RYLD vs VTEI

Comparison between GLOBAL X RUSSELL 2000 COVERED CALL ETF (RYLD, ETF) and VANGUARD INTERMEDIATE-TERM TAX-EXEMPT BOND ETF ETF SHARES (VTEI, ETF).

RYLD vs VTEI - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	RYLD(ETF)	VTEI(ETF)
Net Assets	$1.30B	$1.30B
Expense Ratio	0.60%	0.08%
Max Drawdown	48.37%	4.79%
Sharpe Ratio	1.48	0.92
5Y Beta	0.74	0.02
5Y Dividends CAGR	-6.77%	N/A

Net Assets

RYLD

$1.30B

VTEI

$1.30B

Expense Ratio

RYLD

0.60%

Winner

VTEI

0.08%

Max Drawdown

RYLD

48.37%

Winner

VTEI

4.79%

Sharpe Ratio

Winner

RYLD

1.48

VTEI

0.92

5Y Beta

RYLD

0.74

Winner

VTEI

0.02

5Y Dividends CAGR

RYLD

-6.77%

VTEI

N/A

RYLD vs VTEI - Historical Returns

Returns include dividend reinvestment.

Period	RYLD	VTEI
1 month	+3.74%	+0.39%
3 months	+2.28%	-0.54%
6 months	+8.35%	+1.40%
1 year	+20.84%	+6.00%
5 years(CAGR)	+2.73%	N/A
Max(CAGR)	+5.20%	+3.05%

Winner

RYLD

+3.74%

VTEI

+0.39%

Winner

RYLD

+2.28%

VTEI

-0.54%

Winner

RYLD

+8.35%

VTEI

+1.40%

Winner

RYLD

+20.84%

VTEI

+6.00%

5Y(CAGR)

RYLD

+2.73%

VTEI

N/A

Max(CAGR)

Winner

RYLD

+5.20%

VTEI

+3.05%

RYLD vs VTEI - Annual Returns (2019 - 2026)

Returns include dividend reinvestment.

Year	RYLD	VTEI
2026	+5.46%	+0.75%
2025	+5.55%	+4.48%
2024	+10.31%	+1.55%
2023	+0.38%	N/A
2022	-13.44%	N/A
2021	+23.31%	N/A
2020	-0.35%	N/A
2019	+8.91%	N/A

RYLD vs VTEI Drawdown Comparison

The maximum drawdown for RYLD was -41.52%, occurring on Mar 18, 2020. Recovery took 223 trading sessions.

The maximum drawdown for VTEI was -3.64%, occurring on Apr 10, 2025. Recovery took 128 trading sessions.

The current RYLD drawdown is -0.06%. The current VTEI drawdown is -1.16%.

Rank	RYLD	VTEI
#1	-41.52% Feb 20, 2020 - Jan 7, 2021	-3.64% Mar 3, 2025 - Sep 4, 2025
#2	-21.36% Nov 19, 2021 - Jan 5, 2026	-2.61% Feb 27, 2026 - Mar 26, 2026
#3	-6.30% Feb 26, 2026 - May 1, 2026	-2.06% Feb 1, 2024 - Jul 12, 2024
#4	-5.29% Jul 30, 2019 - Oct 28, 2019	-1.87% Oct 2, 2024 - Dec 4, 2024
#5	-4.66% Jan 16, 2020 - Feb 13, 2020	-1.80% Dec 4, 2024 - Feb 25, 2025
#6	-4.46% Apr 28, 2021 - May 24, 2021	-0.69% Aug 5, 2024 - Aug 23, 2024
#7	-4.23% Jul 1, 2021 - Aug 11, 2021	-0.36% Nov 11, 2025 - Nov 28, 2025
#8	-4.21% Mar 22, 2021 - Apr 1, 2021	-0.35% Sep 23, 2025 - Oct 10, 2025
#9	-4.08% May 3, 2019 - Jun 13, 2019	-0.26% Aug 23, 2024 - Sep 5, 2024
#10	-3.68% Mar 1, 2021 - Mar 10, 2021	-0.21% Nov 28, 2025 - Dec 22, 2025
#11	-2.73% Aug 12, 2021 - Aug 27, 2021	-0.20% Jan 15, 2026 - Jan 27, 2026
#12	-2.61% Jan 22, 2026 - Feb 9, 2026	-0.19% Jul 12, 2024 - Jul 30, 2024
#13	-2.60% Jan 22, 2021 - Feb 3, 2021	-0.18% Oct 22, 2025 - Nov 11, 2025
#14	-2.05% Feb 24, 2021 - Mar 1, 2021	-0.14% Sep 17, 2024 - Sep 27, 2024
#15	-2.04% Apr 16, 2021 - Apr 23, 2021	-0.12% Feb 26, 2025 - Feb 28, 2025