PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
Global X MSCI Colombia ETF (GXG)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

US37950E2000

CUSIP

37954Y327

Issuer

Global X

Inception Date

Feb 5, 2009

Region

Latin America (Colombia)

Leveraged

1x

Index Tracked

MSCI All Colombia Select 25/50

Asset Class

Equity

Asset Class Size

Multi-Cap

Asset Class Style

Blend

Expense Ratio

GXG features an expense ratio of 0.62%, falling within the medium range.


Expense ratio chart for GXG: current value at 0.62% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.62%

Share Price Chart


Loading data...

Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Popular comparisons:
GXG vs. vti GXG vs. VOO GXG vs. ARGT GXG vs. IAK GXG vs. URTH GXG vs. VT GXG vs. MEXX GXG vs. EPU
Popular comparisons:
GXG vs. vti GXG vs. VOO GXG vs. ARGT GXG vs. IAK GXG vs. URTH GXG vs. VT GXG vs. MEXX GXG vs. EPU

Performance

Performance Chart

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


-10.00%-5.00%0.00%5.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
-6.00%
9.66%
GXG (Global X MSCI Colombia ETF)
Benchmark (^GSPC)

Returns By Period

Global X MSCI Colombia ETF had a return of 2.42% year-to-date (YTD) and 6.37% in the last 12 months. Over the past 10 years, Global X MSCI Colombia ETF had an annualized return of -4.28%, while the S&P 500 had an annualized return of 11.11%, indicating that Global X MSCI Colombia ETF did not perform as well as the benchmark.


GXG

YTD

2.42%

1M

-1.73%

6M

-6.00%

1Y

6.37%

5Y*

-5.26%

10Y*

-4.28%

^GSPC (Benchmark)

YTD

25.25%

1M

0.08%

6M

9.66%

1Y

25.65%

5Y*

13.17%

10Y*

11.11%

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20242.35%-0.94%7.73%1.43%4.32%-6.32%0.41%-3.96%-1.05%-2.47%4.32%2.42%
20236.43%-10.92%2.63%1.74%-2.06%11.09%10.04%-11.47%3.32%-4.97%8.37%11.90%24.92%
202211.21%1.09%8.77%-5.73%5.98%-23.08%-4.42%-5.88%-12.54%-1.47%7.82%0.19%-21.32%
2021-8.80%-3.01%0.84%-5.85%0.26%3.21%-4.92%9.36%1.25%5.06%-8.26%0.37%-11.50%
2020-4.67%-10.33%-36.34%4.57%0.42%2.95%5.39%4.95%-6.69%-1.69%19.43%19.79%-14.60%
201917.72%4.36%0.84%-1.35%-9.77%11.57%-2.01%-5.74%2.76%6.03%-6.11%12.20%30.43%
20189.48%-6.93%2.64%4.29%-2.74%-1.32%0.67%-6.06%0.81%-13.60%-0.58%-6.55%-19.88%
20173.84%-2.96%3.26%-1.16%6.29%-3.01%3.00%3.92%-0.10%-7.54%1.77%4.88%11.88%
2016-0.67%7.56%14.18%4.51%-11.67%8.69%-3.83%5.47%2.48%-3.16%-5.55%6.64%24.08%
2015-7.47%-3.95%-8.22%18.97%-12.26%-2.47%-8.99%-10.91%-4.73%5.70%-14.56%1.72%-41.07%
2014-13.99%3.40%15.43%2.09%1.26%4.62%0.50%1.53%-11.14%-3.89%-16.17%-9.86%-26.89%
20130.72%-2.63%-4.03%-3.39%-6.48%-3.01%6.98%0.10%3.51%0.93%-8.04%0.17%-15.01%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of GXG is 23, meaning it’s performing worse than 77% of other ETFs on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of GXG is 2323
Overall Rank
The Sharpe Ratio Rank of GXG is 2626
Sharpe Ratio Rank
The Sortino Ratio Rank of GXG is 2626
Sortino Ratio Rank
The Omega Ratio Rank of GXG is 2626
Omega Ratio Rank
The Calmar Ratio Rank of GXG is 1717
Calmar Ratio Rank
The Martin Ratio Rank of GXG is 1919
Martin 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 MSCI Colombia ETF (GXG) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for GXG, currently valued at 0.42, compared to the broader market0.002.004.000.422.07
The chart of Sortino ratio for GXG, currently valued at 0.71, compared to the broader market-2.000.002.004.006.008.0010.000.712.76
The chart of Omega ratio for GXG, currently valued at 1.08, compared to the broader market0.501.001.502.002.503.001.081.39
The chart of Calmar ratio for GXG, currently valued at 0.12, compared to the broader market0.005.0010.0015.000.123.05
The chart of Martin ratio for GXG, currently valued at 0.77, compared to the broader market0.0020.0040.0060.0080.00100.000.7713.27
GXG
^GSPC

