return
20.73%
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
Daily Returns for Period 12M
Daily simple returns calculated over the official metric window from the same adjusted price series used in the chart: 17/04/2025 - 17/04/2026.
Average Daily Return
0.078%
Best Day
2.773%
21/11/2025
Worst Day
-2.033%
10/10/2025
Days with Data
246
Recent Price History (Last 90 Days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 17/04/2026 | $15.31 | $15.52 | $15.28 | $15.44 | 1,278,400 |
| 16/04/2026 | $15.26 | $15.29 | $15.26 | $15.28 | 617,600 |
| 15/04/2026 | $15.29 | $15.30 | $15.26 | $15.30 | 775,800 |
| 14/04/2026 | $15.28 | $15.30 | $15.27 | $15.28 | 673,500 |
| 13/04/2026 | $15.25 | $15.29 | $15.25 | $15.26 | 1,235,500 |
| 10/04/2026 | $15.25 | $15.28 | $15.24 | $15.26 | 416,500 |
| 02/04/2026 | $14.86 | $15.08 | $14.86 | $15.07 | 1,056,900 |
| 01/04/2026 | $14.97 | $15.07 | $14.97 | $15.01 | 1,209,600 |
| 31/03/2026 | $14.79 | $14.96 | $14.77 | $14.95 | 1,336,100 |
| 30/03/2026 | $14.79 | $14.80 | $14.61 | $14.64 | 1,062,000 |