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Global X Disruptive Materials ETF (DMAT)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINUS37960A8678
CUSIP37960A867
Inception DateJan 24, 2022
CategoryMaterials
Leveraged1x
Index TrackedSolactive Disruptive Materials Index
Home Pagewww.globalxetfs.com

Expense Ratio

DMAT features an expense ratio of 0.59%, falling within the medium range.


Expense ratio chart for DMAT: current value at 0.59% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.59%

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.


Global X Disruptive Materials ETF

Popular comparisons: DMAT vs. REMX, DMAT vs. LIT, DMAT vs. VOO, DMAT vs. COPX, DMAT vs. XME

Performance

Performance Chart

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


-10.00%0.00%10.00%20.00%AprilMayJuneJulyAugustSeptember
-12.16%
6.89%
DMAT (Global X Disruptive Materials ETF)
Benchmark (^GSPC)

S&P 500

Returns By Period

Global X Disruptive Materials ETF had a return of -17.20% year-to-date (YTD) and -21.71% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date-17.20%14.70%
1 month-5.58%2.37%
6 months-12.16%6.90%
1 year-21.71%22.74%
5 years (annualized)N/A12.81%
10 years (annualized)N/A10.70%

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-13.42%4.52%7.97%6.79%2.12%-9.40%-2.26%-4.91%-17.20%
202315.70%-10.37%-3.81%-1.60%-6.87%3.39%4.93%-11.22%-5.70%-11.22%-0.98%9.97%-19.75%
2022-1.08%14.54%-0.04%-16.28%4.88%-13.79%0.04%-3.26%-8.85%1.26%17.91%-7.35%-16.33%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of DMAT is 2, indicating that it is in the bottom 2% 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 DMAT is 22
DMAT (Global X Disruptive Materials ETF)
The Sharpe Ratio Rank of DMAT is 33Sharpe Ratio Rank
The Sortino Ratio Rank of DMAT is 33Sortino Ratio Rank
The Omega Ratio Rank of DMAT is 33Omega Ratio Rank
The Calmar Ratio Rank of DMAT is 22Calmar Ratio Rank
The Martin Ratio Rank of DMAT is 22Martin 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 Disruptive Materials ETF (DMAT) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


DMAT
Sharpe ratio
The chart of Sharpe ratio for DMAT, currently valued at -0.74, compared to the broader market0.002.004.00-0.74
Sortino ratio
The chart of Sortino ratio for DMAT, currently valued at -0.94, compared to the broader market-2.000.002.004.006.008.0010.0012.00-0.94
Omega ratio
The chart of Omega ratio for DMAT, currently valued at 0.90, compared to the broader market0.501.001.502.002.503.000.90
Calmar ratio
The chart of Calmar ratio for DMAT, currently valued at -0.42, compared to the broader market0.005.0010.0015.00-0.42
Martin ratio
The chart of Martin ratio for DMAT, currently valued at -1.47, compared to the broader market0.0020.0040.0060.0080.00100.00-1.47
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.80, compared to the broader market0.002.004.001.80
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.45, compared to the broader market-2.000.002.004.006.008.0010.0012.002.45
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.32, compared to the broader market0.501.001.502.002.503.001.32
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.62, compared to the broader market0.005.0010.0015.001.62
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 8.60, compared to the broader market0.0020.0040.0060.0080.00100.008.60

Sharpe Ratio

The current Global X Disruptive Materials ETF Sharpe ratio is -0.74. 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 Disruptive Materials 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 Ratio-1.000.001.002.003.00AprilMayJuneJulyAugustSeptember
-0.74
1.80
DMAT (Global X Disruptive Materials ETF)
Benchmark (^GSPC)

Dividends

Dividend History

Global X Disruptive Materials ETF granted a 1.41% dividend yield in the last twelve months. The annual payout for that period amounted to $0.18 per share.


PeriodTTM20232022
Dividend$0.18$0.28$0.40

Dividend yield

1.41%1.83%2.04%

Monthly Dividends

The table displays the monthly dividend distributions for Global X Disruptive Materials 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$0.05$0.00$0.00$0.00$0.05
2023$0.00$0.00$0.00$0.00$0.00$0.16$0.00$0.00$0.00$0.00$0.00$0.12$0.28
2022$0.25$0.00$0.00$0.00$0.00$0.00$0.15$0.40

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.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%AprilMayJuneJulyAugustSeptember
-51.77%
-3.46%
DMAT (Global X Disruptive Materials ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Global X Disruptive Materials 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 Disruptive Materials ETF was 52.42%, occurring on Sep 6, 2024. The portfolio has not yet recovered.

The current Global X Disruptive Materials ETF drawdown is 51.77%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-52.42%Apr 5, 2022609Sep 6, 2024
-11.97%Mar 3, 20229Mar 15, 202214Apr 4, 202223
-3.46%Jan 27, 20222Jan 28, 20222Feb 1, 20224
-2.8%Feb 9, 20222Feb 10, 20224Feb 16, 20226
-1.85%Feb 3, 20221Feb 3, 20222Feb 7, 20223

Volatility

Volatility Chart

The current Global X Disruptive Materials ETF volatility is 10.05%, 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%4.00%6.00%8.00%10.00%AprilMayJuneJulyAugustSeptember
10.05%
4.49%
DMAT (Global X Disruptive Materials ETF)
Benchmark (^GSPC)