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Global X Telemedicine & Digital Health ETF (EDOC)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINUS37954Y2853
CUSIP37954Y285
IssuerGlobal X
Inception DateJul 29, 2020
RegionNorth America (U.S.)
CategoryHealth & Biotech Equities
Leveraged1x
Index TrackedSolactive Telemedicine & Digital Health Index- TR Net
Home Pagewww.globalxetfs.com
Asset ClassEquity

Asset Class Size

Multi-Cap

Asset Class Style

Growth

Expense Ratio

EDOC features an expense ratio of 0.68%, falling within the medium range.


Expense ratio chart for EDOC: current value at 0.68% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.68%

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: EDOC vs. EBIZ, EDOC vs. AGNG, EDOC vs. IHF

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Global X Telemedicine & Digital Health ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


-5.00%0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
9.91%
14.29%
EDOC (Global X Telemedicine & Digital Health ETF)
Benchmark (^GSPC)

Returns By Period

Global X Telemedicine & Digital Health ETF had a return of -1.38% year-to-date (YTD) and 17.55% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date-1.38%24.30%
1 month0.81%4.09%
6 months9.91%14.29%
1 year17.55%35.42%
5 years (annualized)N/A13.95%
10 years (annualized)N/A11.33%

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-7.71%1.82%0.00%-7.47%2.95%-3.42%4.69%2.29%6.94%-5.99%-1.38%
20237.86%-6.65%0.51%0.17%-5.45%4.77%3.10%-13.59%-11.39%-11.11%9.31%13.45%-12.61%
2022-12.03%-0.82%0.35%-14.30%-3.87%-3.44%10.33%-3.62%-7.80%3.41%4.45%-5.08%-29.99%
20216.22%-1.61%-5.11%3.29%-6.84%4.89%-4.46%0.33%-4.22%3.16%-10.78%1.41%-14.21%
20200.06%4.62%3.07%-3.15%13.28%4.64%23.87%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of EDOC is 17, indicating that it is in the bottom 17% of ETFs on our website 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 EDOC is 1717
Combined Rank
The Sharpe Ratio Rank of EDOC is 1919Sharpe Ratio Rank
The Sortino Ratio Rank of EDOC is 1919Sortino Ratio Rank
The Omega Ratio Rank of EDOC is 1717Omega Ratio Rank
The Calmar Ratio Rank of EDOC is 1414Calmar Ratio Rank
The Martin Ratio Rank of EDOC is 1616Martin 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 Telemedicine & Digital Health ETF (EDOC) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


EDOC
Sharpe ratio
The chart of Sharpe ratio for EDOC, currently valued at 0.74, compared to the broader market-2.000.002.004.006.000.74
Sortino ratio
The chart of Sortino ratio for EDOC, currently valued at 1.19, compared to the broader market0.005.0010.001.19
Omega ratio
The chart of Omega ratio for EDOC, currently valued at 1.13, compared to the broader market0.501.001.502.002.503.001.13
Calmar ratio
The chart of Calmar ratio for EDOC, currently valued at 0.28, compared to the broader market0.005.0010.0015.000.28
Martin ratio
The chart of Martin ratio for EDOC, currently valued at 1.97, compared to the broader market0.0020.0040.0060.0080.00100.00120.001.97
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.90, compared to the broader market-2.000.002.004.006.002.90
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.88, compared to the broader market0.005.0010.003.88
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.54, compared to the broader market0.501.001.502.002.503.001.54
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 3.82, compared to the broader market0.005.0010.0015.003.82
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 18.86, compared to the broader market0.0020.0040.0060.0080.00100.00120.0018.86

Sharpe Ratio

The current Global X Telemedicine & Digital Health ETF Sharpe ratio is 0.74. 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 Telemedicine & Digital Health 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 Ratio-1.000.001.002.003.00JuneJulyAugustSeptemberOctoberNovember
0.74
2.90
EDOC (Global X Telemedicine & Digital Health ETF)
Benchmark (^GSPC)

Dividends

Dividend History

Global X Telemedicine & Digital Health ETF provided a 0.00% dividend yield over the last twelve months, with an annual payout of $0.00 per share.


0.00%0.01%0.01%0.02%0.02%0.03%0.03%$0.00$0.00$0.00$0.00$0.00$0.01$0.012020202120222023
Dividends
Dividend Yield
PeriodTTM2023202220212020
Dividend$0.00$0.00$0.00$0.00$0.01

Dividend yield

0.00%0.00%0.00%0.00%0.03%

Monthly Dividends

The table displays the monthly dividend distributions for Global X Telemedicine & Digital Health 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$0.00$0.00$0.00$0.00$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$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$0.00$0.00
2021$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
2020$0.01$0.01

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.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-55.90%
0
EDOC (Global X Telemedicine & Digital Health ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Global X Telemedicine & Digital Health 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 Telemedicine & Digital Health ETF was 64.25%, occurring on Oct 30, 2023. The portfolio has not yet recovered.

The current Global X Telemedicine & Digital Health ETF drawdown is 55.90%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-64.25%Feb 16, 2021682Oct 30, 2023
-8.95%Oct 14, 202013Oct 30, 202015Nov 20, 202028
-8.29%Sep 3, 20203Sep 8, 202019Oct 5, 202022
-6.44%Jan 26, 20214Jan 29, 20216Feb 8, 202110
-4.34%Aug 7, 20203Aug 11, 20207Aug 20, 202010

Volatility

Volatility Chart

The current Global X Telemedicine & Digital Health ETF volatility is 5.57%, 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%JuneJulyAugustSeptemberOctoberNovember
5.57%
3.92%
EDOC (Global X Telemedicine & Digital Health ETF)
Benchmark (^GSPC)