- Issuer
- Global X
- Inception Date
- Oct 31, 2018
- Category
- Global Equities, Sustainable
- Leveraged
- 1x (No leverage)
- Index Tracked
- No Index (Active)
- Distribution Policy
- Distributing
- Asset Class
- Equity
Share Price Chart
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Performance
ETHI.TO Performance Chart
Global X Global Sustainability Leaders Index ETF (ETHI.TO) is up 8.4% since the beginning of the year. ETHI.TO is currently trading at CA$62 per share. Investors who bought CA$1,000 worth of ETHI.TO shares 5 years ago would now be looking at an investment worth CA$1,382.
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Returns By Period
Global X Global Sustainability Leaders Index ETF (ETHI.TO) has returned 8.35% so far this year and 14.76% over the past 12 months.
Global X Global Sustainability Leaders Index ETF
- 1D
- 0.11%
- 1M
- 2.07%
- 6M
- 8.18%
- YTD
- 8.35%
- 1Y
- 14.76%
- 3Y*
- 13.04%
- 5Y*
- 6.68%
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- -0.31%
- 1M
- 0.87%
- 6M
- 10.62%
- YTD
- 13.50%
- 1Y
- 24.35%
- 3Y*
- 21.67%
- 5Y*
- 14.33%
- 10Y*
- 14.32%
ETHI.TO Monthly Returns History
Based on dividend-adjusted daily data since Nov 6, 2018, ETHI.TO's average daily return is +0.06%, while the average monthly return is +1.16%. At this rate, an investment would double in approximately 5.0 years.
Historically, 62% of months were positive and 38% were negative. The best month was Nov 2020 with a return of +13.5%, while the worst month was Sep 2022 at -10.4%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 3 months.
On a daily basis, ETHI.TO closed higher 52% of trading days. The best single day was Mar 19, 2020 with a return of +10.9%, while the worst single day was Mar 18, 2020 at -10.5%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | -1.06% | -0.63% | -7.35% | 9.73% | 4.57% | 3.78% | -0.11% | 8.35% | |||||
| 2025 | 2.17% | -1.57% | -4.60% | -0.59% | 5.24% | 1.99% | -0.57% | 4.10% | 1.01% | 2.11% | -1.22% | 0.87% | 8.90% |
| 2024 | 2.84% | 6.03% | 2.35% | -5.36% | 2.34% | 4.20% | 0.74% | 1.42% | 0.51% | -1.01% | 4.36% | -3.39% | 15.46% |
| 2023 | 7.00% | -1.71% | 2.03% | 0.68% | 0.36% | 5.82% | 2.72% | -1.38% | -5.43% | -2.68% | 9.38% | 5.50% | 23.45% |
| 2022 | -6.87% | -4.02% | 2.36% | -10.37% | -0.82% | -8.55% | 8.24% | -3.92% | -10.44% | 8.42% | 6.44% | -4.44% | -23.60% |
| 2021 | -0.81% | 2.21% | 2.48% | 4.64% | 1.10% | 3.18% | 1.56% | 3.09% | -4.94% | 5.30% | -1.17% | 3.94% | 22.09% |
Benchmark Metrics
Global X Global Sustainability Leaders Index ETF has an annualized alpha of 4.22%, beta of 0.68, and R2 of 0.49 versus S&P 500 Index. Calculated based on daily prices since November 06, 2018.
- This ETF participated in 110.60% of S&P 500 Index downside but only 105.05% of its upside - more exposed to losses than it benefited from rallies.
- Beta of 0.68 may look defensive, but with R2 of 0.49 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 0.49 means the benchmark explains less than half of this ETF's behavior - treat beta with caution or consider switching to a more representative benchmark.
