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Global X Morningstar Capital Allocation Leaders ETF (CPTL) Sharpe Ratio

ETF · Currency in USD · Last updated Jul 23, 2026

The Global X Morningstar Capital Allocation Leaders ETF (CPTL) seeks to track the Morningstar US Capital Allocation Leaders Index, providing exposure to U.S. large- and mid-capitalization companies that demonstrate disciplined and effective capital deployment, as assessed by Morningstar's proprietary Capital Allocation Rating framework. The fund was formerly the Global X Conscious Companies ETF (KRMA) before changing its name, ticker, and underlying index in July 2026.

Sharpe ratio is not yet available for CPTL. This metric requires at least 12 months of historical daily returns to calculate. Check back once this data is available.

How it compares to other similar ETFs

The table compares Global X Morningstar Capital Allocation Leaders ETF's Sharpe Ratio with other ETFs in the Large Cap Blend Equities category across multiple time periods, showing how CPTL'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 Jul 23, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
AFOSARS Focused Opportunities Strategy ETF3.16
AVIEAvantis Inflation Focused Equity ETF2.87
IUSInvesco RAFI Strategic US ETF2.85
RSSYReturn Stacked US Stocks & Futures Yield ETF2.64
RAFEPIMCO RAFI ESG U.S. ETF2.44
ESNEssential 40 Stock ETF2.44
EBILongview Advantage ETF2.33
SIXA6 Meridian Mega Cap Equity ETF2.12
FDRRFidelity Dividend ETF for Rising Rates2.11
BLCRBlackrock Large Cap Core ETF2.09
CPTLGlobal X Morningstar Capital Allocation Leaders ETF—

S&P 500 Index

How to choose period

Historical Sharpe Ratio

The chart shows CPTL'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 CPTL consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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