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Global X Emerging Markets Equity Index Corporate C...
Performance
Return for Risk
Dividends
Drawdowns
Volatility

ETF Info

CUSIP
37963T103
Issuer
Global X
Inception Date
Aug 4, 2020
Leveraged
1x (No leverage)
Index Tracked
Global X Emerging Markets Futures Roll Index (Total Return)
Distribution Policy
Accumulating
Asset Class
Equity

Share Price Chart


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Performance

Performance Chart

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


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S&P 500 Index

Different Benchmark Currency

HXEM.TO is traded in CAD, while the ^GSPC benchmark is in USD. To make them comparable, the benchmark values have been converted to CAD using the latest available exchange rates.

Returns By Period

Global X Emerging Markets Equity Index Corporate Class ETF (HXEM.TO) has returned 4.95% so far this year and 27.91% over the past 12 months.


Global X Emerging Markets Equity Index Corporate Class ETF

1D
3.92%
1M
-7.43%
YTD
4.95%
6M
7.44%
1Y
27.91%
3Y*
16.05%
5Y*
5.13%
10Y*

Benchmark (S&P 500 Index)

1D
2.80%
1M
-3.22%
YTD
-3.34%
6M
-2.48%
1Y
12.46%
3Y*
17.80%
5Y*
12.48%
10Y*
12.91%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Aug 6, 2020, HXEM.TO's average daily return is +0.03%, while the average monthly return is +0.66%. At this rate, your investment would double in approximately 8.8 years.

Historically, 53% of months were positive and 47% were negative. The best month was Nov 2022 with a return of +13.9%, while the worst month was Mar 2026 at -7.4%. The longest winning streak lasted 6 consecutive months, and the longest losing streak was 7 months.

On a daily basis, HXEM.TO closed higher 50% of trading days. The best single day was Mar 16, 2022 with a return of +6.8%, while the worst single day was Mar 3, 2026 at -5.1%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20266.93%6.03%-7.43%4.95%
20252.69%-0.05%1.09%-3.95%3.56%6.20%2.46%1.64%8.24%4.49%-2.25%0.23%26.46%
2024-3.30%5.11%2.67%1.40%0.09%3.75%2.11%-1.69%7.05%-1.78%-2.42%1.19%14.53%
20237.39%-5.02%2.11%-0.66%-2.12%2.00%5.47%-4.29%-2.76%-1.39%5.36%1.64%7.09%
2022-1.26%-3.85%-5.15%-3.64%-0.72%-3.49%-0.95%1.39%-7.13%-3.07%13.85%-2.30%-16.39%
20213.56%0.67%-2.12%-1.38%1.06%2.51%-5.81%1.41%-1.92%-1.17%-0.94%1.75%-2.71%

Benchmark Metrics

Global X Emerging Markets Equity Index Corporate Class ETF has an annualized alpha of -0.19%, beta of 0.56, and R² of 0.25 versus S&P 500 Index. Calculated based on daily prices since August 07, 2020.

  • This ETF participated in 54.74% of S&P 500 Index downside but only 44.20% of its upside — more exposed to losses than it benefited from rallies.
  • Beta of 0.56 may look defensive, but with R² of 0.25 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 0.25 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
-0.19%
Beta
0.56
0.25
Upside Capture
44.20%
Downside Capture
54.74%

Expense Ratio

HXEM.TO has an expense ratio of 0.25%, which is considered low.


Return for Risk

Risk / Return Rank

HXEM.TO ranks 73 for risk / return — better than 73% of ETFs on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.


HXEM.TO Risk / Return Rank: 7373
Overall Rank
HXEM.TO Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
HXEM.TO Sortino Ratio Rank: 7373
Sortino Ratio Rank
HXEM.TO Omega Ratio Rank: 7171
Omega Ratio Rank
HXEM.TO Calmar Ratio Rank: 7878
Calmar Ratio Rank
HXEM.TO Martin Ratio Rank: 7070
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 Emerging Markets Equity Index Corporate Class ETF (HXEM.TO) and compare them to a chosen benchmark (S&P 500 Index).


HXEM.TOBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

1.39

0.69

+0.70

Sortino ratio

Return per unit of downside risk

1.89

1.06

+0.83

Omega ratio

Gain probability vs. loss probability

1.27

1.17

+0.11

Calmar ratio

Return relative to maximum drawdown

2.20

1.14

+1.06

Martin ratio

Return relative to average drawdown

7.45

4.22

+3.23

Explore HXEM.TO risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

Dividends

Dividend History


Global X Emerging Markets Equity Index Corporate Class ETF doesn't pay dividends

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 Emerging Markets Equity Index Corporate Class 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 Emerging Markets Equity Index Corporate Class ETF was 35.00%, occurring on Oct 24, 2022. Recovery took 686 trading sessions.

The current Global X Emerging Markets Equity Index Corporate Class ETF drawdown is 8.91%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-35%Feb 18, 2021422Oct 24, 2022686Jul 17, 20251108
-12.34%Feb 26, 202623Mar 30, 2026
-6.36%Nov 4, 202532Dec 17, 202510Jan 5, 202642
-4.98%Jan 19, 20219Jan 29, 20215Feb 5, 202114
-4.36%Oct 7, 20254Oct 10, 20253Oct 16, 20257

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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