Summary
RYLG
Prices · period metrics · 12M
NAV as of 16/07/2026
02/04/2025 → 02/04/2026
Return 27.54% Volatility 19.63% Sharpe 0.69
Official loaded data — not a live quote.

GLOBAL X RUSSELL 2000 COVERED CALL & GROWTH ETF

Symbol: RYLG

Exchange: NYSE

Sector: Healthcare

Category: Derivative Income

Inception date: 04/10/2022

Latest date: 16/07/2026

Current price: $24.64

Expense ratio: 0.35%

Assets under management
$8.4M
0.00% 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

1.90%

Ann. -42.19% (Sharpe / Sortino numerator)

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

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

9.43%

Ann. 0.61% (Sharpe / Sortino numerator)

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

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

10.11%

Ann. 7.93% (Sharpe / Sortino numerator)

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

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

27.54%

Ann. 17.12% (Sharpe / Sortino numerator)

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

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

30.42%

Ann. 9.17% (Sharpe / Sortino numerator)

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

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

41.29%

Ann. 9.62% (Sharpe / Sortino numerator)

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

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

0.101%

Best day

3.306%

06/02/2026
Worst day

-2.551%

10/10/2025
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
16/07/2026 $24.64 $24.64 $24.64 $24.64 100
15/07/2026 $24.82 $24.82 $24.62 $24.65 900
14/07/2026 $24.54 $24.54 $24.54 $24.54 400
13/07/2026 $24.65 $24.65 $24.46 $24.46 1,500
10/07/2026 $24.54 $24.62 $24.47 $24.62 1,500
09/07/2026 $24.65 $24.66 $24.65 $24.66 200
08/07/2026 $24.55 $24.56 $24.39 $24.42 1,100
07/07/2026 $24.77 $24.77 $24.56 $24.56 2,200
06/07/2026 $24.67 $24.73 $24.67 $24.73 600
02/07/2026 $24.86 $24.86 $24.42 $24.59 1,500