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Global X Conscious Companies ETF (KRMA)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

US37954Y7316

CUSIP

37954Y731

Issuer

Global X

Inception Date

Jul 11, 2016

Region

North America (U.S.)

Leveraged

1x

Index Tracked

Concinnity Conscious Companies Index GTR Index

Asset Class

Equity

Asset Class Size

Large-Cap

Asset Class Style

Blend

Expense Ratio

KRMA has an expense ratio of 0.43%, placing it in the medium range.


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.


Performance

Performance Chart


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Returns By Period

Global X Conscious Companies ETF (KRMA) returned -0.26% year-to-date (YTD) and 9.22% over the past 12 months.


KRMA

YTD

-0.26%

1M

11.21%

6M

-3.33%

1Y

9.22%

5Y*

15.54%

10Y*

N/A

^GSPC (Benchmark)

YTD

0.08%

1M

9.75%

6M

-1.63%

1Y

12.74%

5Y*

15.66%

10Y*

10.77%

*Annualized

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20252.84%-1.72%-5.67%-1.64%6.36%-0.26%
20240.81%4.19%3.25%-3.96%3.93%2.69%1.70%2.05%1.98%-1.51%5.45%-3.32%18.12%
20236.07%-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%
2020-0.86%-8.46%-14.34%12.88%4.82%2.72%6.57%6.80%-3.22%-2.06%11.26%3.63%17.53%
20198.89%4.49%1.03%3.84%-6.08%6.76%2.02%-2.85%2.72%1.06%3.61%1.93%30.07%
20185.04%-3.06%-1.62%0.30%1.32%0.91%3.37%2.46%0.65%-6.62%3.32%-9.04%-3.89%
20171.25%4.29%0.05%1.12%1.47%1.21%1.04%-0.53%3.28%1.72%3.66%2.37%22.92%
20161.08%0.97%-0.09%-2.38%4.11%1.93%5.64%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of KRMA is 50, indicating average performance compared to other ETFs on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of KRMA is 5050
Overall Rank
The Sharpe Ratio Rank of KRMA is 4545
Sharpe Ratio Rank
The Sortino Ratio Rank of KRMA is 4949
Sortino Ratio Rank
The Omega Ratio Rank of KRMA is 5050
Omega Ratio Rank
The Calmar Ratio Rank of KRMA is 5454
Calmar Ratio Rank
The Martin Ratio Rank of KRMA is 5252
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 Conscious Companies ETF (KRMA) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

Global X Conscious Companies ETF Sharpe ratios as of May 14, 2025 (values are recalculated daily):

  • 1-Year: 0.48
  • 5-Year: 0.84
  • All Time: 0.66

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

The chart below shows the rolling Sharpe ratio of Global X Conscious Companies ETF compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time. For deeper analysis or to customize the calculation, use the Sharpe ratio tool.


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Dividends

Dividend History

Global X Conscious Companies ETF provided a 0.91% dividend yield over the last twelve months, with an annual payout of $0.36 per share.


0.80%1.00%1.20%1.40%1.60%1.80%$0.00$0.10$0.20$0.30$0.40201620172018201920202021202220232024
Dividends
Dividend Yield
PeriodTTM202420232022202120202019201820172016
Dividend$0.36$0.36$0.39$0.24$0.37$0.26$0.36$0.33$0.24$0.15

Dividend yield

0.91%0.91%1.16%0.86%1.07%0.96%1.53%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.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2025$0.00$0.00$0.00$0.00$0.00$0.00
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$0.12$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$0.13$0.00$0.00$0.00$0.00$0.00$0.25$0.37
2020$0.00$0.00$0.00$0.00$0.00$0.10$0.00$0.00$0.00$0.00$0.00$0.16$0.26
2019$0.00$0.00$0.00$0.00$0.00$0.17$0.00$0.00$0.00$0.00$0.00$0.19$0.36
2018$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.33$0.33
2017$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.24$0.24
2016$0.15$0.15

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 4.32%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-36.16%Feb 20, 202023Mar 23, 2020102Aug 17, 2020125
-26.12%Dec 30, 2021190Sep 30, 2022330Jan 25, 2024520
-19.41%Dec 5, 202484Apr 8, 2025
-17.49%Sep 24, 201864Dec 24, 201857Mar 19, 2019121
-9.59%Jan 29, 201810Feb 9, 2018114Jul 25, 2018124

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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