GLOBAL X RUSSELL 2000 COVERED CALL & GROWTH ETF

Symbol: RYLG

Exchange: NYSE ARCA

Sector: Healthcare

Category: Derivative Income

Inception Date: 04/10/2022

Latest Date: 17/04/2026

Current Price: $23.35

Expense Ratio: 0.35%

Assets Under Management
$7.6M
0.67% 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

7.77%

Volatility

22.18%

Sharpe Ratio

-2.065

VaR 95%

-2.15%

CVaR 95%: -2.24%
Max Drawdown: -7.11%
Sortino Ratio: -4.219
Calmar Ratio: -5.93
Return

2.48%

Volatility

18.32%

Sharpe Ratio

-0.165

VaR 95%

-2.06%

CVaR 95%: -2.16%
Max Drawdown: -8.95%
Sortino Ratio: -0.257
Calmar Ratio: 0.07
Return

7.44%

Volatility

17.23%

Sharpe Ratio

0.249

VaR 95%

-1.85%

CVaR 95%: -2.21%
Max Drawdown: -8.95%
Sortino Ratio: 0.375
Calmar Ratio: 0.89
Return

33.53%

Volatility

19.63%

Sharpe Ratio

0.688

VaR 95%

-1.76%

CVaR 95%: -2.85%
Max Drawdown: -8.95%
Sortino Ratio: 0.897
Calmar Ratio: 1.91
Return

31.68%

Volatility

18.04%

Sharpe Ratio

0.307

VaR 95%

-1.75%

CVaR 95%: -2.69%
Max Drawdown: -22.37%
Sortino Ratio: 0.411
Calmar Ratio: 0.41
Return

38.77%

Volatility

17.07%

Sharpe Ratio

0.351

VaR 95%

-1.62%

CVaR 95%: -2.48%
Max Drawdown: -22.37%
Sortino Ratio: 0.488
Calmar Ratio: 0.43

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.

Methodology: adjusted prices + daily simple return
Average Daily Return

0.122%

Best Day

3.306%

06/02/2026
Worst Day

-2.551%

10/10/2025
Days with Data

246

Recent Price History (Last 90 Days)

Date Open High Low Close Volume
17/04/2026 $23.20 $23.51 $23.20 $23.35 16,500
16/04/2026 $22.93 $23.02 $22.91 $22.95 1,900
15/04/2026 $23.14 $23.14 $22.95 $22.98 1,000
14/04/2026 $22.90 $22.95 $22.90 $22.92 3,000
13/04/2026 $22.63 $22.79 $22.63 $22.79 4,500
10/04/2026 $22.58 $22.71 $22.58 $22.63 3,100
02/04/2026 $22.02 $22.05 $22.00 $22.05 800
01/04/2026 $21.92 $21.92 $21.92 $21.92 400
31/03/2026 $21.54 $21.83 $21.50 $21.81 2,400
30/03/2026 $21.41 $21.41 $21.25 $21.25 700