Global X Russell 2000 Covered Call & Growth ETF (RYLG) Performance
RYLG total return
Distributions reinvested · as of Oct 23, 2026- YTD
- +10.9% since Dec 31, 2025
- 1 year
- +11.9% total return
- 3 years
- +15.3% a year
- Since first price
- +9.3% a year since 2022
RYLG trailing returns vs SPY, QQQ, AGG
| Period | RYLG total return | Price only | S&P 500 (SPY) | Nasdaq-100 (QQQ) | U.S. bonds (AGG) |
|---|---|---|---|---|---|
| 1 month | −1.7% | −2.2% | −1.0% | −5.0% | +0.9% |
| 3 months | −3.5% | −4.9% | +3.2% | +1.9% | −0.4% |
| 6 months | +3.0% | −0.4% | +7.8% | +8.4% | −1.5% |
| YTD | +10.9% | +4.4% | +12.3% | +15.1% | −1.0% |
| 1 year | +11.9% | +0.7% | +14.4% | +15.9% | −1.1% |
| 3 years | +53.2%+15.3%/yr | +3.1% | +87.4%+23.3%/yr | +101.4%+26.3%/yr | +16.6%+5.2%/yr |
| Since inceptionOct 5, 2022 | +43.1%+9.3%/yr | −12.2% | — | — | — |
Total return from adjusted closes (distributions reinvested, before tax). Periods of 3 years or more are also shown annualized. Price only excludes distributions.
Growth of $10,000: RYLG vs SPY
From Oct 5, 2022: RYLG grew to $14,310, SPY to $21,226.
Year-end values with distributions reinvested, no taxes or trading costs. Start: first common trading day of both funds.
RYLG returns by calendar year
3 of 3 full years positive. Best 2024 (+10.6%), worst 2023 (+8.3%). 2026 is year to date.
RYLG annual returns table
| Year | RYLG | Largest drop | SPY | QQQ | AGG |
|---|---|---|---|---|---|
| 2026YTD | +10.9% | −8.5% | +12.3% | +15.1% | −1.0% |
| 2025 | +9.4% | −21.1% | +17.7% | +20.8% | +7.2% |
| 2024 | +10.6% | −8.2% | +24.9% | +25.6% | +1.3% |
| 2023 | +8.3% | −14.3% | +26.2% | +54.9% | +5.7% |
Largest drop = deepest fall from a high within that calendar year.
Calendar-year return vs largest drop within the year
Most years include a sizable fall at some point even when the year ends higher.
RYLG largest drawdowns
Now 7.1% below the high| Peak | Decline | Bottom | Recovered | Fall | Underwater |
|---|---|---|---|---|---|
| Nov 25, 2024 | −22.4% | Apr 8, 2025 | Sep 11, 2025 | 4 months | 10 months |
| Feb 2, 2023 | −14.3% | Oct 27, 2023 | Dec 26, 2023 | 9 months | 11 months |
Declines from a closing high (distributions reinvested) of 10% or more. Underwater = time from the peak until the old high was regained.
RYLG risk statistics
| Statistic | 3 years | Since 2022 |
|---|---|---|
| Annualized return | +13.4% | +9.4% |
| Volatility (annualized) | 13.9% | 13.9% |
| Sharpe ratio | 0.66 | 0.40 |
| Sortino ratio | 1.09 | 0.62 |
| Best month | +8.2% | +8.2% |
| Worst month | −5.7% | −5.7% |
| Best 12 months | +32.3% | +32.3% |
| Worst 12 months | −1.3% | −8.0% |
| Positive months | 64% | 57% |
| Beta vs S&P 500 | 0.90 | — |
| Correlation with S&P 500 | 0.81 | — |
From monthly total returns. Sharpe and Sortino use 1–3 month T-bills (BIL) as the risk-free rate, so they need history from 2007 on.
RYLG rolling returns
| Holding period | Periods | Worst | Median | Best | Positive |
|---|---|---|---|---|---|
| 1-year | 37 | −8.0% | +10.5% | +32.3% | 89% |
| 3-year (a year) | 13 | +7.7% | +11.5% | +15.3% | 100% |
Every holding period starting at a month-end since 2022. Returns for 3 years and longer are annualized.
RYLG performance overview
Global X Russell 2000 Covered Call & Growth ETF (RYLG) returned +11.9% over the past year, with distributions reinvested. Since its first recorded price in 2022 it has returned +9.3% a year, turning $10,000 into about $14,310. Over the same year S&P 500 (SPY) returned +14.4%.
The deepest decline was −22.4%, from Nov 25, 2024 to Apr 8, 2025, and it took 5 months to get back to the old high. RYLG finished 3 of its 3 full calendar years with a gain; the best year was 2024 (+10.6%) and the worst 2023 (+8.3%). Volatility has been 13.9% a year.
Related: RYLG chart, RYLG dividends. See the RYLG overview for the latest quote and fund facts.
RYLG performance FAQ
What is the RYLG return over the past year?
RYLG returned +11.9% over the 12 months to October 23, 2026, including reinvested distributions. On price alone it rose 0.7%.
How much would $10,000 invested in RYLG be worth?
$10,000 invested in RYLG at its first recorded close on October 5, 2022 would be worth about $14,310 on October 23, 2026 with distributions reinvested.
What was the worst year for RYLG?
The worst calendar year was 2023, with a total return of +8.3%. The best was 2024 at +10.6%.
What is the biggest drawdown of RYLG?
The largest peak-to-trough decline was −22.4% between November 25, 2024 and April 8, 2025. It recovered to the old high on September 11, 2025, 5 months after the bottom.
How volatile is RYLG?
Over the past 3 years RYLG had an annualized volatility of 13.9% and a Sharpe ratio of 0.66 (excess return over 1–3 month T-bills per unit of risk).