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Issuer
Global X
Inception Date
Jul 19, 2016
Region
Europe (Eurozone)
Leveraged
1x (No leverage)
Index Tracked
EURO STOXX 50 Index
Domicile
Australia
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap

Share Price Chart


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Global X EURO STOXX 50 ETF

Performance

ESTX.AX Performance Chart

Global X EURO STOXX 50 ETF (ESTX.AX) is up 3.2% since the beginning of the year. ESTX.AX is currently trading at A$108 per share. Investors who bought A$1,000 worth of ESTX.AX shares 5 years ago would now be looking at an investment worth A$1,773.


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S&P 500 Index

Returns By Period

Global X EURO STOXX 50 ETF (ESTX.AX) has returned 3.22% so far this year and 8.95% over the past 12 months.


Global X EURO STOXX 50 ETF

1D
0.34%
1M
0.52%
6M
-0.32%
YTD
3.22%
1Y
8.95%
3Y*
14.83%
5Y*
12.14%
10Y*

Benchmark (S&P 500 Index)

1D
0.12%
1M
1.38%
6M
4.49%
YTD
5.58%
1Y
12.98%
3Y*
18.01%
5Y*
13.12%
10Y*
14.27%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ESTX.AX Monthly Returns History

Based on dividend-adjusted daily data since Jul 19, 2016, ESTX.AX's average daily return is +0.05%, while the average monthly return is +1.00%. At this rate, an investment would double in approximately 5.8 years.

Historically, 62% of months were positive and 38% were negative. The best month was Nov 2020 with a return of +16.5%, while the worst month was Mar 2020 at -12.8%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 4 months.

On a daily basis, ESTX.AX closed higher 52% of trading days. The best single day was Apr 26, 2017 with a return of +7.7%, while the worst single day was Mar 12, 2020 at -7.7%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-0.34%1.29%-9.18%1.91%5.60%5.51%-0.83%3.22%
20258.44%2.61%1.11%0.88%4.40%1.17%-0.01%0.33%2.12%2.55%-0.21%1.23%27.21%
20244.87%6.04%4.53%-3.44%1.20%-2.61%2.65%-1.03%1.23%-1.37%-4.02%5.35%13.48%
20235.56%4.87%4.36%4.95%-2.35%1.62%2.84%-1.05%-6.23%-1.27%7.51%1.20%23.32%
2022-0.21%-10.67%-0.56%-4.30%3.06%-7.48%1.17%-2.62%-5.05%13.81%8.58%-1.03%-7.46%
2021-1.97%0.94%6.82%3.41%3.91%1.44%0.83%3.61%-2.50%-1.35%0.16%2.61%18.99%

Benchmark Metrics

Global X EURO STOXX 50 ETF has an annualized alpha of 11.06%, beta of 0.13, and R2 of 0.02 versus S&P 500 Index. Calculated based on daily prices since July 19, 2016.

  • This ETF participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (74.49%) than losses (74.12%) - typical of diversified or defensive assets.
  • Beta of 0.13 may look defensive, but with R2 of 0.02 this ETF is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this ETF's risk.
  • R2 of 0.02 means this ETF moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
11.06%
Beta
0.13
0.02
Upside Capture
74.49%
Downside Capture
74.12%

Expense Ratio

ESTX.AX has an expense ratio of 0.35%, placing it in the medium range.


Return for Risk

Risk / Return Rank

ESTX.AX ranks 21 for risk / return — below 21% of ETFs on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.


ESTX.AX Risk / Return Rank: 2121
Overall Rank
ESTX.AX Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
ESTX.AX Sortino Ratio Rank: 2121
Sortino Ratio Rank
ESTX.AX Omega Ratio Rank: 2222
Omega Ratio Rank
ESTX.AX Calmar Ratio Rank: 2020
Calmar Ratio Rank
ESTX.AX Martin Ratio Rank: 2222
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 EURO STOXX 50 ETF (ESTX.AX) 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.


ESTX.AXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.63

Sortino ratioReturn per unit of downside risk

-0.79

Omega ratioGain probability vs. loss probability

1.13

1.24

-0.11

Calmar ratioReturn relative to maximum drawdown

0.71

1.11

-0.41

Martin ratioReturn relative to average drawdown

2.05

3.10

-1.05

Dividends

Dividend History

Global X EURO STOXX 50 ETF provided a 7.25% dividend yield over the last twelve months, with an annual payout of A$7.81 per share.


0.00%1.00%2.00%3.00%4.00%A$0.00A$1.00A$2.00A$3.00A$4.002016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM2025202420232022202120202019201820172016
DividendA$7.81A$1.99A$3.74A$3.01A$2.69A$1.24A$1.43A$1.94A$2.35A$0.73A$0.08

Dividend yield

7.25%1.79%4.19%3.67%3.90%1.60%2.15%2.79%4.16%1.15%0.15%

Monthly Dividends

The table displays the monthly dividend distributions for Global X EURO STOXX 50 ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026A$0.00A$0.00A$0.00A$0.00A$0.00A$0.00A$7.47A$7.47
2025A$0.00A$0.00A$0.00A$0.00A$0.00A$1.65A$0.00A$0.00A$0.00A$0.00A$0.00A$0.34A$1.99
2024A$0.00A$0.00A$0.00A$0.00A$0.00A$3.53A$0.00A$0.00A$0.00A$0.00A$0.00A$0.21A$3.74
2023A$0.00A$0.00A$0.00A$0.00A$0.00A$2.78A$0.00A$0.00A$0.00A$0.00A$0.00A$0.23A$3.01
2022A$0.00A$0.00A$0.00A$0.00A$0.00A$2.15A$0.00A$0.00A$0.00A$0.00A$0.00A$0.54A$2.69
2021A$0.00A$0.00A$0.00A$0.00A$0.00A$0.86A$0.00A$0.00A$0.00A$0.00A$0.00A$0.38A$1.24

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 EURO STOXX 50 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 EURO STOXX 50 ETF was 29.33%, occurring on Mar 19, 2020. Recovery took 264 trading sessions.

The current Global X EURO STOXX 50 ETF drawdown is 2.65%.


Drawdown

Fall

Recovery

Underwater

Related event

-29.33%Mar 2020
27d1y 18d
1y 1moFeb 2020 - Apr 2021
COVID crash2020
-26.60%Sep 2022
10mo 10d5mo 6d
1y 3moNov 2021 - Mar 2023
Bear market2022
-14.70%Dec 2018
7mo 4d4mo 21d
11mo 25dMay 2018 - May 2019
Rate-hike selloffLate 2018
-14.48%Mar 2026
2mo 5d3mo 10d
5mo 15dJan 2026 - Jun 2026
-10.07%Apr 2025
19d1mo 6d
1mo 25dMar 2025 - May 2025
2025 selloff2025

Drawdown Indicators


ESTX.AXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-29.33%

-41.07%

+11.74%

Max Drawdown (1Y)

Largest decline over 1 year

-14.48%

-11.69%

-2.79%

Max Drawdown (3Y)

Largest decline over 3 years

-14.48%

-17.74%

+3.26%

Max Drawdown (5Y)

Largest decline over 5 years

-26.60%

-22.01%

-4.59%

Max Drawdown (10Y)

Largest decline over 10 years

-24.71%

Current Drawdown

Current decline from peak

-2.65%

-0.60%

-2.05%

Average Drawdown

Average peak-to-trough decline

-5.29%

-11.02%

+5.73%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.06%

4.20%

+0.86%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

Build a portfolio with ESTX.AX

Add Global X EURO STOXX 50 ETF to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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