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ISIN
US37950E7884
Issuer
Global X
Inception Date
Aug 16, 2023
Region
Latin America (Brazil)
Leveraged
1x (No leverage)
Index Tracked
Solactive Brazil Mid Cap Index
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Blend
Assets Under Management
$10M

Share Price Chart


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Performance

BRAZ Performance Chart

Global X Brazil Active ETF (BRAZ) is up 7.6% since the beginning of the year. BRAZ is currently trading at $29 per share.


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S&P 500 Index

Returns By Period

Global X Brazil Active ETF (BRAZ) has returned 7.58% so far this year and 28.02% over the past 12 months.


Global X Brazil Active ETF

1D
1.61%
1M
-4.45%
YTD
7.58%
6M
10.31%
1Y
28.02%
3Y*
5Y*
10Y*

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BRAZ Monthly Returns History

Based on dividend-adjusted daily data since Aug 18, 2023, BRAZ's average daily return is +0.05%, while the average monthly return is +0.96%. At this rate, an investment would double in approximately 6.0 years.

Historically, 51% of months were positive and 49% were negative. The best month was Jan 2026 with a return of +16.2%, while the worst month was May 2026 at -9.2%. The longest winning streak lasted 4 consecutive months, and the longest losing streak was 4 months.

On a daily basis, BRAZ closed higher 52% of trading days. The best single day was Apr 9, 2025 with a return of +6.7%, while the worst single day was Dec 18, 2024 at -6.3%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
202616.18%4.05%-3.15%5.32%-9.24%-3.86%7.58%
202513.27%-7.99%6.79%5.31%0.91%7.19%-7.81%11.05%5.13%0.33%8.48%-2.07%45.42%
2024-6.35%0.39%-0.32%-5.44%-4.29%-3.01%2.00%5.98%-1.57%-5.52%-7.97%-7.67%-29.74%
20232.51%-1.39%-2.56%13.34%5.51%17.80%

Benchmark Metrics

Global X Brazil Active ETF has an annualized alpha of -3.91%, beta of 0.79, and R2 of 0.26 versus S&P 500 Index. Calculated based on daily prices since August 18, 2023.

  • This ETF participated in 83.92% of S&P 500 Index downside but only 55.05% of its upside - more exposed to losses than it benefited from rallies.
  • R2 of 0.26 means this ETF moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
-3.91%
Beta
0.79
0.26
Upside Capture
55.05%
Downside Capture
83.92%

Expense Ratio

BRAZ has an expense ratio of 0.75%, placing it in the medium range.


Return for Risk

Risk / Return Rank

BRAZ ranks 31 for risk / return — below 31% of ETFs on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.


BRAZ Risk / Return Rank: 3131
Overall Rank
BRAZ Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
BRAZ Sortino Ratio Rank: 3131
Sortino Ratio Rank
BRAZ Omega Ratio Rank: 3131
Omega Ratio Rank
BRAZ Calmar Ratio Rank: 3030
Calmar Ratio Rank
BRAZ Martin Ratio Rank: 3131
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 Brazil Active ETF (BRAZ) 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.


BRAZBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.87

Sortino ratioReturn per unit of downside risk

-1.13

Omega ratioGain probability vs. loss probability

1.21

1.37

-0.16

Calmar ratioReturn relative to maximum drawdown

1.43

2.78

-1.35

Martin ratioReturn relative to average drawdown

4.34

12.44

-8.10

Dividends

Dividend History

Global X Brazil Active ETF provided a 3.17% dividend yield over the last twelve months, with an annual payout of $0.93 per share. The fund has been increasing its distributions for 2 consecutive years.


2.00%2.50%3.00%3.50%4.00%$0.00$0.20$0.40$0.60$0.80$1.00202320242025
Dividends
Dividend Yield
PeriodTTM202520242023
Dividend$0.93$0.93$0.81$0.54

Dividend yield

3.17%3.41%4.16%1.88%

Monthly Dividends

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2025$0.00$0.00$0.00$0.00$0.00$0.29$0.00$0.00$0.00$0.00$0.00$0.64$0.93
2024$0.00$0.00$0.00$0.00$0.00$0.37$0.00$0.00$0.00$0.00$0.00$0.44$0.81
2023$0.54$0.54

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 Brazil Active 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 Brazil Active ETF was 31.02%, occurring on Dec 18, 2024. Recovery took 223 trading sessions.

The current Global X Brazil Active ETF drawdown is 17.18%.


Related event

Drawdown

Fall

Recovery

Underwater

2024 bear market2024
-31.02%Dec 2024
11mo 26d10mo 27d
1y 10moDec 2023 - Nov 2025
2026 correction2026
-19.65%Jun 2026
1mo 24d
2mo 9dApr 2026 - now
2026 correction2026
-10.93%Mar 2026
22d20d
1mo 12dFeb 2026 - Apr 2026
2023 correction2023
-10.48%Oct 2023
18d1mo 8d
1mo 26dSep 2023 - Nov 2023
2025 pullback2025
-7.95%Dec 2025
12d29d
1mo 11dDec 2025 - Jan 2026

Drawdown Indicators


BRAZBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-31.02%

-56.78%

+25.76%

Max Drawdown (1Y)

Largest decline over 1 year

-19.65%

-9.10%

-10.55%

Max Drawdown (3Y)

Largest decline over 3 years

-18.90%

Max Drawdown (5Y)

Largest decline over 5 years

-25.43%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-17.18%

-1.80%

-15.38%

Average Drawdown

Average peak-to-trough decline

-11.34%

-10.71%

-0.63%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.47%

2.03%

+4.44%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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