GLOBAL X S&P 500 COVERED CALL ETF
Symbol: XYLD
Exchange: NYSE
Sector: Technology
Category: Derivative Income
Inception date: 21/06/2013
Latest date: 11/06/2026
Current price: $40.45
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
0.63%
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
2.76%
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
5.44%
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
16.16%
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
22.67%
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
32.30%
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: 11/06/2025 - 11/06/2026.
Average daily return
0.061%
Best day
2.008%
Worst day
-1.393%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 11/06/2026 | $40.09 | $40.54 | $39.93 | $40.45 | 1,358,900 |
| 10/06/2026 | $40.24 | $40.45 | $39.95 | $39.97 | 821,000 |
| 09/06/2026 | $40.63 | $40.69 | $39.82 | $40.34 | 1,156,400 |
| 08/06/2026 | $40.58 | $40.64 | $40.45 | $40.54 | 634,400 |
| 05/06/2026 | $40.75 | $40.77 | $40.29 | $40.43 | 1,041,300 |
| 04/06/2026 | $40.66 | $40.82 | $40.66 | $40.80 | 606,100 |
| 03/06/2026 | $40.76 | $40.83 | $40.72 | $40.73 | 511,500 |
| 02/06/2026 | $40.75 | $40.79 | $40.74 | $40.79 | 303,900 |
| 01/06/2026 | $40.60 | $40.78 | $40.58 | $40.75 | 443,800 |
| 29/05/2026 | $40.74 | $40.74 | $40.69 | $40.73 | 780,500 |