GLOBAL X RUSSELL 2000 COVERED CALL ETF
Symbol: RYLD
Exchange: NYSE ARCA
Sector: Healthcare
Category: Derivative Income
Inception Date: 18/04/2019
Latest Date: 02/04/2026
Current Price: $15.07
Expense Ratio: 0.60%
Assets Under Management
$1.3B
1.41% daily change
Period Performance
Adjusted cumulative ETF performance normalized to the first available adjusted price of the selected period.
Adjusted Return
--
--
Performance Metrics
Return
-4.20%
Volatility
18.39%
Sharpe Ratio
-2.236
VaR 95%
-1.95%
CVaR 95%:
-1.96%
Max Drawdown:
-5.87%
Sortino Ratio:
-3.738
Calmar Ratio:
-6.38
Return
-0.42%
Volatility
14.28%
Sharpe Ratio
-0.374
VaR 95%
-1.86%
CVaR 95%:
-1.92%
Max Drawdown:
-7.22%
Sortino Ratio:
-0.518
Calmar Ratio:
-0.24
Return
4.58%
Volatility
13.13%
Sharpe Ratio
0.444
VaR 95%
-1.71%
CVaR 95%:
-1.89%
Max Drawdown:
-7.22%
Sortino Ratio:
0.579
Calmar Ratio:
1.31
Return
10.39%
Volatility
16.40%
Sharpe Ratio
0.415
VaR 95%
-1.63%
CVaR 95%:
-2.55%
Max Drawdown:
-7.79%
Sortino Ratio:
0.469
Calmar Ratio:
1.34
Return
13.20%
Volatility
14.42%
Sharpe Ratio
0.194
VaR 95%
-1.36%
CVaR 95%:
-2.26%
Max Drawdown:
-19.05%
Sortino Ratio:
0.229
Calmar Ratio:
0.34
Return
19.15%
Volatility
13.08%
Sharpe Ratio
0.184
VaR 95%
-1.26%
CVaR 95%:
-2.04%
Max Drawdown:
-19.05%
Sortino Ratio:
0.220
Calmar Ratio:
0.32
Daily Returns for Period 12M
Daily simple returns calculated over the official metric window from the same adjusted price series used in the chart: 02/04/2025 - 02/04/2026.
Average Daily Return
0.045%
Best Day
8.601%
09/04/2025
Worst Day
-4.918%
03/04/2025
Days with Data
251
Recent Price History (Last 90 Days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 02/04/2026 | $14.86 | $15.08 | $14.86 | $15.07 | 1,056,900 |
| 01/04/2026 | $14.97 | $15.07 | $14.97 | $15.01 | 1,209,600 |
| 31/03/2026 | $14.79 | $14.96 | $14.77 | $14.95 | 1,336,100 |
| 30/03/2026 | $14.79 | $14.80 | $14.61 | $14.64 | 1,062,000 |
| 27/03/2026 | $14.78 | $14.84 | $14.71 | $14.72 | 1,045,900 |
| 26/03/2026 | $14.87 | $14.94 | $14.83 | $14.84 | 858,300 |
| 25/03/2026 | $14.90 | $14.97 | $14.88 | $14.95 | 1,131,500 |
| 24/03/2026 | $14.75 | $14.90 | $14.75 | $14.85 | 1,379,500 |
| 23/03/2026 | $14.81 | $14.96 | $14.80 | $14.84 | 3,424,700 |
| 20/03/2026 | $15.03 | $15.07 | $14.74 | $14.81 | 1,647,300 |