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Global X Alternative Income ETF (ALTY) Sharpe Ratio: 2.55

ETF · Currency in USD · Last updated Jun 24, 2026

The Global X Alternative Income ETF tracks the Indxx SuperDividend Alternatives Index, providing diversified exposure to five alternative income-generating categories: MLPs and infrastructure, real estate, preferred securities, emerging market bonds, and covered calls. The fund is designed to target segments that have historically offered high yield potential.

ALTY's Sharpe Ratio of 2.55 indicates that for each unit of volatility, it generates 2.55 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Jun 24, 2026).

Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets. For how to read this number and when it can mislead, see Sharpe Ratio Explained.

ALTY Sharpe Ratio Rank

ALTY Sharpe Ratio Rank: 84.184
Exceptional

ALTY ranks above 84.1% of all investments in our database based on Sharpe Ratio over the past 12 months, demonstrating exceptional risk-adjusted returns. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

  • Strong returns with low total volatility → Higher rank
  • High volatility (both upside and downside) → Lower rank
  • Consistent returns → Higher rank than volatile returns of same magnitude
  • Sharp drawdowns increase volatility → Lower rank

What you can do with this information

  • Suitable as a core holding given strong risk-adjusted returns
  • Monitor rank changes to detect deteriorating return-to-volatility profile
  • Exceptional Sharpe ratio supports larger position sizes
  • Compare with category peers to assess whether strength is investment-specific or category-wide

ALTY Sharpe Ratio Market Positioning

The chart shows ALTY's Sharpe Ratio relative to all ETFs on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.

  • Red zone (bottom 25%): 0.83 or lower
  • Yellow zone (middle 50%): 0.83 to 2.16
  • Green zone (top 25%): 2.16 or higher
  • Top 1%: 7.03+
  • Median: 1.57 — half of all investments score higher

How it compares to other similar ETFs

The table compares Global X Alternative Income ETF's Sharpe Ratio with other ETFs in the Global Allocation, Dividend category across multiple time periods, showing how ALTY's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jun 24, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
LVHIFranklin International Low Volatility High Dividend Index ETF3.34
TFPNBlueprint Chesapeake Multi-Asset Trend ETF2.96
INCEFranklin Income Equity Focus ETF2.85
DEWWisdomTree Global High Dividend Fund2.64
LALTFirst Trust Multi-Strategy Alternative ETF2.58
ALTYGlobal X Alternative Income ETF2.55
DVYAiShares Asia/Pacific Dividend ETF2.50
XUDVFranklin U.S. Dividend Booster Index ETF2.48
DJDInvesco Dow Jones Industrial Average Dividend ETF2.42
ENDWCambria Endowment Style ETF2.41

S&P 500 Index

How to choose period

Historical Sharpe Ratio

The chart shows ALTY's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when ALTY consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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Sharpe Ratio Calculator

How does ALTY fit in your portfolio?

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