Summary
XYLD
Prices · period metrics · 12M
NAV as of 11/06/2026
02/04/2025 → 02/04/2026
Return 16.16% Volatility 13.95% Sharpe 0.44
Official loaded data — not a live quote.

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%

Assets under management
$3.2B
0.90% 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

0.63%

Ann. -31.26% (Sharpe / Sortino numerator)

Volatility

14.18%

Sharpe ratio

-2.460

VaR 95%

-1.39%

CVaR 95%: -1.47%
Max drawdown: -4.94%
Sortino ratio: -4.171
Calmar ratio: -6.33

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%

CVaR 95%: -1.34%
Max drawdown: -6.23%
Sortino ratio: -1.288
Calmar ratio: -1.04

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

5.44%

Ann. 9.61% (Sharpe / Sortino numerator)

Volatility

8.54%

Sharpe ratio

0.700

VaR 95%

-1.12%

CVaR 95%: -1.29%
Max drawdown: -6.23%
Sortino ratio: 0.811
Calmar ratio: 1.54

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%

CVaR 95%: -2.01%
Max drawdown: -7.36%
Sortino ratio: 0.446
Calmar ratio: 1.32

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%

CVaR 95%: -1.77%
Max drawdown: -15.53%
Sortino ratio: 0.537
Calmar ratio: 0.63

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%

CVaR 95%: -1.55%
Max drawdown: -15.53%
Sortino ratio: 0.660
Calmar ratio: 0.65

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.

Methodology: adjusted prices + daily simple return
Average daily return

0.061%

Best day

2.008%

31/03/2026
Worst day

-1.393%

10/10/2025
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