GLOBAL X S&P 500 COVERED CALL ETF

Symbol: XYLD

Exchange: NYSE ARCA

Sector: Technology

Category: Derivative Income

Inception Date: 21/06/2013

Latest Date: 02/04/2026

Current Price: $39.37

Expense Ratio: 0.60%

Assets Under Management
$3.2B
0.82% 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

-3.36%

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
Return

-1.64%

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
Return

4.65%

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
Return

9.68%

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
Return

20.32%

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
Return

33.33%

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

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.

Methodology: adjusted prices + daily simple return
Average Daily Return

0.041%

Best Day

8.956%

09/04/2025
Worst Day

-5.852%

04/04/2025
Days with Data

251

Recent Price History (Last 90 Days)

Date Open High Low Close Volume
02/04/2026 $39.05 $39.39 $38.99 $39.37 463,900
01/04/2026 $39.29 $39.42 $39.23 $39.31 689,000
31/03/2026 $38.71 $39.19 $38.66 $39.13 1,485,200
30/03/2026 $38.63 $38.70 $38.22 $38.36 953,700
27/03/2026 $38.64 $38.70 $38.31 $38.36 985,000
26/03/2026 $38.99 $39.09 $38.77 $38.78 1,026,600
25/03/2026 $39.19 $39.25 $39.06 $39.15 1,057,500
24/03/2026 $38.93 $39.13 $38.88 $39.01 1,428,800
23/03/2026 $39.15 $39.28 $39.00 $39.06 2,185,000
20/03/2026 $39.57 $39.57 $39.03 $39.19 1,134,900