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Global X China Innovation ETF (KEJI)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINUS37954Y2101
CUSIP37954Y210
IssuerGlobal X
Inception DateFeb 22, 2021
RegionEmerging Asia Pacific (China)
CategoryChina Equities, Actively Managed, Innovation
Index TrackedNo Index (Active)
Home Pagewww.globalxetfs.com
Asset ClassEquity

Asset Class Size

Multi-Cap

Asset Class Style

Growth

Expense Ratio

The Global X China Innovation ETF has a high expense ratio of 0.75%, indicating higher-than-average management fees.


0.50%1.00%1.50%2.00%0.75%

Share Price Chart


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Global X China Innovation ETF

Performance

Performance Chart

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


-60.00%-40.00%-20.00%0.00%20.00%OctoberOct 08Oct 15Oct 22Oct 29Nov 05Nov 12Nov 19Nov 26Dec 03Dec 10
-53.73%
19.91%
KEJI (Global X China Innovation ETF)
Benchmark (^GSPC)

S&P 500

Returns By Period


PeriodReturnBenchmark
Year-To-DateN/A10.16%
1 monthN/A3.47%
6 monthsN/A22.20%
1 yearN/A30.45%
5 years (annualized)N/A13.16%
10 years (annualized)N/A10.89%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2023-6.51%-5.21%-0.00%0.55%

Risk-Adjusted Performance

Risk-Adjusted Performance Indicators

This table presents risk-adjusted performance metrics for Global X China Innovation ETF (KEJI) and compares them with a selected benchmark (^GSPC). These performance indicators assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Sharpe ratioSortino ratioOmega ratioCalmar ratioUlcer Index
KEJI
Global X China Innovation ETF
^GSPC
S&P 500
2.79

Sharpe Ratio


Rolling 12-month Sharpe Ratio-0.500.000.501.00OctoberOct 08Oct 15Oct 22Oct 29Nov 05Nov 12Nov 19Nov 26Dec 03Dec 10
-0.50
1.32
KEJI (Global X China Innovation ETF)
Benchmark (^GSPC)

Dividends

Dividend History

Global X China Innovation ETF granted a 0.63% dividend yield in the last twelve months. The annual payout for that period amounted to $0.07 per share.


PeriodTTM2022
Dividend$0.07$0.03

Dividend yield

0.63%0.28%

Monthly Dividends

The table displays the monthly dividend distributions for Global X China Innovation ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDec
2023$0.00$0.00$0.00$0.00$0.00$0.07$0.00$0.00$0.00$0.00$0.00
2022$0.03$0.00$0.00$0.00$0.00$0.00$0.00

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%OctoberOct 08Oct 15Oct 22Oct 29Nov 05Nov 12Nov 19Nov 26Dec 03Dec 10
-53.73%
-1.87%
KEJI (Global X China Innovation ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Global X China Innovation 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 China Innovation ETF was 55.79%, occurring on Oct 28, 2022. The portfolio has not yet recovered.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-55.79%Feb 25, 2021424Oct 28, 2022

Volatility

Volatility Chart

The current Global X China Innovation ETF volatility is 0.00%, 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.


0.00%2.00%4.00%6.00%8.00%OctoberOct 08Oct 15Oct 22Oct 29Nov 05Nov 12Nov 19Nov 26Dec 03Dec 100
2.59%
KEJI (Global X China Innovation ETF)
Benchmark (^GSPC)