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

ETF Info

ISIN

US37954Y4677

CUSIP

37954Y467

Issuer

Global X

Inception Date

Nov 27, 2018

Region

Global (Broad)

Leveraged

1x

Index Tracked

Solactive E-commerce Index

Asset Class

Equity

Asset Class Size

Multi-Cap

Asset Class Style

Growth

Expense Ratio

EBIZ features an expense ratio of 0.50%, falling within the medium range.


Expense ratio chart for EBIZ: 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.


Popular comparisons:
EBIZ vs. MGK EBIZ vs. EDOC EBIZ vs. GRPN EBIZ vs. VGT EBIZ vs. ONLN EBIZ vs. ITB EBIZ vs. VCR EBIZ vs. VOO EBIZ vs. USNQX EBIZ vs. QQQ
Popular comparisons:
EBIZ vs. MGK EBIZ vs. EDOC EBIZ vs. GRPN EBIZ vs. VGT EBIZ vs. ONLN EBIZ vs. ITB EBIZ vs. VCR EBIZ vs. VOO EBIZ vs. USNQX EBIZ vs. QQQ

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.


40.00%60.00%80.00%100.00%120.00%JulyAugustSeptemberOctoberNovemberDecember
84.72%
112.75%
EBIZ (Global X E-commerce ETF)
Benchmark (^GSPC)

Returns By Period

Global X E-commerce ETF had a return of 33.78% year-to-date (YTD) and 34.01% in the last 12 months.


EBIZ

YTD

33.78%

1M

3.55%

6M

19.21%

1Y

34.01%

5Y*

9.55%

10Y*

N/A

^GSPC (Benchmark)

YTD

23.11%

1M

-0.36%

6M

7.02%

1Y

23.15%

5Y*

12.80%

10Y*

11.01%

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-5.14%13.81%4.39%-4.40%3.50%0.70%1.39%1.74%12.13%-3.13%8.80%33.78%
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%-2.54%1.23%-3.10%2.43%-7.71%2.30%-7.09%3.32%-6.52%-5.22%-13.26%
20201.88%-8.17%-12.20%23.97%15.29%9.39%11.80%6.32%-2.95%-1.58%15.46%3.58%74.39%
201916.27%5.88%2.91%6.66%-9.38%7.22%0.13%-4.02%-1.93%2.00%2.14%2.96%32.75%
2018-11.01%-11.01%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of EBIZ is 62, indicating average performance compared to other ETFs on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of EBIZ is 6262
Overall Rank
The Sharpe Ratio Rank of EBIZ is 6868
Sharpe Ratio Rank
The Sortino Ratio Rank of EBIZ is 6868
Sortino Ratio Rank
The Omega Ratio Rank of EBIZ is 6565
Omega Ratio Rank
The Calmar Ratio Rank of EBIZ is 3939
Calmar Ratio Rank
The Martin Ratio Rank of EBIZ is 6767
Martin 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 ETF (EBIZ) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for EBIZ, currently valued at 1.69, compared to the broader market0.002.004.001.691.90
The chart of Sortino ratio for EBIZ, currently valued at 2.36, compared to the broader market-2.000.002.004.006.008.0010.002.362.54
The chart of Omega ratio for EBIZ, currently valued at 1.29, compared to the broader market0.501.001.502.002.503.001.291.35
The chart of Calmar ratio for EBIZ, currently valued at 0.79, compared to the broader market0.005.0010.0015.000.792.81
The chart of Martin ratio for EBIZ, currently valued at 9.01, compared to the broader market0.0020.0040.0060.0080.00100.009.0112.39
EBIZ
^GSPC

The current Global X E-commerce ETF Sharpe ratio is 1.69. 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 E-commerce 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 Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
1.69
1.90
EBIZ (Global X E-commerce ETF)
Benchmark (^GSPC)

Dividends

Dividend History

Global X E-commerce ETF provided a 0.20% dividend yield over the last twelve months, with an annual payout of $0.06 per share.


0.00%0.20%0.40%0.60%0.80%$0.00$0.05$0.10$0.15$0.20$0.2520192020202120222023
Dividends
Dividend Yield
PeriodTTM20232022202120202019
Dividend$0.06$0.00$0.02$0.16$0.27$0.03

Dividend yield

0.20%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
2024$0.00$0.00$0.00$0.00$0.00$0.06$0.00$0.00$0.00$0.00$0.00$0.00$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
2020$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.27$0.27
2019$0.03$0.03

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.


-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-24.14%
-3.58%
EBIZ (Global X E-commerce ETF)
Benchmark (^GSPC)

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 24.14%.


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, 201967Jan 9, 2020172
-12.53%Dec 4, 201810Dec 19, 201815Jan 28, 201925
-8.97%Aug 27, 20208Sep 8, 202024Oct 12, 202032

Volatility

Volatility Chart

The current Global X E-commerce ETF volatility is 6.61%, 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%JulyAugustSeptemberOctoberNovemberDecember
6.61%
3.64%
EBIZ (Global X E-commerce ETF)
Benchmark (^GSPC)
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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