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Global X E-commerce UCITS ETF USD Accumulating (E6...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINIE00BMH5XY61
WKNA2QPBX
IssuerGlobal X
Inception DateNov 16, 2021
CategoryConsumer Staples Equities
Index TrackedSolactive E-commerce
DomicileIreland
Distribution PolicyAccumulating
Asset ClassEquity

Expense Ratio

E61Z.DE has a high expense ratio of 0.50%, indicating higher-than-average management fees.


Expense ratio chart for E61Z.DE: current value at 0.50% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.50%

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 E-commerce UCITS ETF USD Accumulating

Performance

Performance Chart

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


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%10.00%20.00%December2024FebruaryMarchAprilMay
-31.41%
13.69%
E61Z.DE (Global X E-commerce UCITS ETF USD Accumulating)
Benchmark (^GSPC)

S&P 500

Returns By Period

Global X E-commerce UCITS ETF USD Accumulating had a return of 15.57% year-to-date (YTD) and 46.50% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date15.57%6.17%
1 month1.90%-2.72%
6 months36.43%17.29%
1 year46.50%23.80%
5 years (annualized)N/A11.47%
10 years (annualized)N/A10.41%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-2.45%12.32%5.36%-3.40%
2023-7.45%13.55%6.32%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of E61Z.DE is 76, placing it in the top 24% of the market 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 E61Z.DE is 7676
Global X E-commerce UCITS ETF USD Accumulating(E61Z.DE)
The Sharpe Ratio Rank of E61Z.DE is 8585Sharpe Ratio Rank
The Sortino Ratio Rank of E61Z.DE is 8282Sortino Ratio Rank
The Omega Ratio Rank of E61Z.DE is 8181Omega Ratio Rank
The Calmar Ratio Rank of E61Z.DE is 5555Calmar Ratio Rank
The Martin Ratio Rank of E61Z.DE is 7777Martin 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 E-commerce UCITS ETF USD Accumulating (E61Z.DE) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


E61Z.DE
Sharpe ratio
The chart of Sharpe ratio for E61Z.DE, currently valued at 1.95, compared to the broader market-1.000.001.002.003.004.005.001.95
Sortino ratio
The chart of Sortino ratio for E61Z.DE, currently valued at 2.71, compared to the broader market-2.000.002.004.006.008.0010.002.71
Omega ratio
The chart of Omega ratio for E61Z.DE, currently valued at 1.32, compared to the broader market0.501.001.502.002.501.32
Calmar ratio
The chart of Calmar ratio for E61Z.DE, currently valued at 0.77, compared to the broader market0.002.004.006.008.0010.0012.000.77
Martin ratio
The chart of Martin ratio for E61Z.DE, currently valued at 7.06, compared to the broader market0.0020.0040.0060.0080.007.06
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.97, compared to the broader market-1.000.001.002.003.004.005.001.97
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.84, compared to the broader market-2.000.002.004.006.008.0010.002.84
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.34, compared to the broader market0.501.001.502.002.501.34
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.50, compared to the broader market0.002.004.006.008.0010.0012.001.50
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 7.61, compared to the broader market0.0020.0040.0060.0080.007.61

Sharpe Ratio

The current Global X E-commerce UCITS ETF USD Accumulating Sharpe ratio is 1.95. This value is calculated based on the past 12 months of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Global X E-commerce UCITS ETF USD Accumulating 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-0.500.000.501.001.502.002.503.00December2024FebruaryMarchAprilMay
1.95
2.33
E61Z.DE (Global X E-commerce UCITS ETF USD Accumulating)
Benchmark (^GSPC)

Dividends

Dividend History


Global X E-commerce UCITS ETF USD Accumulating doesn't pay dividends

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%December2024FebruaryMarchAprilMay
-31.41%
-3.27%
E61Z.DE (Global X E-commerce UCITS ETF USD Accumulating)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Global X E-commerce UCITS ETF USD Accumulating. 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 E-commerce UCITS ETF USD Accumulating was 55.45%, occurring on Oct 24, 2022. The portfolio has not yet recovered.

The current Global X E-commerce UCITS ETF USD Accumulating drawdown is 31.41%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-55.45%Nov 17, 2021240Oct 24, 2022

Volatility

Volatility Chart

The current Global X E-commerce UCITS ETF USD Accumulating volatility is 6.80%, 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%December2024FebruaryMarchAprilMay
6.80%
3.72%
E61Z.DE (Global X E-commerce UCITS ETF USD Accumulating)
Benchmark (^GSPC)