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Global X E-commerce ETF (EBIZ)
Performance
Return for Risk
Dividends
Drawdowns
Volatility

ETF Info

ISIN
US37954Y4677
CUSIP
37954Y467
Issuer
Global X
Inception Date
Nov 27, 2018
Region
Global (Broad)
Leveraged
1x (No leverage)
Index Tracked
Solactive E-commerce Index
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Multi-Cap
Asset Class Style
Growth

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 E-commerce 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 E-commerce ETF (EBIZ) has returned -17.62% so far this year and -5.76% over the past 12 months.


Global X E-commerce ETF

1D
3.23%
1M
-5.66%
YTD
-17.62%
6M
-23.47%
1Y
-5.76%
3Y*
14.39%
5Y*
-5.04%
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 Nov 30, 2018, EBIZ's average daily return is +0.05%, while the average monthly return is +0.95%. At this rate, your investment would double in approximately 6.1 years.

Historically, 51% of months were positive and 49% were negative. The best month was Apr 2020 with a return of +24.0%, while the worst month was Sep 2022 at -14.3%. The longest winning streak lasted 5 consecutive months, and the longest losing streak was 8 months.

On a daily basis, EBIZ closed higher 52% of trading days. The best single day was Mar 16, 2022 with a return of +11.2%, while the worst single day was Mar 16, 2020 at -10.7%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-2.23%-10.69%-5.66%-17.62%
20258.98%-2.55%-3.09%-2.98%7.49%3.11%4.73%4.86%4.28%-4.32%-2.88%-0.04%17.74%
2024-5.14%13.81%4.39%-4.40%3.50%0.70%1.39%1.74%12.13%-3.13%8.80%-4.12%31.26%
202323.29%-10.38%0.76%-3.97%-4.51%11.86%12.71%-8.51%-5.12%-6.19%17.15%6.59%30.88%
2022-8.05%-7.73%-4.85%-12.05%-6.05%-8.41%5.66%-0.17%-14.25%-0.26%13.42%-5.56%-40.96%
20215.15%4.91%-2.53%1.23%-3.10%2.43%-7.71%2.30%-7.09%3.32%-6.51%-5.23%-13.26%

Benchmark Metrics

Global X E-commerce ETF has an annualized alpha of -2.86%, beta of 1.07, and R² of 0.55 versus S&P 500 Index. Calculated based on daily prices since December 03, 2018.

  • This ETF participated in 127.03% of S&P 500 Index downside but only 113.45% of its upside — more exposed to losses than it benefited from rallies.
  • This ETF had an annualized alpha of -2.86% versus S&P 500 Index — delivering less than market exposure alone would predict.
  • With beta of 1.07 and R² of 0.55, this ETF moves broadly in line with S&P 500 Index — much of its variation is explained by market exposure rather than independent behavior.

Alpha
-2.86%
Beta
1.07
0.55
Upside Capture
113.45%
Downside Capture
127.03%

Expense Ratio

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


Return for Risk

Risk / Return Rank

EBIZ ranks 8 for risk / return — in the bottom 8% of ETFs on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.


EBIZ Risk / Return Rank: 88
Overall Rank
EBIZ Sharpe Ratio Rank: 77
Sharpe Ratio Rank
EBIZ Sortino Ratio Rank: 77
Sortino Ratio Rank
EBIZ Omega Ratio Rank: 77
Omega Ratio Rank
EBIZ Calmar Ratio Rank: 99
Calmar Ratio Rank
EBIZ Martin Ratio Rank: 88
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 E-commerce ETF (EBIZ) and compare them to a chosen benchmark (S&P 500 Index).


EBIZBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

-0.24

0.90

-1.13

Sortino ratio

Return per unit of downside risk

-0.17

1.39

-1.55

Omega ratio

Gain probability vs. loss probability

0.98

1.21

-0.23

Calmar ratio

Return relative to maximum drawdown

-0.19

1.40

-1.59

Martin ratio

Return relative to average drawdown

-0.53

6.61

-7.14

Explore EBIZ 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 E-commerce ETF provided a 0.62% dividend yield over the last twelve months, with an annual payout of $0.17 per share.


0.00%0.20%0.40%0.60%0.80%$0.00$0.05$0.10$0.15$0.20$0.252019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM2025202420232022202120202019
Dividend$0.17$0.17$0.06$0.00$0.02$0.16$0.27$0.03

Dividend yield

0.62%0.51%0.23%0.00%0.10%0.57%0.84%0.18%

Monthly Dividends

The table displays the monthly dividend distributions for Global X E-commerce 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$0.10$0.00$0.00$0.00$0.00$0.00$0.07$0.17
2024$0.00$0.00$0.00$0.00$0.00$0.06$0.00$0.00$0.00$0.00$0.00$0.01$0.06
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.02$0.02
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.16$0.16

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 E-commerce 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 E-commerce ETF was 61.58%, occurring on Oct 14, 2022. The portfolio has not yet recovered.

The current Global X E-commerce ETF drawdown is 27.81%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-61.58%Feb 12, 2021422Oct 14, 2022
-32.71%Feb 13, 202024Mar 18, 202035May 7, 202059
-12.65%May 6, 2019105Oct 2, 201968Jan 9, 2020173
-12.53%Dec 4, 201811Dec 19, 201825Jan 28, 201936
-8.97%Aug 27, 20208Sep 8, 202024Oct 12, 202032

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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