Performance analysis of RYLD (GLOBAL X RUSSELL 2000 COVERED CALL ETF)
Annual Return
Over the past 3 years, RYLD has had an average annual return of +8.57%, underperforming the benchmark SPY, which returned +19.63% annual.
Over the past 5 years, RYLD has had an average annual return of +3.41%, underperforming the benchmark SPY, which returned +12.73% annual.
Since Apr 22, 2019, RYLD has had an average annual return of +5.88%, underperforming the benchmark SPY, which returned +15.65% annual.
| 2026 | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | ||||
|---|---|---|---|---|---|---|---|---|---|---|---|
| +12.71% | +5.61% | +10.12% | +0.28% | -13.05% | +22.14% | -0.45% | +8.91% |
Monthly Return
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Annually Total |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | +1.94% | +2.52% | -3.65% | +4.47% | +2.98% | +2.50% | +1.51% | +12.71% | |||||
| 2025 | +2.37% | -2.10% | -4.98% | -3.06% | +1.15% | +3.79% | -0.46% | +3.96% | +0.54% | +3.41% | +0.54% | +0.74% | +5.61% |
| 2024 | -1.46% | +2.06% | +3.52% | -2.52% | +0.70% | -0.47% | +2.26% | +0.62% | +0.94% | +0.02% | +5.43% | -1.15% | +10.12% |
| 2023 | +3.81% | -0.02% | -5.17% | +1.07% | +0.16% | +2.44% | +1.67% | -2.54% | -1.93% | -4.74% | +4.34% | +1.73% | +0.28% |
| 2022 | -5.67% | +2.79% | +3.68% | -6.16% | -2.68% | -2.65% | +4.17% | -4.96% | -6.59% | +7.32% | +0.93% | -2.88% | -13.05% |
| 2021 | +0.52% | +5.24% | +4.71% | +3.39% | +2% | +2.89% | -0.84% | +1.65% | -0.46% | +2.33% | -2.89% | +1.92% | +22.14% |
| 2020 | -3.45% | -7.13% | -23.15% | +7.33% | +8.27% | +0.85% | +5.36% | +3.02% | +0.75% | +0.17% | +10.40% | +1.95% | -0.45% |
| 2019 | +0.86% | -3.74% | +6.78% | +2.19% | -2.82% | +0.67% | +2.20% | +1.92% | +0.89% | +8.91% |
Drawdown analysis of RYLD (GLOBAL X RUSSELL 2000 COVERED CALL ETF)
The maximum drawdown for the RYLD was -41.52%, occurring on Mar 18, 2020. Recovery took 204 trading sessions.
Since Apr 22, 2019 RYLD has experienced the following drawdowns:
- 40% or more: 1 time
- 30% or more: 1 time
- 20% or more: 2 times
- 10% or more: 2 times
| Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -41.52% | Feb 20, 2020 | 19 | Mar 18, 2020 | 204 | Jan 7, 2021 | 223 |
| -21.36% | Nov 19, 2021 | 847 | Apr 8, 2025 | 186 | Jan 5, 2026 | 1033 |
| -6.30% | Feb 26, 2026 | 22 | Mar 30, 2026 | 23 | May 1, 2026 | 45 |
| -5.28% | Jul 30, 2019 | 12 | Aug 15, 2019 | 51 | Oct 28, 2019 | 63 |
| -4.67% | Jan 16, 2020 | 10 | Jan 31, 2020 | 9 | Feb 13, 2020 | 19 |
| -4.46% | Apr 28, 2021 | 10 | May 12, 2021 | 8 | May 24, 2021 | 18 |
| -4.24% | Jul 1, 2021 | 11 | Jul 19, 2021 | 17 | Aug 11, 2021 | 28 |
| -4.21% | Mar 22, 2021 | 2 | Mar 24, 2021 | 6 | Apr 1, 2021 | 8 |
| -4.08% | May 3, 2019 | 19 | May 31, 2019 | 9 | Jun 13, 2019 | 28 |
| -3.68% | Mar 1, 2021 | 3 | Mar 4, 2021 | 4 | Mar 10, 2021 | 7 |
| -2.73% | Aug 12, 2021 | 5 | Aug 19, 2021 | 6 | Aug 27, 2021 | 11 |
| -2.61% | Jan 22, 2026 | 10 | Feb 5, 2026 | 2 | Feb 9, 2026 | 12 |
| -2.60% | Jan 22, 2021 | 5 | Jan 29, 2021 | 3 | Feb 3, 2021 | 8 |
| -2.05% | Feb 24, 2021 | 1 | Feb 25, 2021 | 2 | Mar 1, 2021 | 3 |
| -2.04% | Apr 16, 2021 | 2 | Apr 20, 2021 | 3 | Apr 23, 2021 | 5 |
| -1.92% | Sep 15, 2021 | 3 | Sep 20, 2021 | 3 | Sep 23, 2021 | 6 |
| -1.52% | Feb 9, 2026 | 3 | Feb 12, 2026 | 3 | Feb 18, 2026 | 6 |
| -1.50% | Sep 27, 2021 | 3 | Sep 30, 2021 | 5 | Oct 7, 2021 | 8 |
| -1.43% | May 14, 2026 | 3 | May 19, 2026 | 2 | May 21, 2026 | 5 |
| -1.39% | Oct 14, 2021 | 9 | Oct 27, 2021 | 3 | Nov 1, 2021 | 12 |
| -1.11% | Apr 6, 2021 | 1 | Apr 7, 2021 | 5 | Apr 14, 2021 | 6 |
| -0.99% | Jun 20, 2019 | 3 | Jun 25, 2019 | 3 | Jun 28, 2019 | 6 |
| -0.95% | Jun 4, 2026 | 1 | Jun 5, 2026 | 4 | Jun 11, 2026 | 5 |
| -0.93% | Nov 27, 2019 | 3 | Dec 3, 2019 | 3 | Dec 6, 2019 | 6 |
| -0.90% | Feb 20, 2026 | 1 | Feb 23, 2026 | 2 | Feb 25, 2026 | 3 |