GLOBAL X INFORMATION TECHNOLOGY COVERED CALL & GROWTH ETF
Symbol: TYLG
Exchange: NYSE
Sector: Technology
Category: Derivative Income
Inception date: 21/11/2022
Latest date: 21/07/2026
Current price: $40.46
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
-5.13%
Ann. -14.08% (Sharpe / Sortino numerator)
Volatility
24.19%
Sharpe ratio
-0.732
VaR 95%
-2.06%
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
9.88%
Ann. -11.37% (Sharpe / Sortino numerator)
Volatility
21.65%
Sharpe ratio
-0.693
VaR 95%
-2.18%
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
17.05%
Ann. 0.22% (Sharpe / Sortino numerator)
Volatility
18.56%
Sharpe ratio
-0.184
VaR 95%
-2.04%
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
30.57%
Ann. 23.20% (Sharpe / Sortino numerator)
Volatility
23.24%
Sharpe ratio
0.842
VaR 95%
-2.00%
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
46.67%
Ann. 12.98% (Sharpe / Sortino numerator)
Volatility
21.77%
Sharpe ratio
0.430
VaR 95%
-2.09%
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
76.37%
Ann. 18.23% (Sharpe / Sortino numerator)
Volatility
19.31%
Sharpe ratio
0.756
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.
Daily returns for period 12M
Daily simple returns from the same adjusted closes used by the performance chart: 21/07/2025 - 21/07/2026.
Average daily return
0.113%
Best day
4.002%
Worst day
-4.376%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 21/07/2026 | $40.08 | $40.46 | $40.07 | $40.46 | 1,000 |
| 20/07/2026 | $39.96 | $39.96 | $39.59 | $39.59 | 1,800 |
| 17/07/2026 | $39.62 | $40.25 | $39.53 | $39.97 | 5,300 |
| 16/07/2026 | $40.47 | $40.53 | $40.30 | $40.30 | 5,400 |
| 15/07/2026 | $41.90 | $41.90 | $40.97 | $41.25 | 1,700 |
| 14/07/2026 | $41.52 | $41.85 | $41.49 | $41.67 | 1,700 |
| 13/07/2026 | $41.42 | $41.63 | $41.13 | $41.16 | 4,900 |
| 10/07/2026 | $41.67 | $42.09 | $41.67 | $42.05 | 2,900 |
| 09/07/2026 | $41.51 | $42.02 | $41.51 | $41.89 | 2,200 |
| 08/07/2026 | $40.47 | $41.12 | $40.44 | $41.12 | 3,200 |