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Global X S&P 500 Catholic Values Custom ETF (CATH)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

US37954Y8892

CUSIP

37954Y889

Issuer

Global X

Inception Date

Apr 18, 2016

Region

North America (U.S.)

Leveraged

1x

Index Tracked

S&P 500 Catholic Values Index

Asset Class

Equity

Asset Class Size

Large-Cap

Asset Class Style

Blend

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Popular comparisons:
CATH vs. VOO CATH vs. CABA CATH vs. JUST CATH vs. EPOL CATH vs. DIA CATH vs. FTEC CATH vs. AAPL CATH vs. VTI CATH vs. SPYV CATH vs. FXAIX
Popular comparisons:
CATH vs. VOO CATH vs. CABA CATH vs. JUST CATH vs. EPOL CATH vs. DIA CATH vs. FTEC CATH vs. AAPL CATH vs. VTI CATH vs. SPYV CATH vs. FXAIX

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Global X S&P 500 Catholic Values Custom ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
13.91%
12.33%
CATH (Global X S&P 500 Catholic Values Custom ETF)
Benchmark (^GSPC)

Returns By Period

Global X S&P 500 Catholic Values Custom ETF had a return of 24.45% year-to-date (YTD) and 31.07% in the last 12 months.


CATH

YTD

24.45%

1M

2.04%

6M

12.94%

1Y

31.07%

5Y (annualized)

14.93%

10Y (annualized)

N/A

^GSPC (Benchmark)

YTD

24.05%

1M

1.08%

6M

11.50%

1Y

30.38%

5Y (annualized)

13.77%

10Y (annualized)

11.13%

Monthly Returns

The table below presents the monthly returns of CATH, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20241.29%4.85%3.33%-4.43%4.74%3.08%1.19%2.37%2.42%-0.98%24.45%
20236.75%-2.30%3.46%1.61%0.29%6.94%3.31%-2.36%-4.75%-2.66%9.33%4.91%26.15%
2022-5.74%-2.99%3.51%-9.09%-0.06%-8.85%9.49%-3.90%-9.66%8.18%5.42%-5.80%-19.96%
2021-1.30%3.64%4.76%5.15%0.67%2.21%2.44%3.02%-4.21%6.25%-1.01%4.54%28.87%
2020-0.22%-8.22%-11.75%12.40%5.30%1.74%5.56%7.35%-3.81%-3.61%12.16%3.59%18.80%
20198.55%3.27%2.11%3.88%-6.47%6.72%2.23%-2.10%1.67%1.94%4.03%2.79%31.65%
20185.57%-3.72%-2.24%-0.09%2.32%0.54%3.78%2.97%0.76%-6.51%1.32%-9.57%-5.80%
20172.25%3.60%0.28%0.80%1.75%0.85%1.81%0.07%2.47%2.41%3.14%1.37%22.81%
2016-1.74%1.65%-0.30%4.12%0.01%0.34%-1.56%4.22%1.20%8.01%

Expense Ratio

CATH features an expense ratio of 0.29%, falling within the medium range.


Expense ratio chart for CATH: current value at 0.29% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.29%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of CATH is 80, placing it in the top 20% of ETFs on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of CATH is 8080
Combined Rank
The Sharpe Ratio Rank of CATH is 8181
Sharpe Ratio Rank
The Sortino Ratio Rank of CATH is 7878
Sortino Ratio Rank
The Omega Ratio Rank of CATH is 8080
Omega Ratio Rank
The Calmar Ratio Rank of CATH is 8282
Calmar Ratio Rank
The Martin Ratio Rank of CATH is 8080
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Global X S&P 500 Catholic Values Custom ETF (CATH) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for CATH, currently valued at 2.50, compared to the broader market0.002.004.002.502.46
The chart of Sortino ratio for CATH, currently valued at 3.38, compared to the broader market-2.000.002.004.006.008.0010.0012.003.383.31
The chart of Omega ratio for CATH, currently valued at 1.46, compared to the broader market0.501.001.502.002.503.001.461.46
The chart of Calmar ratio for CATH, currently valued at 3.61, compared to the broader market0.005.0010.0015.003.613.55
The chart of Martin ratio for CATH, currently valued at 15.48, compared to the broader market0.0020.0040.0060.0080.00100.0015.4815.76
CATH
^GSPC

The current Global X S&P 500 Catholic Values Custom ETF Sharpe ratio is 2.50. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Global X S&P 500 Catholic Values Custom ETF with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.

Rolling 12-month Sharpe Ratio1.001.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
2.50
2.46
CATH (Global X S&P 500 Catholic Values Custom ETF)
Benchmark (^GSPC)

Dividends

Dividend History

Global X S&P 500 Catholic Values Custom ETF provided a 0.93% dividend yield over the last twelve months, with an annual payout of $0.67 per share. The fund has been increasing its distributions for 3 consecutive years.


0.50%1.00%1.50%2.00%$0.00$0.10$0.20$0.30$0.40$0.50$0.60$0.7020162017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM20232022202120202019201820172016
Dividend$0.67$0.67$0.62$0.61$0.57$0.57$0.61$0.42$0.14

Dividend yield

0.93%1.16%1.34%1.03%1.23%1.45%2.01%1.27%0.50%

Monthly Dividends

The table displays the monthly dividend distributions for Global X S&P 500 Catholic Values Custom ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.00$0.00$0.00$0.00$0.27$0.00$0.00$0.00$0.00$0.00$0.27
2023$0.00$0.00$0.00$0.00$0.00$0.27$0.00$0.00$0.00$0.00$0.00$0.41$0.67
2022$0.00$0.00$0.00$0.00$0.00$0.26$0.00$0.00$0.00$0.00$0.00$0.36$0.62
2021$0.00$0.00$0.00$0.00$0.00$0.22$0.00$0.00$0.00$0.00$0.00$0.39$0.61
2020$0.00$0.00$0.00$0.00$0.00$0.24$0.00$0.00$0.00$0.00$0.00$0.33$0.57
2019$0.00$0.00$0.00$0.00$0.00$0.25$0.00$0.00$0.00$0.00$0.00$0.32$0.57
2018$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.61$0.61
2017$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.42$0.42
2016$0.14$0.14

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.


-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-1.18%
-1.40%
CATH (Global X S&P 500 Catholic Values Custom ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Global X S&P 500 Catholic Values Custom 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 S&P 500 Catholic Values Custom ETF was 33.95%, occurring on Mar 23, 2020. Recovery took 95 trading sessions.

The current Global X S&P 500 Catholic Values Custom ETF drawdown is 1.18%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-33.95%Feb 20, 202023Mar 23, 202095Aug 6, 2020118
-28.13%Oct 29, 2021240Oct 12, 2022324Jan 29, 2024564
-19.63%Sep 21, 201865Dec 24, 201875Apr 12, 2019140
-11.03%Jan 24, 201812Feb 8, 2018137Aug 24, 2018149
-9.98%Sep 3, 202014Sep 23, 202035Nov 11, 202049

Volatility

Volatility Chart

The current Global X S&P 500 Catholic Values Custom ETF volatility is 4.19%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%JuneJulyAugustSeptemberOctoberNovember
4.19%
4.07%
CATH (Global X S&P 500 Catholic Values Custom ETF)
Benchmark (^GSPC)