See what your fund actually adds
Global X Russell 2000 Covered Call ETF RYLD
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | RYLD | Replication |
|---|---|---|
| Annualized growth | 2.5% | 6.9% |
| Annualized volatility | 12.0% | 10.4% |
| Sharpe ratio | 0.27 | 0.69 |
| Maximum drawdown | 21.1% | 15.5% |
| Replication fit (R²) | 0.74 · Tracking error 6.1% | |
Replication portfolio
The published portfolio below is the investable basket used to model RYLD’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| WTMF | Alternatives · Mgt Futures | 45.4% |
| IJH | US Mid Cap | 27.6% |
| IWC | Micro Cap | 14.1% |
| SPHY | FI · High Yield | 12.9% |