Summary
XYLG
Prices · period metrics · 12M
NAV as of 11/06/2026
02/04/2025 → 02/04/2026
Return 20.47% Volatility 16.34% Sharpe 0.59
Official loaded data — not a live quote.

GLOBAL X S&P 500 COVERED CALL & GROWTH ETF

Symbol: XYLG

Exchange: NYSE

Sector: Technology

Category: Derivative Income

Inception date: 18/09/2020

Latest date: 11/06/2026

Current price: $28.56

Expense ratio: 0.35%

Assets under management
$67.2M
1.34% 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

0.42%

Ann. -35.49% (Sharpe / Sortino numerator)

Volatility

16.59%

Sharpe ratio

-2.358

VaR 95%

-1.43%

CVaR 95%: -1.53%
Max drawdown: -6.46%
Sortino ratio: -4.519
Calmar ratio: -5.50

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

6.33%

Ann. -11.90% (Sharpe / Sortino numerator)

Volatility

12.85%

Sharpe ratio

-1.208

VaR 95%

-1.41%

CVaR 95%: -1.54%
Max drawdown: -7.52%
Sortino ratio: -1.879
Calmar ratio: -1.58

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

6.47%

Ann. 2.38% (Sharpe / Sortino numerator)

Volatility

11.11%

Sharpe ratio

-0.113

VaR 95%

-1.28%

CVaR 95%: -1.56%
Max drawdown: -7.52%
Sortino ratio: -0.158
Calmar ratio: 0.32

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

20.47%

Ann. 13.20% (Sharpe / Sortino numerator)

Volatility

16.34%

Sharpe ratio

0.585

VaR 95%

-1.23%

CVaR 95%: -2.37%
Max drawdown: -7.92%
Sortino ratio: 0.693
Calmar ratio: 1.67

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

31.85%

Ann. 11.62% (Sharpe / Sortino numerator)

Volatility

14.10%

Sharpe ratio

0.567

VaR 95%

-1.26%

CVaR 95%: -2.10%
Max drawdown: -17.42%
Sortino ratio: 0.674
Calmar ratio: 0.67

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

53.12%

Ann. 14.20% (Sharpe / Sortino numerator)

Volatility

12.55%

Sharpe ratio

0.843

VaR 95%

-1.17%

CVaR 95%: -1.84%
Max drawdown: -17.42%
Sortino ratio: 1.024
Calmar ratio: 0.82

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

0.076%

Best day

2.416%

31/03/2026
Worst day

-2.085%

10/10/2025
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
11/06/2026 $28.18 $28.56 $28.13 $28.56 19,100
10/06/2026 $28.23 $28.57 $28.16 $28.16 31,200
09/06/2026 $28.66 $28.66 $28.05 $28.44 12,500
08/06/2026 $28.61 $28.73 $28.52 $28.63 23,300
05/06/2026 $28.98 $28.98 $28.40 $28.52 23,900
04/06/2026 $28.96 $29.10 $28.90 $29.06 10,300
03/06/2026 $28.98 $29.06 $28.93 $28.97 11,100
02/06/2026 $29.07 $29.13 $29.02 $29.07 23,800
01/06/2026 $29.22 $29.22 $28.93 $29.08 23,900
29/05/2026 $28.93 $29.06 $28.92 $29.03 25,600