GLOBAL X RUSSELL 2000 COVERED CALL & GROWTH ETF
Symbol: RYLG
Exchange: NYSE ARCA
Sector: Healthcare
Category: Derivative Income
Inception Date: 04/10/2022
Latest Date: 02/04/2026
Current Price: $22.05
Expense Ratio: 0.35%
Assets Under Management
$8.0M
0.17% daily change
Period Performance
Adjusted cumulative ETF performance normalized to the first available adjusted price of the selected period.
Adjusted Return
--
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Performance Metrics
Return
-4.88%
Volatility
22.18%
Sharpe Ratio
-2.065
VaR 95%
-2.15%
CVaR 95%:
-2.24%
Max Drawdown:
-7.11%
Sortino Ratio:
-4.219
Calmar Ratio:
-5.93
Return
0.15%
Volatility
18.32%
Sharpe Ratio
-0.165
VaR 95%
-2.06%
CVaR 95%:
-2.16%
Max Drawdown:
-8.95%
Sortino Ratio:
-0.257
Calmar Ratio:
0.07
Return
3.86%
Volatility
17.23%
Sharpe Ratio
0.249
VaR 95%
-1.85%
CVaR 95%:
-2.21%
Max Drawdown:
-8.95%
Sortino Ratio:
0.375
Calmar Ratio:
0.89
Return
17.05%
Volatility
19.63%
Sharpe Ratio
0.688
VaR 95%
-1.76%
CVaR 95%:
-2.85%
Max Drawdown:
-8.95%
Sortino Ratio:
0.897
Calmar Ratio:
1.91
Return
19.09%
Volatility
18.04%
Sharpe Ratio
0.307
VaR 95%
-1.75%
CVaR 95%:
-2.69%
Max Drawdown:
-22.37%
Sortino Ratio:
0.411
Calmar Ratio:
0.41
Return
31.58%
Volatility
17.07%
Sharpe Ratio
0.351
VaR 95%
-1.62%
CVaR 95%:
-2.48%
Max Drawdown:
-22.37%
Sortino Ratio:
0.488
Calmar Ratio:
0.43
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
0.07%
Best Day
8.782%
09/04/2025
Worst Day
-5.735%
03/04/2025
Days with Data
251
Recent Price History (Last 90 Days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 02/04/2026 | $22.02 | $22.05 | $22.00 | $22.05 | 800 |
| 01/04/2026 | $21.92 | $21.92 | $21.92 | $21.92 | 400 |
| 31/03/2026 | $21.54 | $21.83 | $21.50 | $21.81 | 2,400 |
| 30/03/2026 | $21.41 | $21.41 | $21.25 | $21.25 | 700 |
| 27/03/2026 | $21.67 | $21.67 | $21.44 | $21.45 | 2,900 |
| 26/03/2026 | $21.95 | $21.95 | $21.72 | $21.72 | 2,900 |
| 25/03/2026 | $21.95 | $22.00 | $21.95 | $22.00 | 600 |
| 24/03/2026 | $21.57 | $21.90 | $21.57 | $21.80 | 2,800 |
| 23/03/2026 | $21.69 | $21.75 | $21.69 | $21.75 | 300 |
| 20/03/2026 | $21.71 | $21.71 | $21.53 | $21.53 | 600 |