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ISIN
US37954Y8066
CUSIP
37954Y806
Issuer
Global X
Inception Date
Jul 14, 2015
Region
Global (Broad)
Leveraged
1x (No leverage)
Index Tracked
Indxx SuperDividend Alternatives Index
Domicile
United States
Distribution Policy
Distributing
Asset Class
Multi-Asset
Asset Class Size
Multi-Cap
Asset Class Style
Blend
Assets Under Management
$44M

Share Price Chart


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Performance

ALTY Performance Chart

Global X Alternative Income ETF (ALTY) is up 6.5% since the beginning of the year. ALTY is currently trading at $12 per share. Investors who bought $1,000 worth of ALTY shares 5 years ago would now be looking at an investment worth $1,306.


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S&P 500 Index

Returns By Period

Global X Alternative Income ETF (ALTY) has returned 6.45% so far this year and 14.94% over the past 12 months. Over the last ten years, ALTY has returned 6.15% per year, falling short of the S&P 500 Index benchmark, which averaged 13.71% annually.


Global X Alternative Income ETF

1D
0.00%
1M
0.00%
YTD
6.45%
6M
6.36%
1Y
14.94%
3Y*
11.73%
5Y*
5.49%
10Y*
6.15%

Benchmark (S&P 500 Index)

1D
-1.44%
1M
-1.45%
YTD
7.60%
6M
6.59%
1Y
22.24%
3Y*
19.20%
5Y*
11.54%
10Y*
13.71%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ALTY Monthly Returns History

Based on dividend-adjusted daily data since Jul 14, 2015, ALTY's average daily return is +0.03%, while the average monthly return is +0.62%. At this rate, an investment would double in approximately 9.3 years.

Historically, 67% of months were positive and 33% were negative. The best month was Apr 2020 with a return of +16.9%, while the worst month was Mar 2020 at -33.6%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 3 months.

On a daily basis, ALTY closed higher 53% of trading days. The best single day was Jul 15, 2015 with a return of +20.0%, while the worst single day was Mar 18, 2020 at -19.2%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20262.92%2.37%-3.20%4.11%0.18%0.07%6.45%
20252.58%1.99%-2.21%-1.86%1.18%2.22%0.98%1.24%1.49%1.02%1.82%0.23%11.07%
20240.11%1.01%2.05%-2.55%2.35%0.55%3.30%2.00%2.51%-1.14%3.04%-2.63%10.88%
20237.18%-2.47%-0.32%1.39%-2.30%2.32%2.56%-2.73%-2.73%-2.35%6.50%3.76%10.58%
2022-2.75%-2.34%3.52%-5.00%0.18%-5.33%6.77%-3.47%-9.34%3.28%5.89%-2.69%-11.92%
20211.37%4.13%4.21%6.14%1.17%1.49%0.96%0.81%-2.39%2.99%-2.88%3.32%23.08%

Benchmark Metrics

Global X Alternative Income ETF has an annualized alpha of 0.01%, beta of 0.59, and R2 of 0.33 versus S&P 500 Index. Calculated based on daily prices since July 14, 2015.

  • This ETF participated in 89.30% of S&P 500 Index downside but only 67.91% of its upside - more exposed to losses than it benefited from rallies.
  • Beta of 0.59 may look defensive, but with R2 of 0.33 this ETF is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this ETF's risk.
  • R2 of 0.33 means the benchmark explains less than half of this ETF's behavior - treat beta with caution or consider switching to a more representative benchmark.

Alpha
0.01%
Beta
0.59
0.33
Upside Capture
67.91%
Downside Capture
89.30%

Expense Ratio

ALTY has an expense ratio of 0.50%, placing it in the medium range.


Return for Risk

Risk / Return Rank

ALTY ranks 82 for risk / return — in the top 82% of ETFs on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.


ALTY Risk / Return Rank: 8282
Overall Rank
ALTY Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
ALTY Sortino Ratio Rank: 8585
Sortino Ratio Rank
ALTY Omega Ratio Rank: 8686
Omega Ratio Rank
ALTY Calmar Ratio Rank: 7272
Calmar Ratio Rank
ALTY Martin Ratio Rank: 8383
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Global X Alternative Income ETF (ALTY) and compare them to S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


ALTYBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

+0.76

Sortino ratioReturn per unit of downside risk

+1.13

Omega ratioGain probability vs. loss probability

1.50

1.32

+0.17

Calmar ratioReturn relative to maximum drawdown

3.46

2.46

+1.00

Martin ratioReturn relative to average drawdown

15.92

10.92

+5.00

Dividends

Dividend History

Global X Alternative Income ETF provided a 7.46% dividend yield over the last twelve months, with an annual payout of $0.92 per share.


4.00%5.00%6.00%7.00%8.00%9.00%$0.00$0.20$0.40$0.60$0.80$1.00$1.2020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$0.92$0.90$0.91$0.83$0.84$0.92$1.08$1.29$1.13$1.15$1.22$0.58

Dividend yield

7.46%7.50%7.88%7.31%7.66%6.88%9.20%8.74%8.49%7.52%8.20%4.21%

Monthly Dividends

The table displays the monthly dividend distributions for Global X Alternative Income ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.08$0.08$0.08$0.08$0.08$0.39
2025$0.00$0.07$0.07$0.07$0.07$0.07$0.07$0.07$0.07$0.08$0.08$0.15$0.90
2024$0.00$0.07$0.07$0.07$0.07$0.07$0.07$0.07$0.07$0.07$0.07$0.22$0.91
2023$0.00$0.07$0.07$0.07$0.07$0.07$0.07$0.07$0.07$0.07$0.07$0.15$0.83
2022$0.00$0.08$0.08$0.08$0.07$0.07$0.07$0.07$0.07$0.07$0.07$0.13$0.84
2021$0.00$0.08$0.07$0.07$0.07$0.07$0.07$0.07$0.08$0.08$0.08$0.19$0.92

Drawdowns

Drawdowns Chart

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.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Global X Alternative Income ETF. 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 Global X Alternative Income ETF was 51.47%, occurring on Mar 18, 2020. Recovery took 287 trading sessions.

The current Global X Alternative Income ETF drawdown is 0.32%.


Related event

Drawdown

Fall

Recovery

Underwater

COVID crash2020
-51.47%Mar 2020
26d1y 1mo
1y 2moFeb 2020 - May 2021
2016 bear market2016
-30.51%Jan 2016
6mo 8d1y 3mo
1y 9moJul 2015 - Apr 2017
Bear market2022
-18.48%Oct 2022
9mo 12d1y 7mo
2y 4moJan 2022 - May 2024
Rate-hike selloffLate 2018
-14.19%Dec 2018
3mo 26d2mo
5mo 26dAug 2018 - Feb 2019
2025 selloff2025
-10.08%Apr 2025
1mo 6d3mo 18d
4mo 24dMar 2025 - Jul 2025

Drawdown Indicators


ALTYBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-51.47%

-56.78%

+5.31%

Max Drawdown (1Y)

Largest decline over 1 year

-4.34%

-9.10%

+4.76%

Max Drawdown (3Y)

Largest decline over 3 years

-10.08%

-18.90%

+8.82%

Max Drawdown (5Y)

Largest decline over 5 years

-18.48%

-25.43%

+6.95%

Max Drawdown (10Y)

Largest decline over 10 years

-51.47%

-33.92%

-17.55%

Current Drawdown

Current decline from peak

-0.32%

-3.21%

+2.89%

Average Drawdown

Average peak-to-trough decline

-6.71%

-10.71%

+4.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.94%

2.04%

-1.10%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

Build a portfolio with ALTY

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