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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
Assets Under Management
$26M

Share Price Chart


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Performance

EBIZ Performance Chart

Global X E-commerce ETF (EBIZ) is down 16.8% since the beginning of the year. EBIZ is currently trading at $27 per share. Investors who bought $1,000 worth of EBIZ shares 5 years ago would now be looking at an investment worth $812.


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S&P 500 Index

Returns By Period

Global X E-commerce ETF (EBIZ) has returned -16.82% so far this year and -8.65% over the past 12 months.


Global X E-commerce ETF

1D
-1.71%
1M
-2.21%
YTD
-16.82%
6M
-17.98%
1Y
-8.65%
3Y*
15.11%
5Y*
-4.08%
10Y*

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EBIZ Monthly Returns History

Based on dividend-adjusted daily data since Nov 30, 2018, EBIZ's average daily return is +0.05%, while the average monthly return is +0.93%. At this rate, an investment would double in approximately 6.2 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%5.77%-1.57%-3.02%-16.82%
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 -4.49%, beta of 1.07, and R2 of 0.55 versus S&P 500 Index. Calculated based on daily prices since November 30, 2018.

  • This ETF participated in 127.75% of S&P 500 Index downside but only 106.42% of its upside - more exposed to losses than it benefited from rallies.
  • This ETF had an annualized alpha of -4.49% 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
-4.49%
Beta
1.07
0.55
Upside Capture
106.42%
Downside Capture
127.75%

Expense Ratio

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


Return for Risk

Risk / Return Rank

EBIZ ranks 5 for risk / return — in the bottom 5% 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: 55
Overall Rank
EBIZ Sharpe Ratio Rank: 55
Sharpe Ratio Rank
EBIZ Sortino Ratio Rank: 55
Sortino Ratio Rank
EBIZ Omega Ratio Rank: 55
Omega Ratio Rank
EBIZ Calmar Ratio Rank: 66
Calmar Ratio Rank
EBIZ Martin Ratio Rank: 66
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 S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


EBIZBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-2.47

Sortino ratioReturn per unit of downside risk

-3.23

Omega ratioGain probability vs. loss probability

0.94

1.37

-0.42

Calmar ratioReturn relative to maximum drawdown

-0.31

2.78

-3.10

Martin ratioReturn relative to average drawdown

-0.60

12.44

-13.04

Dividends

Dividend History

Global X E-commerce ETF provided a 0.61% 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

0.61%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$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 27.11%.


Related event

Drawdown

Fall

Recovery

Underwater

Bear market2022
-61.58%Oct 2022
1y 8mo
5y 4moFeb 2021 - now
COVID crash2020
-32.71%Mar 2020
1mo 4d1mo 20d
2mo 24dFeb 2020 - May 2020
2019 correction2019
-12.65%Oct 2019
4mo 29d3mo 9d
8mo 8dMay 2019 - Jan 2020
Rate-hike selloffLate 2018
-12.53%Dec 2018
15d1mo 10d
1mo 25dDec 2018 - Jan 2019
2020 pullback2020
-8.97%Sep 2020
12d1mo 4d
1mo 16dAug 2020 - Oct 2020

Drawdown Indicators


EBIZBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-61.58%

-56.78%

-4.80%

Max Drawdown (1Y)

Largest decline over 1 year

-27.73%

-9.10%

-18.63%

Max Drawdown (3Y)

Largest decline over 3 years

-27.73%

-18.90%

-8.83%

Max Drawdown (5Y)

Largest decline over 5 years

-58.21%

-25.43%

-32.78%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-27.11%

-1.80%

-25.31%

Average Drawdown

Average peak-to-trough decline

-24.33%

-10.71%

-13.62%

Ulcer Index

Depth and duration of drawdowns from previous peaks

14.35%

2.03%

+12.32%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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