- Issuer
- Global X
- Inception Date
- Jun 22, 2020
- Region
- Developed Markets (Broad)
- Category
- Foreign Large Cap Equities
- Leveraged
- 1x (No leverage)
- Index Tracked
- S&P Developed ex-U.S. Catholic Values Index
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Large-Cap
- Asset Class Style
- Blend
- Assets Under Management
- $56M
Highlights
- Avg. Volume (1M)
- 5K
- Avg. Volume Value (1M)
- $182.86K
Share Price Chart
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Performance
CEFA Performance Chart
Global X S&P Catholic Values Developed ex-U.S. ETF (CEFA) is up 10.6% since the beginning of the year. CEFA is currently trading at $40 per share. Investors who bought $1,000 worth of CEFA shares 5 years ago would now be looking at an investment worth $1,450.
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Compare this symbol against anything
Returns By Period
Global X S&P Catholic Values Developed ex-U.S. ETF (CEFA) has returned 10.56% so far this year and 22.90% over the past 12 months.
Global X S&P Catholic Values Developed ex-U.S. ETF
- 1D
- -0.72%
- 1M
- 1.53%
- 6M
- 5.32%
- YTD
- 10.56%
- 1Y
- 22.90%
- 3Y*
- 15.02%
- 5Y*
- 7.72%
- 10Y*
- —
- ALL TIME*
- 10.97%
Benchmark (S&P 500 Index)
- 1D
- 0.70%
- 1M
- 0.09%
- 6M
- 7.94%
- YTD
- 9.41%
- 1Y
- 20.07%
- 3Y*
- 17.84%
- 5Y*
- 11.25%
- 10Y*
- 13.26%
- ALL TIME*
- 8.09%
CEFA Monthly Returns History
Based on dividend-adjusted daily data since Jun 24, 2020, CEFA's average daily return is +0.05%, while the average monthly return is +0.97%. At this rate, an investment would double in approximately 6.0 years.
Historically, 62% of months were positive and 38% were negative. The best month was Nov 2020 with a return of +18.3%, while the worst month was Sep 2022 at -9.2%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 3 months.
On a daily basis, CEFA closed higher 45% of trading days. The best single day was Apr 9, 2025 with a return of +7.5%, while the worst single day was Apr 4, 2025 at -6.2%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 4.97% | 3.61% | -8.17% | 6.31% | 1.72% | 0.56% | 1.80% | 10.56% | |||||
| 2025 | 4.33% | 1.17% | 5.70% | -2.37% | 3.59% | 2.37% | -1.25% | 4.02% | 2.05% | 1.60% | 0.57% | 2.23% | 26.46% |
| 2024 | -0.68% | 4.16% | 2.86% | -3.75% | 4.78% | -1.72% | 3.05% | 2.80% | 1.31% | -5.25% | 0.12% | -2.18% | 5.03% |
| 2023 | 9.03% | -3.52% | 2.90% | 2.19% | -3.39% | 5.03% | 2.21% | -4.38% | -4.06% | -2.30% | 8.78% | 4.96% | 17.40% |
| 2022 | -5.34% | -2.90% | 0.07% | -7.92% | 1.93% | -9.09% | 6.10% | -5.51% | -9.19% | 4.77% | 13.92% | -2.28% | -16.66% |
| 2021 | -1.99% | 2.51% | 2.21% | 4.20% | -0.30% | 2.25% | -1.94% | 2.78% | -2.76% | 2.28% | -5.02% | 3.97% | 7.97% |
Benchmark Metrics
Global X S&P Catholic Values Developed ex-U.S. ETF has an annualized alpha of 1.60%, beta of 0.69, and R2 of 0.45 versus S&P 500 Index. Calculated based on daily prices since June 24, 2020.
- This ETF participated in 86.96% of S&P 500 Index downside but only 77.17% of its upside - more exposed to losses than it benefited from rallies.
- Beta of 0.69 may look defensive, but with R2 of 0.45 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 0.45 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
- 1.60%
- Beta
- 0.69
- R²
- 0.45
- Upside Capture
- 77.17%
- Downside Capture
- 86.96%
Expense Ratio
CEFA has an expense ratio of 0.35%, placing it in the medium range.
Return for Risk
Risk / Return Rank
CEFA ranks 57 for risk / return — above 57% of ETFs peers on PortfoliosLab. Its historical combined result is near the middle of the peer group.
Risk / Return Metrics
The table below present risk-adjusted performance metrics for Global X S&P Catholic Values Developed ex-U.S. ETF (CEFA) 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.
| CEFA | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.01 | ||
| Sortino ratioReturn per unit of downside risk | +0.05 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 1.25 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 1.97 | 2.00 | -0.04 |
| Martin ratioReturn relative to average drawdown | 7.23 | 8.49 | -1.26 |
Dividends
Dividend History
Global X S&P Catholic Values Developed ex-U.S. ETF provided a 2.68% dividend yield over the last twelve months, with an annual payout of $1.08 per share. The fund has been increasing its distributions for 3 consecutive years.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
| Dividend | $1.08 | $1.06 | $0.98 | $0.69 | $0.61 | $1.11 | $0.26 |
Dividend yield | 2.68% | 2.86% | 3.26% | 2.35% | 2.35% | 3.49% | 0.84% |
Monthly Dividends
The table displays the monthly dividend distributions for Global X S&P Catholic Values Developed ex-U.S. ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.42 | $0.00 | $0.42 | |||||
| 2025 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.39 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.67 | $1.06 |
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.67 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.31 | $0.98 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.37 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.32 | $0.69 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.38 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.22 | $0.61 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.34 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.77 | $1.11 |
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 S&P Catholic Values Developed ex-U.S. 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 Catholic Values Developed ex-U.S. ETF was 31.97%, occurring on Oct 12, 2022. Recovery took 361 trading sessions.
The current Global X S&P Catholic Values Developed ex-U.S. ETF drawdown is 0.72%.
Drawdown | Fall | Recovery | Underwater | Related event |
|---|---|---|---|---|
-31.97%Oct 2022 | 1y 1mo | 1y 5mo | 2y 6moSep 2021 - Mar 2024 | Bear market2022 |
-15.45%Apr 2025 | 7d | 1mo 5d | 1mo 12dApr 2025 - May 2025 | 2025 selloff2025 |
-11.54%Mar 2026 | 22d | 3mo | 3mo 22dFeb 2026 - Jun 2026 | — |
-8.91%Jan 2025 | 4mo 11d | 1mo 21d | 6mo 2dSep 2024 - Mar 2025 | — |
-7.77%Aug 2024 | 22d | 15d | 1mo 7dJul 2024 - Aug 2024 | — |
Drawdown Indicators
| CEFA | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.97% | -56.78% | +24.81% |
Max Drawdown (1Y)Largest decline over 1 year | -11.54% | -9.10% | -2.44% |
Max Drawdown (3Y)Largest decline over 3 years | -15.45% | -18.90% | +3.45% |
Max Drawdown (5Y)Largest decline over 5 years | -31.97% | -25.43% | -6.54% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | -0.72% | -1.58% | +0.86% |
Average DrawdownAverage peak-to-trough decline | -6.90% | -10.70% | +3.80% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.13% | 2.14% | +0.99% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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