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Global X CleanTech ETF (CTEC)
Performance
Return for Risk
Dividends
Drawdowns
Volatility

ETF Info

ISIN
US37954Y2283
CUSIP
37954Y228
Issuer
Global X
Inception Date
Oct 27, 2020
Region
Global (Broad)
Leveraged
1x (No leverage)
Index Tracked
Indxx Global CleanTech Index
Distribution Policy
Distributing
Asset Class
Equity

Share Price Chart


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Performance

Performance Chart

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


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S&P 500 Index

Returns By Period

Global X CleanTech ETF (CTEC) has returned 9.83% so far this year and 96.37% over the past 12 months.


Global X CleanTech ETF

1D
5.37%
1M
-0.48%
YTD
9.83%
6M
16.68%
1Y
96.37%
3Y*
-9.00%
5Y*
-11.44%
10Y*

Benchmark (S&P 500 Index)

1D
2.91%
1M
-5.09%
YTD
-4.63%
6M
-2.39%
1Y
16.33%
3Y*
16.69%
5Y*
10.18%
10Y*
12.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Oct 29, 2020, CTEC's average daily return is +0.01%, while the average monthly return is +0.23%. At this rate, your investment would double in approximately 25.1 years.

Historically, 47% of months were positive and 53% were negative. The best month was Nov 2020 with a return of +25.4%, while the worst month was Jun 2024 at -19.3%. The longest winning streak lasted 6 consecutive months, and the longest losing streak was 7 months.

On a daily basis, CTEC closed higher 49% of trading days. The best single day was Apr 9, 2025 with a return of +10.2%, while the worst single day was Nov 6, 2024 at -8.3%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
202615.55%-4.49%-0.48%9.83%
2025-0.66%-6.08%-5.37%-2.17%12.63%8.08%12.58%9.25%14.90%20.86%-8.30%-4.14%57.85%
2024-16.32%0.11%6.21%-9.75%14.10%-19.33%2.38%-4.41%7.18%-10.35%-1.00%-7.51%-36.35%
202314.37%-7.72%3.24%-9.23%-1.52%3.30%1.16%-17.08%-11.27%-17.73%9.56%10.25%-25.60%
2022-15.62%9.49%2.34%-14.95%4.38%-7.71%18.64%2.47%-16.08%1.32%15.76%-10.26%-16.82%
202115.63%-9.36%-7.14%-7.73%-6.13%8.83%-6.87%3.92%-7.49%18.98%-8.38%-13.09%-22.19%

Benchmark Metrics

Global X CleanTech ETF has an annualized alpha of -13.61%, beta of 1.23, and R² of 0.30 versus S&P 500 Index. Calculated based on daily prices since October 30, 2020.

  • This ETF participated in 161.44% of S&P 500 Index downside but only 93.31% of its upside — more exposed to losses than it benefited from rallies.
  • R² of 0.30 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
-13.61%
Beta
1.23
0.30
Upside Capture
93.31%
Downside Capture
161.44%

Expense Ratio

CTEC has an expense ratio of 0.50%, placing it in the medium range.


Return for Risk

Risk / Return Rank

CTEC ranks 94 for risk / return — in the top 94% of ETFs on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.


CTEC Risk / Return Rank: 9494
Overall Rank
CTEC Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
CTEC Sortino Ratio Rank: 9595
Sortino Ratio Rank
CTEC Omega Ratio Rank: 8989
Omega Ratio Rank
CTEC Calmar Ratio Rank: 9797
Calmar Ratio Rank
CTEC Martin Ratio Rank: 9292
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 CleanTech ETF (CTEC) and compare them to a chosen benchmark (S&P 500 Index).


CTECBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

2.56

0.90

+1.67

Sortino ratio

Return per unit of downside risk

3.12

1.39

+1.73

Omega ratio

Gain probability vs. loss probability

1.38

1.21

+0.17

Calmar ratio

Return relative to maximum drawdown

5.18

1.40

+3.78

Martin ratio

Return relative to average drawdown

13.22

6.61

+6.61

Explore CTEC risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

Dividends

Dividend History

Global X CleanTech ETF provided a 0.68% dividend yield over the last twelve months, with an annual payout of $0.40 per share.


0.00%0.50%1.00%1.50%$0.00$0.10$0.20$0.30$0.40$0.50202020212022202320242025
Dividends
Dividend Yield
PeriodTTM202520242023202220212020
Dividend$0.40$0.40$0.53$0.28$0.18$0.35$0.02

Dividend yield

0.68%0.75%1.56%0.51%0.25%0.39%0.02%

Monthly Dividends

The table displays the monthly dividend distributions for Global X CleanTech 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
2025$0.00$0.00$0.00$0.00$0.00$0.12$0.00$0.00$0.00$0.00$0.00$0.28$0.40
2024$0.00$0.00$0.00$0.00$0.00$0.13$0.00$0.00$0.00$0.00$0.00$0.40$0.53
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.28$0.28
2022$0.00$0.00$0.00$0.00$0.00$0.05$0.00$0.00$0.00$0.00$0.00$0.13$0.18
2021$0.00$0.00$0.00$0.00$0.00$0.05$0.00$0.00$0.00$0.00$0.00$0.29$0.35

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 CleanTech 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 CleanTech ETF was 81.58%, occurring on Apr 8, 2025. The portfolio has not yet recovered.

The current Global X CleanTech ETF drawdown is 58.34%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-81.58%Feb 10, 20211045Apr 8, 2025
-8.5%Jan 27, 20213Jan 29, 20217Feb 9, 202110
-7.47%Jan 14, 20212Jan 15, 20213Jan 21, 20215
-4.4%Nov 30, 20204Dec 3, 20203Dec 8, 20207
-3.07%Jan 8, 20212Jan 11, 20211Jan 12, 20213

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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