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Global X Hydrogen ETF (HYDR)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINUS37954Y1525
CUSIP37954Y152
IssuerGlobal X
Inception DateJul 12, 2021
RegionGlobal (Broad)
CategoryAlternative Energy Equities
Leveraged1x
Index TrackedSolactive Global Hydrogen Index - Benchmark TR Net
Home Pagewww.globalxetfs.com
Asset ClassEquity

Expense Ratio

HYDR features an expense ratio of 0.50%, falling within the medium range.


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

Share Price Chart


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Compare to other instruments

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


Popular comparisons: HYDR vs. HJEN, HYDR vs. ICLN, HYDR vs. HDRO, HYDR vs. HGEN, HYDR vs. TQQQ, HYDR vs. HjEN, HYDR vs. BLX.TO, HYDR vs. KRBN, HYDR vs. SPY, HYDR vs. AIRR

Performance

Performance Chart

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


-30.00%-20.00%-10.00%0.00%10.00%JuneJulyAugustSeptemberOctoberNovember
-31.48%
12.76%
HYDR (Global X Hydrogen ETF)
Benchmark (^GSPC)

Returns By Period

Global X Hydrogen ETF had a return of -40.12% year-to-date (YTD) and -35.55% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date-40.12%25.48%
1 month-9.37%2.14%
6 months-31.49%12.76%
1 year-35.55%33.14%
5 years (annualized)N/A13.96%
10 years (annualized)N/A11.39%

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-12.59%-9.44%3.11%-7.45%27.97%-21.74%2.45%-10.04%6.10%-15.34%-40.12%
202323.99%-10.16%-9.74%-11.33%-10.21%5.63%13.59%-17.42%-14.37%-18.00%7.76%5.82%-36.49%
2022-23.04%13.99%5.36%-19.10%-6.61%-16.39%20.51%1.38%-24.13%-1.97%10.69%-10.16%-47.24%
2021-0.68%-0.34%-7.51%22.95%-9.60%-15.37%-13.89%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of HYDR is 2, indicating that it is in the bottom 2% of ETFs on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of HYDR is 22
Combined Rank
The Sharpe Ratio Rank of HYDR is 22Sharpe Ratio Rank
The Sortino Ratio Rank of HYDR is 22Sortino Ratio Rank
The Omega Ratio Rank of HYDR is 22Omega Ratio Rank
The Calmar Ratio Rank of HYDR is 22Calmar Ratio Rank
The Martin Ratio Rank of HYDR is 22Martin 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 Hydrogen ETF (HYDR) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


HYDR
Sharpe ratio
The chart of Sharpe ratio for HYDR, currently valued at -0.72, compared to the broader market-2.000.002.004.006.00-0.72
Sortino ratio
The chart of Sortino ratio for HYDR, currently valued at -0.93, compared to the broader market-2.000.002.004.006.008.0010.0012.00-0.93
Omega ratio
The chart of Omega ratio for HYDR, currently valued at 0.90, compared to the broader market1.001.502.002.503.000.90
Calmar ratio
The chart of Calmar ratio for HYDR, currently valued at -0.34, compared to the broader market0.005.0010.0015.00-0.34
Martin ratio
The chart of Martin ratio for HYDR, currently valued at -1.20, compared to the broader market0.0020.0040.0060.0080.00100.00-1.20
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.91, compared to the broader market-2.000.002.004.006.002.91
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.88, compared to the broader market-2.000.002.004.006.008.0010.0012.003.88
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.55, compared to the broader market1.001.502.002.503.001.55
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 4.20, compared to the broader market0.005.0010.0015.004.20
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 18.80, compared to the broader market0.0020.0040.0060.0080.00100.0018.80

Sharpe Ratio

The current Global X Hydrogen ETF Sharpe ratio is -0.72. 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 Hydrogen 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 Ratio-1.000.001.002.003.00JuneJulyAugustSeptemberOctoberNovember
-0.72
2.91
HYDR (Global X Hydrogen ETF)
Benchmark (^GSPC)

Dividends

Dividend History

Global X Hydrogen ETF provided a 0.00% dividend yield over the last twelve months, with an annual payout of $0.00 per share.


0.00%0.01%0.02%0.03%0.04%0.05%0.06%$0.00$0.01$0.02$0.03$0.04$0.05$0.06202120222023
Dividends
Dividend Yield
PeriodTTM202320222021
Dividend$0.00$0.00$0.00$0.06

Dividend yield

0.00%0.00%0.00%0.06%

Monthly Dividends

The table displays the monthly dividend distributions for Global X Hydrogen 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$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2021$0.06$0.06

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.


-80.00%-60.00%-40.00%-20.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-85.70%
-0.27%
HYDR (Global X Hydrogen ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Global X Hydrogen 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 Hydrogen ETF was 85.83%, occurring on Nov 12, 2024. The portfolio has not yet recovered.

The current Global X Hydrogen ETF drawdown is 85.70%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-85.83%Nov 9, 2021757Nov 12, 2024
-16.45%Sep 8, 202121Oct 6, 202111Oct 21, 202132
-12.18%Jul 22, 202119Aug 17, 202114Sep 7, 202133
-4.76%Jul 15, 20213Jul 19, 20212Jul 21, 20215
-4.56%Oct 22, 20211Oct 22, 20211Oct 25, 20212

Volatility

Volatility Chart

The current Global X Hydrogen ETF volatility is 13.54%, 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%4.00%6.00%8.00%10.00%12.00%14.00%JuneJulyAugustSeptemberOctoberNovember
13.54%
3.75%
HYDR (Global X Hydrogen ETF)
Benchmark (^GSPC)