GLOBAL X INFORMATION TECHNOLOGY COVERED CALL & GROWTH ETF
Symbol: TYLG
Exchange: NYSE
Sector: Technology
Category: Derivative Income
Inception date: 21/11/2022
Latest date: 15/10/2026
Current price: $42.74
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
3.29%
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
6.04%
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
20.98%
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
30.79%
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
52.66%
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
94.51%
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: 15/10/2025 - 15/10/2026.
Average daily return
0.115%
Best day
4.471%
Worst day
-4.376%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 15/10/2026 | $42.11 | $42.74 | $42.08 | $42.74 | 4,500 |
| 14/10/2026 | $43.37 | $43.40 | $42.84 | $42.84 | 3,100 |
| 13/10/2026 | $43.45 | $43.60 | $43.37 | $43.60 | 1,100 |
| 12/10/2026 | $43.62 | $43.63 | $43.44 | $43.60 | 20,500 |
| 09/10/2026 | $43.73 | $43.90 | $43.73 | $43.88 | 5,700 |
| 08/10/2026 | $44.02 | $44.16 | $43.70 | $43.72 | 2,700 |
| 07/10/2026 | $44.06 | $44.19 | $44.04 | $44.19 | 4,400 |
| 06/10/2026 | $44.30 | $44.35 | $44.14 | $44.23 | 2,200 |
| 05/10/2026 | $43.94 | $44.10 | $43.94 | $44.08 | 5,100 |
| 02/10/2026 | $44.09 | $44.11 | $43.87 | $43.95 | 4,600 |