The current Global X MSCI Colombia ETF Sharpe ratio is 0.42. 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 MSCI Colombia 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 Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
0.42
2.07
GXG (Global X MSCI Colombia ETF)
Benchmark (^GSPC)

Dividends

Dividend History

Global X MSCI Colombia ETF provided a 6.80% dividend yield over the last twelve months, with an annual payout of $1.58 per share.


2.00%4.00%6.00%8.00%10.00%12.00%$0.00$0.50$1.00$1.50$2.00$2.50$3.0020132014201520162017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM20232022202120202019201820172016201520142013
Dividend$1.58$1.62$2.49$0.65$1.05$1.20$0.94$0.73$0.54$0.47$1.65$2.98

Dividend yield

6.80%7.00%12.55%2.32%3.23%3.04%3.03%1.83%1.48%1.58%3.20%4.10%

Monthly Dividends

The table displays the monthly dividend distributions for Global X MSCI Colombia 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$0.39$0.00$0.00$0.00$0.00$0.00$0.00$0.39
2023$0.00$0.00$0.00$0.00$0.00$0.42$0.00$0.00$0.00$0.00$0.00$1.19$1.62
2022$0.00$0.00$0.00$0.00$0.00$1.48$0.00$0.00$0.00$0.00$0.00$1.01$2.49
2021$0.00$0.00$0.00$0.00$0.00$0.28$0.00$0.00$0.00$0.00$0.00$0.37$0.65
2020$0.00$0.00$0.00$0.00$0.00$0.46$0.00$0.00$0.00$0.00$0.00$0.59$1.05
2019$0.00$0.00$0.00$0.00$0.00$0.61$0.00$0.00$0.00$0.00$0.00$0.58$1.20
2018$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.94$0.94
2017$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.73$0.73
2016$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.54$0.54
2015$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.47$0.47
2014$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.65$1.65
2013$2.98$2.98

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%JulyAugustSeptemberOctoberNovemberDecember
-60.67%
-1.91%
GXG (Global X MSCI Colombia ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Global X MSCI Colombia 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 MSCI Colombia ETF was 78.88%, occurring on Mar 23, 2020. The portfolio has not yet recovered.

The current Global X MSCI Colombia ETF drawdown is 60.67%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-78.88%Nov 8, 20102358Mar 23, 2020
-14.95%Oct 13, 200912Oct 28, 200974Feb 16, 201086
-11.46%Feb 10, 20098Feb 24, 20096Mar 17, 200914
-10.46%Apr 27, 201021May 25, 201013Jun 15, 201034
-7.98%Jun 15, 20098Jun 24, 20095Jul 1, 200913

Volatility

Volatility Chart

The current Global X MSCI Colombia ETF volatility is 3.96%, 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%3.00%4.00%5.00%6.00%7.00%JulyAugustSeptemberOctoberNovemberDecember
3.96%
3.82%
GXG (Global X MSCI Colombia ETF)
Benchmark (^GSPC)
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2024 PortfoliosLab