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Issuer
Global X
Inception Date
Apr 15, 2025
Region
North America (U.S.)
Leveraged
1x (No leverage)
Index Tracked
S&P 500 U.S. Revenue Market Leaders 50 Index
Domicile
United States
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Value
Assets Under Management
$2M

Share Price Chart


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Performance

FLAG Performance Chart

Global X S&P 500 U.S. Market Leaders TOP 50 ETF (FLAG) is down 1.7% since the beginning of the year. FLAG is currently trading at $27 per share.


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S&P 500 Index

Returns By Period

Global X S&P 500 U.S. Market Leaders TOP 50 ETF (FLAG) has returned -1.65% so far this year and 7.03% over the past 12 months.


Global X S&P 500 U.S. Market Leaders TOP 50 ETF

1D
0.09%
1M
-2.13%
YTD
-1.65%
6M
-1.51%
1Y
7.03%
3Y*
5Y*
10Y*

Benchmark (S&P 500 Index)

1D
0.00%
1M
-0.71%
YTD
8.39%
6M
8.57%
1Y
24.33%
3Y*
18.94%
5Y*
12.24%
10Y*
13.54%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FLAG Monthly Returns History

Based on dividend-adjusted daily data since Apr 16, 2025, FLAG's average daily return is +0.04%, while the average monthly return is +0.68%. At this rate, an investment would double in approximately 8.5 years.

Historically, 73% of months were positive and 27% were negative. The best month was Apr 2026 with a return of +5.4%, while the worst month was Mar 2026 at -6.2%. The longest winning streak lasted 6 consecutive months, and the longest losing streak was 1 months.

On a daily basis, FLAG closed higher 53% of trading days. The best single day was Apr 8, 2026 with a return of +2.2%, while the worst single day was Apr 21, 2025 at -2.4%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-0.07%0.50%-6.15%5.38%1.36%-2.30%-1.65%
20252.21%0.68%3.43%0.31%2.37%2.56%-0.94%0.56%0.38%12.08%

Benchmark Metrics

Global X S&P 500 U.S. Market Leaders TOP 50 ETF has an annualized alpha of -8.45%, beta of 0.63, and R2 of 0.54 versus S&P 500 Index. Calculated based on daily prices since April 16, 2025.

  • This ETF participated in 94.83% of S&P 500 Index downside but only 38.42% of its upside - more exposed to losses than it benefited from rallies.
  • This ETF had an annualized alpha of -8.45% versus S&P 500 Index - delivering less than market exposure alone would predict.
  • Beta of 0.63 indicates this ETF moves significantly less than S&P 500 Index - a genuinely defensive profile with reduced participation in both market rallies and downturns.

Alpha
-8.45%
Beta
0.63
0.54
Upside Capture
38.42%
Downside Capture
94.83%

Expense Ratio

FLAG has an expense ratio of 0.29%, placing it in the medium range.


Return for Risk

Risk / Return Rank

FLAG ranks 18 for risk / return — in the bottom 18% of ETFs on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.


FLAG Risk / Return Rank: 1818
Overall Rank
FLAG Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
FLAG Sortino Ratio Rank: 1818
Sortino Ratio Rank
FLAG Omega Ratio Rank: 1717
Omega Ratio Rank
FLAG Calmar Ratio Rank: 1717
Calmar Ratio Rank
FLAG Martin Ratio Rank: 2121
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 S&P 500 U.S. Market Leaders TOP 50 ETF (FLAG) 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.


FLAGBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-1.31

Sortino ratioReturn per unit of downside risk

-1.68

Omega ratioGain probability vs. loss probability

1.11

1.35

-0.24

Calmar ratioReturn relative to maximum drawdown

0.73

2.66

-1.93

Martin ratioReturn relative to average drawdown

2.48

11.86

-9.39

Dividends

Dividend History

Global X S&P 500 U.S. Market Leaders TOP 50 ETF provided a 1.37% dividend yield over the last twelve months, with an annual payout of $0.37 per share.


1.35%$0.00$0.10$0.20$0.30$0.402025
Dividends
Dividend Yield
PeriodTTM2025
Dividend$0.37$0.37

Dividend yield

1.37%1.35%

Monthly Dividends

The table displays the monthly dividend distributions for Global X S&P 500 U.S. Market Leaders TOP 50 ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2025$0.04$0.00$0.00$0.00$0.00$0.00$0.33$0.37

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 S&P 500 U.S. Market Leaders TOP 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 S&P 500 U.S. Market Leaders TOP 50 ETF was 9.29%, occurring on Mar 27, 2026. The portfolio has not yet recovered.

The current Global X S&P 500 U.S. Market Leaders TOP 50 ETF drawdown is 3.43%.


Related event

Drawdown

Fall

Recovery

Underwater

2026 pullback2026
-9.29%Mar 2026
2mo 13d
5mo 10dJan 2026 - now
2025 pullback2025
-4.78%Nov 2025
2mo 9d1mo 19d
3mo 28dSep 2025 - Jan 2026
2025 selloff2025
-3.69%Apr 2025
5d3d
8dApr 2025 - Apr 2025
2025 pullback2025
-3.12%Aug 2025
4d14d
18dJul 2025 - Aug 2025
2025 selloff2025
-2.42%May 2025
3d14d
17dMay 2025 - Jun 2025

Drawdown Indicators


FLAGBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-9.29%

-56.78%

+47.49%

Max Drawdown (1Y)

Largest decline over 1 year

-9.29%

-9.10%

-0.19%

Max Drawdown (3Y)

Largest decline over 3 years

-18.90%

Max Drawdown (5Y)

Largest decline over 5 years

-25.43%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-3.43%

-2.49%

-0.94%

Average Drawdown

Average peak-to-trough decline

-1.87%

-10.72%

+8.85%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.74%

2.03%

+0.71%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

Build a portfolio with FLAG

Add Global X S&P 500 U.S. Market Leaders TOP 50 ETF to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Analyzer with FLAG