VTWV vs RYLD

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

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

VTWV vs RYLD - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

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

Net Assets

VTWV

$1.30B

RYLD

$1.30B

Expense Ratio

Winner

VTWV

0.06%

RYLD

0.60%

Max Drawdown

Winner

VTWV

47.32%

RYLD

48.37%

Sharpe Ratio

Winner

VTWV

1.80

RYLD

1.45

5Y Beta

VTWV

0.98

Winner

RYLD

0.73

P/E Ratio

VTWV

866.50

RYLD

N/A

Forward P/E

VTWV

12.22

RYLD

N/A

5Y Dividends CAGR

Winner

VTWV

15.13%

RYLD

-5.42%

5Y EPS CAGR

VTWV

6.18%

RYLD

N/A

Debt to Equity

VTWV

45.37%

RYLD

N/A

P/S Ratio

VTWV

1.27

RYLD

N/A

P/B Ratio

VTWV

1.57

RYLD

N/A

VTWV vs RYLD - Holdings Comparison

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

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

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

VTWV vs RYLD - Historical Returns

Returns include dividend reinvestment.

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

Winner

VTWV

+6.01%

RYLD

+3.10%

Winner

VTWV

+16.30%

RYLD

+7.96%

Winner

VTWV

+17.89%

RYLD

+9.54%

Winner

VTWV

+43.60%

RYLD

+20.55%

5Y(CAGR)

Winner

VTWV

+7.18%

RYLD

+2.73%

10Y(CAGR)

VTWV

+10.64%

RYLD

N/A

Max(CAGR)

Winner

VTWV

+10.72%

RYLD

+5.48%

VTWV vs RYLD - Annual Returns (2010 - 2026)

Returns include dividend reinvestment.

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

VTWV vs RYLD Drawdown Comparison

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

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

The current VTWV drawdown is -0.06%.

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

Correlation

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

0.93

-101

Dividend Comparison (2010 - 2026)

VTWV vs RYLD dividend yield comparison.

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