ETF global

The chart shows the growth of an initial investment of $10,000 in ETF global , comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced Every 3 months.

As of Jun 13, 2026, the ETF global returned 2.61% Year-To-Date and 10.60% of annualized return in the last 10 years.

Based on dividend-adjusted daily data since Mar 31, 2011, ETF global 's average daily return is +0.04%, while the average monthly return is +0.74%. At this rate, an investment would double in approximately 7.8 years.

Historically, 58% of months were positive and 42% were negative. The best month was Nov 2022 with a return of +15.8%, while the worst month was Sep 2011 at -12.6%. The longest winning streak lasted 15 consecutive months, and the longest losing streak was 5 months.

On a daily basis, ETF global closed higher 54% of trading days. The best single day was Mar 16, 2022 with a return of +8.2%, while the worst single day was Mar 16, 2020 at -10.9%.

ETF global has an annualized alpha of -2.38%, beta of 0.93, and R2 of 0.76 versus S&P 500 Index. Calculated based on daily prices since March 31, 2011.

• This portfolio participated in 95.85% of S&P 500 Index downside but only 80.59% of its upside - more exposed to losses than it benefited from rallies.
• This portfolio had an annualized alpha of -2.38% versus S&P 500 Index - delivering less than market exposure alone would predict.
• With beta of 0.93 and R2 of 0.76, this portfolio moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.

ETF global has an expense ratio of 0.40%, placing it in the medium range. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

ETF global ranks 15 for risk / return — in the bottom 15% of Portfolios on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk. Learn how to interpret the Sharpe ratio.

The current ETF global Sharpe ratio is 1.04 as of Jun 13, 2026 (the value is recalculated daily), calculated over the past 12 months.

Compared to the broad market, where average Sharpe ratios range from 1.53 to 2.41, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests weaker risk-adjusted returns than most portfolios, possibly due to lower returns, higher volatility, or both. It may be worth reviewing the allocation. You can use the Portfolio Optimization tool to explore options for improving the Sharpe ratio.

The chart below shows the rolling Sharpe ratio of ETF global compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

ETF global provided a 1.97% dividend yield over the last twelve months.

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.

The table below displays the maximum drawdowns of the ETF global . A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the ETF global was 31.81%, occurring on Oct 14, 2022. Recovery took 487 trading sessions.

The current ETF global drawdown is 2.02%.

The chart below shows the rolling one-month volatility.