Global X Dow 30 Covered Call ETF

10-Year Study

DJIA.US · · US · ETF

Executive Summary: Global X Dow 30 Covered Call ETF has compounded at 6.0% annually over the last 10 years, with a maximum drawdown of 15.7% and an annualized volatility of 10.0%.

1Y CAGR
+9.3%
3Y CAGR
+9.5%
5Y CAGR
+6.0%
10Y CAGR
+6.0%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
15.7%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.20
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.30
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
9.8%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · +14.5%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · -2.2%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
75%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20261.61.1-5.81.0————————-2.2%
20253.10.4-3.1-3.01.12.4-0.01.90.92.12.40.99.1%
20241.91.71.8-1.8-1.01.61.92.51.6-1.35.3-0.414.5%
20233.2-0.2-0.11.1-1.74.21.2-0.1-2.9-0.02.51.89.2%
2022——4.0-3.0-2.6-2.83.4-4.7-6.89.21.5-1.5-4.4%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 10.0%. The dominant macroeconomic risk driver is VTV.US, accounting for 45.5% of variance. Idiosyncratic stock-specific factors contribute 9.6%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2022-02-0110000
2022-03-0110396.517232336813
2022-04-0110086.40845739753
2022-05-019822.829339345977
2022-06-019543.07597526999
2022-07-019865.414058178962
2022-08-019400.741007087146
2022-09-018761.908960677727
2022-10-019564.624841544033
2022-11-019705.989320611814
2022-12-019564.204582540815
2023-01-019868.95133354938
2023-02-019853.268916521905
2023-03-019843.551429052379
2023-04-019947.120653268
2023-05-019778.90024975065
2023-06-0110190.30633102439
2023-07-0110308.181538147952
2023-08-0110292.874720447604
2023-09-019997.765871075531
2023-10-019997.09826617396
2023-11-0110250.813321408818
2023-12-0110439.55427353021
2024-01-0110633.365816567824
2024-02-0110810.36356411698
2024-03-0111003.567048487812
2024-04-0110808.23936670289
2024-05-0110697.281828893894
2024-06-0110865.810269664284
2024-07-0111077.292157875392
2024-08-0111357.214427136592
2024-09-0111544.553752500655
2024-10-0111398.506305602728
2024-11-0112000.684781700069
2024-12-0111955.565912528871
2025-01-0112320.683957213741
2025-02-0112366.40630457212
2025-03-0111983.455307687991
2025-04-0111626.891308654473
2025-05-0111752.206359766898
2025-06-0112036.949583806174
2025-07-0112033.7008786505
2025-08-0112263.014573940965
2025-09-0112369.676767005889
2025-10-0112631.98136660899
2025-11-0112929.33350586473
2025-12-0113045.231090921374
2026-01-0113258.043608456022
2026-02-0113406.320649603616
2026-03-0112631.839967203767
2026-04-0112751.914491606842
Annual Return Matrix
YearAnnual Return
20230.0915235222579116
20240.14521804277051875
20250.0911429192365194
2026-0.022484584387214235
Total Factor Risk
0.09996932368822338
VTI.US Exposure
-0.3056229627356166
VEA.US Exposure
-0.042817363522236564
VWO.US Exposure
-0.0023764333965523654
QQQ.US Exposure
0.13788885396696524
VTV.US Exposure
0.4545194050344311
IJR.US Exposure
-0.04040408943802532
QUAL.US Exposure
0.2777046226173683
SHV.US Exposure
0.007509349207991376
TLT.US Exposure
-0.007746911149243061
LQD.US Exposure
-0.044002801407848194
HYG.US Exposure
0.29047421972709947
GLD.US Exposure
0.025057505527690767
USO.US Exposure
0.012614947125605493
VNQ.US Exposure
0.09199335356775204
BTC-USD.CC Exposure
-0.011307215855026573
CPER.US Exposure
-0.010538869432474408
VIX.INDX Exposure
0.06291727820091253
UUP.US Exposure
0.00259517208164963
TIP.US Exposure
0.00576159577930512
Idiosyncratic Exposure
0.09578034410025217
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
0
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
10.0%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →N/A
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.00%
Market Cap$0
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$191
Avg Yield on Cost
1.91%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$190.681.91%Solid

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
-2.1%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+0.6%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
5.6% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
0.46
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Global X Dow 30 Covered Call ETF a high-risk investment?

Global X Dow 30 Covered Call ETF (DJIA.US) has an annualized volatility of 10.0% and experienced a maximum drawdown of 15.7% over the last 10 years. Its primary macro risk driver is VTV.US.

What is the 10-year return of DJIA.US?

Over the past 10 years, DJIA.US has generated a Compound Annual Growth Rate (CAGR) of 6.0%. It has had a positive return in 75% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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