RYLD vs VTWV

Comparison between GLOBAL X RUSSELL 2000 COVERED CALL ETF (RYLD, ETF) and VANGUARD RUSSELL 2000 VALUE INDEX FUND ETF SHARES (VTWV, ETF).

5-Year PerformanceVTWV has outperformed RYLD, delivering a return of +7.2% compared to +2.7%

RYLD vs VTWV - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	RYLD(ETF)	VTWV(ETF)
Net Assets	$1.30B	$1.30B
Expense Ratio	0.60%	0.06%
Max Drawdown	48.37%	47.32%
Sharpe Ratio	1.45	1.80
5Y Beta	0.73	0.98
P/E Ratio	N/A	866.50
Forward P/E	N/A	12.22
5Y Dividends CAGR	-5.42%	15.13%
5Y EPS CAGR	N/A	6.18%
Debt to Equity	N/A	45.37%
P/S Ratio	N/A	1.27
P/B Ratio	N/A	1.57

Net Assets

RYLD

$1.30B

VTWV

$1.30B

Expense Ratio

RYLD

0.60%

Winner

VTWV

0.06%

Max Drawdown

RYLD

48.37%

Winner

VTWV

47.32%

Sharpe Ratio

RYLD

1.45

Winner

VTWV

1.80

5Y Beta

Winner

RYLD

0.73

VTWV

0.98

P/E Ratio

RYLD

N/A

VTWV

866.50

Forward P/E

RYLD

N/A

VTWV

12.22

5Y Dividends CAGR

RYLD

-5.42%

Winner

VTWV

15.13%

5Y EPS CAGR

RYLD

N/A

VTWV

6.18%

Debt to Equity

RYLD

N/A

VTWV

45.37%

P/S Ratio

RYLD

N/A

VTWV

1.27

P/B Ratio

RYLD

N/A

VTWV

1.57

RYLD vs VTWV - Holdings Comparison

RYLD and VTWV have 0 common holdings. Overlap is 0.00%

RYLD's top 25 holdings weight is 102.51%. VTWV's top 25 holdings weight is 13.09%.

Rank	RYLD	VTWV
#1	GLOBAL X RUSSELL 2000 ETF (RSSL) - 102.51%	ECHOSTAR CORP CLASS A (SATS) - 1.05%
#2	N/A	TTM TECHNOLOGIES INC (TTMI) - 1.02%
#3	N/A	n/a (CRC) - 0.62%
#4	N/A	COEUR MINING INC (CDE) - 0.58%
#5	N/A	HECLA MINING CO (HL) - 0.55%
#6	N/A	FLUOR CORP (FLR) - 0.54%
#7	N/A	UMB FINANCIAL CORP (UMBF) - 0.53%
#8	N/A	VIASAT INC (VSAT) - 0.51%
#9	N/A	CARETRUST REIT INC (CTRE) - 0.50%
#10	N/A	JACKSON FINANCIAL INC (JXN) - 0.49%
#11	N/A	SM ENERGY CO (SM) - 0.49%
#12	N/A	SLBBH1142 (n/a) - 0.49%
#13	N/A	n/a (PRAX) - 0.48%
#14	N/A	COMMERCIAL METALS CO (CMC) - 0.48%
#15	N/A	HUT 8 CORP (HUT) - 0.47%
#16	N/A	OLD NATIONAL BANCORP (ONB) - 0.47%
#17	N/A	ENERSYS (ENS) - 0.46%
#18	N/A	VAXCYTE INC ORDINARY SHARES (PCVX) - 0.45%
#19	N/A	ORMAT TECHNOLOGIES INC (ORA) - 0.44%
#20	N/A	CYTOKINETICS INC (CYTK) - 0.43%
#21	N/A	TERRENO REALTY CORP (TRNO) - 0.42%
#22	N/A	SOUTHWEST GAS HOLDINGS INC (SWX) - 0.41%
#23	N/A	GATX CORP (GATX) - 0.41%
#24	N/A	VALARIS LTD (VAL) - 0.40%
#25	N/A	TRANSOCEAN LTD (RIG) - 0.40%
Total Holdings	1	1408

RYLD vs VTWV - Historical Returns

Returns include dividend reinvestment.

