- ISIN
- US37954Y7316
- CUSIP
- 37954Y731
- Issuer
- Global X
- Inception Date
- Jul 11, 2016
- Region
- North America (U.S.)
- Category
- Large Cap Growth Equities
- Leveraged
- 1x (No leverage)
- Index Tracked
- Concinnity Conscious Companies Index GTR Index
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Large-Cap
- Asset Class Style
- Blend
- Assets Under Management
- $120M
Share Price Chart
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Performance
KRMA Performance Chart
Global X Conscious Companies ETF (KRMA) is up 11.8% since the beginning of the year. KRMA is currently trading at $49 per share. Investors who bought $1,000 worth of KRMA shares 5 years ago would now be looking at an investment worth $1,677.
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Returns By Period
Global X Conscious Companies ETF (KRMA) has returned 11.81% so far this year and 27.87% over the past 12 months.
Global X Conscious Companies ETF
- 1D
- -0.90%
- 1M
- 6.32%
- YTD
- 11.81%
- 6M
- 12.13%
- 1Y
- 27.87%
- 3Y*
- 18.94%
- 5Y*
- 10.89%
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- -0.74%
- 1M
- 4.90%
- YTD
- 10.35%
- 6M
- 10.28%
- 1Y
- 26.52%
- 3Y*
- 20.83%
- 5Y*
- 12.30%
- 10Y*
- 13.66%
KRMA Monthly Returns History
Based on dividend-adjusted daily data since Jul 12, 2016, KRMA's average daily return is +0.06%, while the average monthly return is +1.18%. At this rate, an investment would double in approximately 4.9 years.
Historically, 68% of months were positive and 32% 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% | 9.76% | 6.43% | 0.04% | 11.81% | ||||||
| 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 0.95%, 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
- 0.95%
- Beta
- 0.96
- R²
- 0.88
- Upside Capture
- 101.70%
- Downside Capture
- 100.27%
Expense Ratio
KRMA has an expense ratio of 0.43%, placing it in the medium range.
Return for Risk
Risk / Return Rank
KRMA ranks 69 for risk / return — better than 69% 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.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Global X Conscious Companies ETF (KRMA) and compare them to S&P 500 Index.
| KRMA | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.28 | 2.24 | +0.03 |
Sortino ratioReturn per unit of downside risk | 3.15 | 3.07 | +0.07 |
Omega ratioGain probability vs. loss probability | 1.40 | 1.41 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | 3.25 | 2.93 | +0.32 |
Martin ratioReturn relative to average drawdown | 13.76 | 13.52 | +0.24 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Dividends
Dividend History
Global X Conscious Companies ETF provided a 2.32% 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 | 2.32% | 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 | $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 1.02%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
COVID crash2020 | -36.16%Mar 2020 | 1mo 2d | 4mo 27d | 5mo 29dFeb 2020 - Aug 2020 |
Bear market2022 | -26.12%Sep 2022 | 9mo 4d | 1y 3mo | 2y 26dDec 2021 - Jan 2024 |
2025 selloff2025 | -19.41%Apr 2025 | 4mo 4d | 2mo 24d | 6mo 28dDec 2024 - Jul 2025 |
Rate-hike selloffLate 2018 | -17.48%Dec 2018 | 3mo 1d | 2mo 25d | 5mo 26dSep 2018 - Mar 2019 |
2018 pullback2018 | -9.59%Feb 2018 | 11d | 5mo 16d | 5mo 27dJan 2018 - Jul 2018 |
Drawdown Indicators
| KRMA | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.16% | -56.78% | +20.62% |
Max Drawdown (1Y)Largest decline over 1 year | -8.62% | -9.10% | +0.48% |
Max Drawdown (3Y)Largest decline over 3 years | -19.41% | -18.90% | -0.51% |
Max Drawdown (5Y)Largest decline over 5 years | -26.12% | -25.43% | -0.69% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | -1.02% | -0.74% | -0.28% |
Average DrawdownAverage peak-to-trough decline | -4.92% | -10.72% | +5.80% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.03% | 1.97% | +0.06% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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