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Issuer
Global X
Inception Date
Oct 31, 2018
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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S&P 500 Index

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-1.06%-0.63%-7.35%9.73%4.57%3.78%-0.11%8.35%
20252.17%-1.57%-4.60%-0.59%5.24%1.99%-0.57%4.10%1.01%2.11%-1.22%0.87%8.90%
20242.84%6.03%2.35%-5.36%2.34%4.20%0.74%1.42%0.51%-1.01%4.36%-3.39%15.46%
20237.00%-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
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.


ETHI.TO Risk / Return Rank: 3434
Overall Rank
ETHI.TO Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
ETHI.TO Sortino Ratio Rank: 3535
Sortino Ratio Rank
ETHI.TO Omega Ratio Rank: 3232
Omega Ratio Rank
ETHI.TO Calmar Ratio Rank: 3030
Calmar Ratio Rank
ETHI.TO Martin Ratio Rank: 3737
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 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.TOBenchmarkDifference
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.


0.60%0.70%0.80%0.90%1.00%1.10%1.20%CA$0.00CA$0.10CA$0.20CA$0.30CA$0.40CA$0.50CA$0.602019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM2025202420232022202120202019
DividendCA$0.50CA$0.57CA$0.44CA$0.50CA$0.42CA$0.62CA$0.36CA$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.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026CA$0.00CA$0.00CA$0.05CA$0.00CA$0.00CA$0.17CA$0.00CA$0.22
2025CA$0.00CA$0.00CA$0.14CA$0.00CA$0.00CA$0.15CA$0.00CA$0.00CA$0.14CA$0.00CA$0.00CA$0.14CA$0.57
2024CA$0.00CA$0.00CA$0.14CA$0.00CA$0.00CA$0.11CA$0.00CA$0.00CA$0.10CA$0.00CA$0.00CA$0.09CA$0.44
2023CA$0.00CA$0.00CA$0.12CA$0.00CA$0.00CA$0.13CA$0.00CA$0.00CA$0.13CA$0.00CA$0.00CA$0.13CA$0.50
2022CA$0.00CA$0.00CA$0.09CA$0.00CA$0.00CA$0.13CA$0.00CA$0.00CA$0.13CA$0.00CA$0.00CA$0.07CA$0.42
2021CA$0.00CA$0.00CA$0.11CA$0.00CA$0.00CA$0.11CA$0.00CA$0.00CA$0.08CA$0.00CA$0.00CA$0.31CA$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 2d2mo 14d
3mo 16dFeb 2020 - Jun 2020
COVID crash2020
-31.97%Oct 2022
9mo 10d1y 4mo
2y 1moJan 2022 - Feb 2024
Bear market2022
-19.07%Apr 2025
4mo 3d4mo 7d
8mo 10dDec 2024 - Aug 2025
2025 selloff2025
-11.59%Mar 2026
5mo 2d1mo 15d
6mo 17dOct 2025 - May 2026
-9.79%Oct 2020
1mo 27d14d
2mo 11dSep 2020 - Nov 2020

Drawdown Indicators


ETHI.TOBenchmarkDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-0.35%

-0.82%

+0.47%

Average Drawdown

Average peak-to-trough decline

-6.86%

-9.63%

+2.77%

Ulcer Index

Depth 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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Portfolio Analyzer

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