PortfoliosLab logo
Tools
Performance Analysis
Risk Analysis
Optimization
Factor Model
See All Tools
Portfolio Analysis
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
Global X E-commerce ETF (EBIZ)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINUS37954Y4677
CUSIP37954Y467
IssuerGlobal X
Inception DateNov 27, 2018
RegionGlobal (Broad)
CategoryConsumer Discretionary Equities
Index TrackedSolactive E-commerce Index
Home Pagewww.globalxetfs.com
Asset ClassEquity

Asset Class Size

Multi-Cap

Asset Class Style

Growth

Expense Ratio

The Global X E-commerce ETF has a high expense ratio of 0.50%, indicating higher-than-average management fees.


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


Loading data...

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 ETF

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

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.


0.00%10.00%20.00%30.00%40.00%50.00%NovemberDecember2024FebruaryMarchApril
36.82%
22.02%
EBIZ (Global X E-commerce ETF)
Benchmark (^GSPC)

S&P 500

Returns By Period

Global X E-commerce ETF had a return of 7.13% year-to-date (YTD) and 35.09% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date7.13%5.84%
1 month-4.94%-2.98%
6 months36.83%22.02%
1 year35.09%24.47%
5 years (annualized)4.56%11.44%
10 years (annualized)N/A10.46%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-5.14%13.81%4.39%
2023-5.12%-6.19%17.15%6.59%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of EBIZ is 66, suggesting that the investment has average results relative to the market in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.

The Risk-Adjusted Performance Rank of EBIZ is 6666
Global X E-commerce ETF(EBIZ)
The Sharpe Ratio Rank of EBIZ is 7373Sharpe Ratio Rank
The Sortino Ratio Rank of EBIZ is 7272Sortino Ratio Rank
The Omega Ratio Rank of EBIZ is 7070Omega Ratio Rank
The Calmar Ratio Rank of EBIZ is 5050Calmar Ratio Rank
The Martin Ratio Rank of EBIZ is 6464Martin 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.


EBIZ
Sharpe ratio
The chart of Sharpe ratio for EBIZ, currently valued at 1.54, compared to the broader market-1.000.001.002.003.004.001.54
Sortino ratio
The chart of Sortino ratio for EBIZ, currently valued at 2.19, compared to the broader market-2.000.002.004.006.008.002.19
Omega ratio
The chart of Omega ratio for EBIZ, currently valued at 1.26, compared to the broader market1.001.502.001.26
Calmar ratio
The chart of Calmar ratio for EBIZ, currently valued at 0.63, compared to the broader market0.002.004.006.008.0010.000.63
Martin ratio
The chart of Martin ratio for EBIZ, currently valued at 4.59, compared to the broader market0.0010.0020.0030.0040.0050.0060.004.59
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.05, compared to the broader market-1.000.001.002.003.004.002.05
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.98, compared to the broader market-2.000.002.004.006.008.002.98
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.36, compared to the broader market1.001.502.001.36
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.55, compared to the broader market0.002.004.006.008.0010.001.55
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 8.05, compared to the broader market0.0010.0020.0030.0040.0050.0060.008.05

Sharpe Ratio

The current Global X E-commerce ETF Sharpe ratio is 1.54. A Sharpe ratio greater than 1.0 is considered acceptable.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.002.503.00NovemberDecember2024FebruaryMarchApril
1.54
2.05
EBIZ (Global X E-commerce ETF)
Benchmark (^GSPC)

Dividends

Dividend History

Global X E-commerce ETF granted a 0.00% dividend yield in the last twelve months. The annual payout for that period amounted to $0.00 per share.


PeriodTTM20232022202120202019
Dividend$0.00$0.00$0.02$0.16$0.27$0.03

Dividend yield

0.00%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.


JanFebMarAprMayJunJulAugSepOctNovDec
2024$0.00$0.00$0.00
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
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
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
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
2019$0.03

Drawdowns

Drawdowns Chart

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


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2024FebruaryMarchApril
-39.25%
-3.92%
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 39.25%.


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 6.01%, 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%NovemberDecember2024FebruaryMarchApril
6.01%
3.60%
EBIZ (Global X E-commerce ETF)
Benchmark (^GSPC)