Global X S&P 500 Covered Call & Growth ETF
Provider: Exchange
| Annualised Return | 12.23% |
| Realised Volatility | 12.17% |
| Downside Volatility | 7.8% |
| Max Drawdown | -20.99% |
| Winning months | 64.06% |
| Sharpe Ratio | 1 |
| Sortino Ratio | 1.57 |
| Calmar Ratio | 0.58 |
| Viking Ratio | 0.34 |
Monthly performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 2.43% | -1% | -5.24% | -1.18% | 3.31% | 3.85% | 1.56% | 1.62% | 2.56% | 2.64% | 1.07% | -0.05% | 11.82% |
| 2024 | 2.05% | 3.3% | 2.93% | -2.96% | 2.84% | 2.81% | 1.11% | 2.61% | 1.77% | -0.38% | 4.62% | -0.18% | 22.31% |
| 2023 | 5% | -1.02% | 2.47% | 1.49% | 0.68% | 4.4% | 2.26% | -1.62% | -3.83% | -1.76% | 6.12% | 3.1% | 18.15% |
| 2022 | -3.53% | -2.57% | 4.29% | -7% | -1.52% | -6.1% | 6.67% | -4.31% | -8.17% | 7.13% | 3.48% | -3.49% | -15.46% |
| 2021 | -0.43% | 2.3% | 3.96% | 3.31% | 0.91% | 2.14% | 1.23% | 2.88% | -3.36% | 5.52% | -0.77% | 4.21% | 23.81% |
| 2020 | 1.4% | -3.28% | 10.01% | 2.79% | 10.9% |