Period	RYLD	VTWV
1 month	+3.10%	+6.01%
3 months	+7.96%	+16.30%
6 months	+9.54%	+17.89%
1 year	+20.55%	+43.60%
5 years(CAGR)	+2.73%	+7.18%
10 years(CAGR)	N/A	+10.64%
Max(CAGR)	+5.48%	+10.72%

RYLD

+3.10%

Winner

VTWV

+6.01%

RYLD

+7.96%

Winner

VTWV

+16.30%

RYLD

+9.54%

Winner

VTWV

+17.89%

RYLD

+20.55%

Winner

VTWV

+43.60%

5Y(CAGR)

RYLD

+2.73%

Winner

VTWV

+7.18%

10Y(CAGR)

RYLD

N/A

VTWV

+10.64%

Max(CAGR)

RYLD

+5.48%

Winner

VTWV

+10.72%

RYLD vs VTWV - Annual Returns (2010 - 2026)

Returns include dividend reinvestment.

Year	RYLD	VTWV
2026	+8.10%	+19.80%
2025	+5.55%	+12.87%
2024	+10.31%	+8.32%
2023	+0.38%	+15.35%
2022	-13.44%	-15.53%
2021	+23.31%	+29.81%
2020	-0.35%	+5.33%
2019	+8.91%	+21.90%
2018	N/A	-13.64%
2017	N/A	+7.38%
2016	N/A	+34.40%
2015	N/A	-7.09%
2014	N/A	+5.36%
2013	N/A	+30.38%
2012	N/A	+14.34%
2011	N/A	-6.79%
2010	N/A	+18.62%

RYLD vs VTWV Drawdown Comparison

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

The maximum drawdown for VTWV was -45.72%, occurring on Mar 23, 2020. Recovery took 584 trading sessions.

The current VTWV drawdown is -0.06%.

Rank	RYLD	VTWV
#1	-41.52% Feb 20, 2020 - Jan 7, 2021	-45.72% Aug 21, 2018 - Dec 15, 2020
#2	-21.36% Nov 19, 2021 - Jan 5, 2026	-28.07% Apr 29, 2011 - Sep 7, 2012
#3	-6.30% Feb 26, 2026 - May 1, 2026	-26.72% Nov 25, 2024 - Sep 18, 2025
#4	-5.29% Jul 30, 2019 - Oct 28, 2019	-25.74% Nov 8, 2021 - Jul 16, 2024
#5	-4.66% Jan 16, 2020 - Feb 13, 2020	-22.20% Jun 23, 2015 - Aug 5, 2016
#6	-4.46% Apr 28, 2021 - May 24, 2021	-12.42% Jul 1, 2014 - Dec 29, 2014
#7	-4.23% Jul 1, 2021 - Aug 11, 2021	-11.92% Jun 8, 2021 - Nov 3, 2021
#8	-4.21% Mar 22, 2021 - Apr 1, 2021	-11.01% Sep 14, 2012 - Jan 2, 2013
#9	-4.08% May 3, 2019 - Jun 13, 2019	-9.88% Jul 26, 2024 - Oct 16, 2024
#10	-3.68% Mar 1, 2021 - Mar 10, 2021	-9.72% Mar 12, 2021 - Jun 1, 2021
#11	-2.73% Aug 12, 2021 - Aug 27, 2021	-9.24% Jan 23, 2018 - May 17, 2018
#12	-2.61% Jan 22, 2026 - Feb 9, 2026	-8.64% Feb 9, 2026 - Apr 13, 2026
#13	-2.60% Jan 22, 2021 - Feb 3, 2021	-7.26% Jan 22, 2014 - Feb 28, 2014
#14	-2.05% Feb 24, 2021 - Mar 1, 2021	-7.01% Oct 24, 2025 - Nov 26, 2025
#15	-2.04% Apr 16, 2021 - Apr 23, 2021	-6.84% Mar 1, 2017 - Sep 25, 2017

Correlation

Correlation between RYLD and VTWV is 0.93 which considered as a very strong positive correlation - the stocks move almost identically together.

0.93

-101

Dividend Comparison (2010 - 2026)

RYLD vs VTWV dividend yield comparison.

Year	RYLD	VTWV
2026	4.89%	0.32%
2025	12.00%	1.79%
2024	12.03%	1.78%
2023	12.64%	2.02%
2022	13.49%	2.07%
2021	12.35%	1.60%
2020	10.76%	1.49%
2019	6.43%	1.82%
2018	0.00%	2.04%
2017	0.00%	1.63%
2016	0.00%	1.57%
2015	0.00%	2.03%
2014	0.00%	1.71%
2013	0.00%	1.42%
2012	0.00%	1.92%
2011	0.00%	1.27%
2010	0.00%	0.70%