GLOBAL X S&P 500 COVERED CALL ETF
Symbol: XYLD
Exchange: NYSE
Sector: Technology
Category: Derivative Income
Inception date: 21/06/2013
Latest date: 31/08/2026
Current price: $41.48
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
0.97%
Ann. -31.26% (Sharpe / Sortino numerator)
Volatility
14.18%
Sharpe ratio
-2.460
VaR 95%
-1.39%
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
4.45%
Ann. -6.50% (Sharpe / Sortino numerator)
Volatility
10.50%
Sharpe ratio
-0.965
VaR 95%
-1.14%
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
7.53%
Ann. 9.61% (Sharpe / Sortino numerator)
Volatility
8.54%
Sharpe ratio
0.700
VaR 95%
-1.12%
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
19.01%
Ann. 9.72% (Sharpe / Sortino numerator)
Volatility
13.95%
Sharpe ratio
0.437
VaR 95%
-1.10%
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
25.77%
Ann. 9.73% (Sharpe / Sortino numerator)
Volatility
11.81%
Sharpe ratio
0.517
VaR 95%
-1.05%
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
40.62%
Ann. 10.11% (Sharpe / Sortino numerator)
Volatility
10.27%
Sharpe ratio
0.630
VaR 95%
-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.
Daily returns for period 12M
Daily simple returns from the same adjusted closes used by the performance chart: 02/09/2025 - 31/08/2026.
Average daily return
0.071%
Best day
2.007%
Worst day
-1.393%
Days with data
249
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 31/08/2026 | $41.48 | $41.51 | $41.42 | $41.48 | 252,100 |
| 27/08/2026 | $41.43 | $41.54 | $41.42 | $41.53 | 623,200 |
| 26/08/2026 | $41.30 | $41.40 | $41.30 | $41.38 | 303,800 |
| 25/08/2026 | $41.31 | $41.37 | $41.28 | $41.36 | 508,000 |
| 24/08/2026 | $41.26 | $41.36 | $41.22 | $41.29 | 524,100 |
| 21/08/2026 | $41.66 | $41.71 | $41.52 | $41.64 | 659,400 |
| 20/08/2026 | $41.68 | $41.68 | $41.64 | $41.64 | 333,700 |
| 19/08/2026 | $41.67 | $41.67 | $41.63 | $41.66 | 339,000 |
| 18/08/2026 | $41.62 | $41.65 | $41.62 | $41.65 | 421,300 |
| 17/08/2026 | $41.64 | $41.65 | $41.63 | $41.65 | 414,800 |