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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Global X Conscious Companies 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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Returns By Period
Global X Conscious Companies ETF (KRMA) has returned -4.32% so far this year and 14.39% over the past 12 months.
Global X Conscious Companies ETF
- 1D
- 2.81%
- 1M
- -4.37%
- YTD
- -4.32%
- 6M
- -1.58%
- 1Y
- 14.39%
- 3Y*
- 13.88%
- 5Y*
- 8.58%
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- 2.91%
- 1M
- -5.09%
- YTD
- -4.63%
- 6M
- -2.39%
- 1Y
- 16.33%
- 3Y*
- 16.69%
- 5Y*
- 10.18%
- 10Y*
- 12.16%
Monthly Returns
Based on dividend-adjusted daily data since Jul 12, 2016, KRMA's average daily return is +0.05%, while the average monthly return is +1.07%. At this rate, your investment would double in approximately 5.4 years.
Historically, 67% of months were positive and 33% were negative. The best month was Apr 2020 with a return of +12.9%, while the worst month was Mar 2020 at -14.3%. The longest winning streak lasted 9 consecutive months, and the longest losing streak was 3 months.
On a daily basis, KRMA closed higher 55% of trading days. The best single day was Mar 24, 2020 with a return of +11.0%, while the worst single day was Mar 16, 2020 at -10.7%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 0.84% | -0.77% | -4.37% | -4.32% | |||||||||
| 2025 | 2.84% | -1.72% | -5.67% | -1.64% | 5.48% | 4.84% | 1.99% | 2.52% | 2.20% | 2.59% | -0.44% | 0.70% | 13.98% |
| 2024 | 0.81% | 4.19% | 3.25% | -3.96% | 3.93% | 2.69% | 1.70% | 2.05% | 1.98% | -1.51% | 5.45% | -3.32% | 18.12% |
| 2023 | 6.07% | -2.35% | 2.82% | 1.05% | -1.31% | 6.00% | 3.61% | -2.27% | -4.93% | -2.48% | 9.27% | 5.70% | 22.08% |
| 2022 | -6.12% | -3.74% | 4.06% | -9.05% | -0.64% | -8.37% | 9.86% | -3.92% | -9.57% | 9.06% | 6.00% | -5.68% | -18.96% |
| 2021 | -0.29% | 2.02% | 5.01% | 4.58% | 1.69% | 1.36% | 2.85% | 2.39% | -4.85% | 6.31% | -1.02% | 5.19% | 27.71% |
Benchmark Metrics
Global X Conscious Companies ETF has an annualized alpha of 0.81%, beta of 0.96, and R² of 0.88 versus S&P 500 Index. Calculated based on daily prices since July 13, 2016.
- With beta of 0.96 and R² of 0.88, this ETF moves broadly in line with S&P 500 Index — much of its variation is explained by market exposure rather than independent behavior.
- Alpha
- 0.81%
- Beta
- 0.96
- R²
- 0.88
- Upside Capture
- 101.50%
- Downside Capture
- 100.47%
Expense Ratio
KRMA has an expense ratio of 0.43%, placing it in the medium range.
Return for Risk
Risk / Return Rank
KRMA ranks 45 for risk / return — on par with similar ETFs. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Global X Conscious Companies ETF (KRMA) and compare them to a chosen benchmark (S&P 500 Index).
| KRMA | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.79 | 0.90 | -0.11 |
Sortino ratioReturn per unit of downside risk | 1.24 | 1.39 | -0.15 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.21 | -0.03 |
Calmar ratioReturn relative to maximum drawdown | 1.22 | 1.40 | -0.18 |
Martin ratioReturn relative to average drawdown | 5.56 | 6.61 | -1.05 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Explore KRMA 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 Conscious Companies ETF provided a 2.71% dividend yield over the last twelve months, with an annual payout of $1.13 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $1.13 | $1.13 | $0.36 | $0.39 | $0.24 | $0.37 | $0.26 | $0.36 | $0.33 | $0.23 | $0.15 |
Dividend yield | 2.71% | 2.59% | 0.91% | 1.16% | 0.86% | 1.07% | 0.96% | 1.52% | 1.82% | 1.21% | 0.96% |
Monthly Dividends
The table displays the monthly dividend distributions for Global X Conscious Companies ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.00 | $0.00 | |||||||||
| 2025 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.16 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.97 | $1.13 |
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.14 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.21 | $0.36 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.15 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.24 | $0.39 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.11 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.12 | $0.24 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.12 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.24 | $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 Conscious Companies 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 Conscious Companies ETF was 36.16%, occurring on Mar 23, 2020. Recovery took 102 trading sessions.
The current Global X Conscious Companies ETF drawdown is 6.05%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -36.16% | Feb 20, 2020 | 23 | Mar 23, 2020 | 102 | Aug 17, 2020 | 125 |
| -26.12% | Dec 30, 2021 | 190 | Sep 30, 2022 | 330 | Jan 25, 2024 | 520 |
| -19.41% | Dec 5, 2024 | 84 | Apr 8, 2025 | 57 | Jul 1, 2025 | 141 |
| -17.48% | Sep 24, 2018 | 64 | Dec 24, 2018 | 57 | Mar 19, 2019 | 121 |
| -9.59% | Jan 29, 2018 | 10 | Feb 9, 2018 | 114 | Jul 25, 2018 | 124 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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