Summary
XYLG
Prices · period metrics · 12M
NAV as of 31/08/2026
02/04/2025 → 02/04/2026
Return 19.85% 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: 31/08/2026

Current price: $29.50

Expense ratio: 0.35%

Assets under management
$64.1M
0.07% daily change

Period performance

Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.

Adjusted return
--
--

Performance metrics

Period total return

1.14%

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

2.75%

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

10.19%

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

19.85%

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

34.00%

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

57.63%

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

Methodology: adjusted prices + daily simple return
Average daily return

0.075%

Best day

2.416%

31/03/2026
Worst day

-2.084%

10/10/2025
Days with data

249

Recent price history (last 90 days)

Date Open High Low Close Volume
31/08/2026 $29.48 $29.52 $29.43 $29.50 16,000
27/08/2026 $29.50 $29.60 $29.45 $29.57 5,600
26/08/2026 $29.40 $29.45 $29.36 $29.44 4,400
25/08/2026 $29.37 $29.41 $29.37 $29.39 3,100
24/08/2026 $29.34 $29.38 $29.30 $29.31 5,700
21/08/2026 $29.54 $29.57 $29.49 $29.52 7,200
20/08/2026 $29.55 $29.58 $29.41 $29.41 7,200
19/08/2026 $29.61 $29.63 $29.52 $29.59 6,800
18/08/2026 $29.67 $29.67 $29.50 $29.50 12,300
17/08/2026 $29.70 $29.72 $29.61 $29.61 15,200