Summary
XYLD
Prices · period metrics · 12M
NAV as of 31/08/2026
02/04/2025 → 02/04/2026
Return 19.01% 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: 31/08/2026

Current price: $41.48

Expense ratio: 0.60%

Assets under management
$3.2B
0.00% 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

0.97%

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

4.45%

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

7.53%

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

19.01%

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

25.77%

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

40.62%

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: 02/09/2025 - 31/08/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.071%

Best day

2.007%

31/03/2026
Worst day

-1.393%

10/10/2025
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