- Alpha
- 4.22%
- Beta
- 0.68
- R²
- 0.49
- Upside Capture
- 105.05%
- Downside Capture
- 110.60%
Return for Risk
Risk / Return Rank
ETHI.TO ranks 34 for risk / return — below 34% 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.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Global X Global Sustainability Leaders Index ETF (ETHI.TO) 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.
| ETHI.TO | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.84 | ||
| Sortino ratioReturn per unit of downside risk | -1.06 | ||
| Omega ratioGain probability vs. loss probability | 1.19 | 1.33 | -0.15 |
| Calmar ratioReturn relative to maximum drawdown | 1.28 | 2.67 | -1.39 |
| Martin ratioReturn relative to average drawdown | 4.64 | 9.87 | -5.24 |
Dividends
Dividend History
Global X Global Sustainability Leaders Index ETF provided a 0.80% dividend yield over the last twelve months, with an annual payout of CA$0.50 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
| Dividend | CA$0.50 | CA$0.57 | CA$0.44 | CA$0.50 | CA$0.42 | CA$0.62 | CA$0.36 | CA$0.20 |
Dividend yield | 0.80% | 0.99% | 0.82% | 1.06% | 1.09% | 1.22% | 0.84% | 0.64% |
Monthly Dividends
The table displays the monthly dividend distributions for Global X Global Sustainability Leaders Index ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | CA$0.00 | CA$0.00 | CA$0.05 | CA$0.00 | CA$0.00 | CA$0.17 | CA$0.00 | CA$0.22 | |||||
| 2025 | CA$0.00 | CA$0.00 | CA$0.14 | CA$0.00 | CA$0.00 | CA$0.15 | CA$0.00 | CA$0.00 | CA$0.14 | CA$0.00 | CA$0.00 | CA$0.14 | CA$0.57 |
| 2024 | CA$0.00 | CA$0.00 | CA$0.14 | CA$0.00 | CA$0.00 | CA$0.11 | CA$0.00 | CA$0.00 | CA$0.10 | CA$0.00 | CA$0.00 | CA$0.09 | CA$0.44 |
| 2023 | CA$0.00 | CA$0.00 | CA$0.12 | CA$0.00 | CA$0.00 | CA$0.13 | CA$0.00 | CA$0.00 | CA$0.13 | CA$0.00 | CA$0.00 | CA$0.13 | CA$0.50 |
| 2022 | CA$0.00 | CA$0.00 | CA$0.09 | CA$0.00 | CA$0.00 | CA$0.13 | CA$0.00 | CA$0.00 | CA$0.13 | CA$0.00 | CA$0.00 | CA$0.07 | CA$0.42 |
| 2021 | CA$0.00 | CA$0.00 | CA$0.11 | CA$0.00 | CA$0.00 | CA$0.11 | CA$0.00 | CA$0.00 | CA$0.08 | CA$0.00 | CA$0.00 | CA$0.31 | CA$0.62 |
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 Global Sustainability Leaders Index 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 Global Sustainability Leaders Index ETF was 32.78%, occurring on Mar 23, 2020. Recovery took 52 trading sessions.
The current Global X Global Sustainability Leaders Index ETF drawdown is 0.35%.
Drawdown | Fall | Recovery | Underwater | Related event |
|---|---|---|---|---|
-32.78%Mar 2020 | 1mo 2d | 2mo 14d | 3mo 16dFeb 2020 - Jun 2020 | COVID crash2020 |
-31.97%Oct 2022 | 9mo 10d | 1y 4mo | 2y 1moJan 2022 - Feb 2024 | Bear market2022 |
-19.07%Apr 2025 | 4mo 3d | 4mo 7d | 8mo 10dDec 2024 - Aug 2025 | 2025 selloff2025 |
-11.59%Mar 2026 | 5mo 2d | 1mo 15d | 6mo 17dOct 2025 - May 2026 | — |
-9.79%Oct 2020 | 1mo 27d | 14d | 2mo 11dSep 2020 - Nov 2020 | — |
Drawdown Indicators
| ETHI.TO | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.78% | -48.87% | +16.09% |
Max Drawdown (1Y)Largest decline over 1 year | -11.59% | -9.17% | -2.42% |
Max Drawdown (3Y)Largest decline over 3 years | -19.07% | -19.59% | +0.52% |
Max Drawdown (5Y)Largest decline over 5 years | -31.97% | -23.14% | -8.83% |
Max Drawdown (10Y)Largest decline over 10 years | — | -27.97% | — |
Current DrawdownCurrent decline from peak | -0.35% | -0.82% | +0.47% |
Average DrawdownAverage peak-to-trough decline | -6.86% | -9.63% | +2.77% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.19% | 2.47% | +0.72% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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