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ISIN
US37950E7470
CUSIP
37950E747
Issuer
Global X
Inception Date
Nov 9, 2010
Region
North America (U.S.)
Leveraged
1x (No leverage)
Index Tracked
MSCI Norway IMI 25/50 Index
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Blend
Assets Under Management
$162M

Share Price Chart


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Performance

NORW Performance Chart

Global X MSCI Norway ETF (NORW) is up 26.3% since the beginning of the year. NORW is currently trading at $38 per share. Investors who bought $1,000 worth of NORW shares 5 years ago would now be looking at an investment worth $1,469.


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S&P 500 Index

Returns By Period

Global X MSCI Norway ETF (NORW) has returned 26.31% so far this year and 36.12% over the past 12 months. Over the last ten years, NORW has returned 9.61% per year, falling short of the S&P 500 Index benchmark, which averaged 13.66% annually.


Global X MSCI Norway ETF

1D
-0.52%
1M
-2.27%
YTD
26.31%
6M
31.64%
1Y
36.12%
3Y*
23.02%
5Y*
7.99%
10Y*
9.61%

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

NORW Monthly Returns History

Based on dividend-adjusted daily data since Aug 19, 2009, NORW's average daily return is +0.04%, while the average monthly return is +0.86%. At this rate, an investment would double in approximately 6.7 years.

Historically, 56% of months were positive and 44% were negative. The best month was Sep 2010 with a return of +16.2%, while the worst month was Sep 2022 at -19.7%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 5 months.

On a daily basis, NORW closed higher 53% of trading days. The best single day was Apr 9, 2025 with a return of +9.3%, while the worst single day was Mar 12, 2020 at -9.3%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20268.51%9.72%6.82%0.94%-1.32%-0.29%26.31%
20256.42%-0.22%8.77%-1.13%6.38%4.76%-2.56%4.38%1.55%-4.78%0.58%5.32%32.59%
2024-5.36%-1.33%3.12%-0.34%12.17%-3.43%0.29%1.29%-1.09%-2.64%0.82%-4.91%-2.50%
20230.19%-0.70%-4.78%1.15%-7.04%4.94%8.52%-4.17%2.21%-4.74%3.86%6.84%5.03%
2022-2.13%2.61%4.21%-8.35%3.60%-12.05%7.66%-3.20%-19.67%11.64%10.11%-2.77%-12.55%
20210.08%0.90%3.31%5.54%4.49%-1.34%3.94%2.34%-5.09%4.44%-8.94%4.27%13.65%

Benchmark Metrics

Global X MSCI Norway ETF has an annualized alpha of -1.31%, beta of 0.92, and R2 of 0.50 versus S&P 500 Index. Calculated based on daily prices since August 20, 2009.

  • This ETF participated in 98.99% of S&P 500 Index downside but only 83.78% of its upside - more exposed to losses than it benefited from rallies.
  • R2 of 0.50 means the benchmark explains less than half of this ETF's behavior - treat beta with caution or consider switching to a more representative benchmark.

Alpha
-1.31%
Beta
0.92
0.50
Upside Capture
83.78%
Downside Capture
98.99%

Expense Ratio

NORW has an expense ratio of 0.50%, placing it in the medium range.


Return for Risk

Risk / Return Rank

NORW ranks 67 for risk / return — better than 67% 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.


NORW Risk / Return Rank: 6767
Overall Rank
NORW Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
NORW Sortino Ratio Rank: 6666
Sortino Ratio Rank
NORW Omega Ratio Rank: 6262
Omega Ratio Rank
NORW Calmar Ratio Rank: 7878
Calmar Ratio Rank
NORW Martin Ratio Rank: 6363
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Global X MSCI Norway ETF (NORW) and compare them to S&P 500 Index.


NORWBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.06

Sortino ratioReturn per unit of downside risk

-0.07

Omega ratioGain probability vs. loss probability

1.37

1.41

-0.04

Calmar ratioReturn relative to maximum drawdown

3.95

2.93

+1.03

Martin ratioReturn relative to average drawdown

11.27

13.52

-2.25

Dividends

Dividend History

Global X MSCI Norway ETF provided a 2.72% dividend yield over the last twelve months, with an annual payout of $1.03 per share.


1.00%2.00%3.00%4.00%5.00%6.00%$0.00$0.50$1.00$1.5020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$1.03$1.03$1.41$1.34$1.03$0.46$0.31$0.54$0.69$0.83$0.72$0.63

Dividend yield

2.72%3.44%6.02%5.27%4.01%1.51%1.13%2.47%3.53%3.64%3.79%2.95%

Monthly Dividends

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
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$0.60$0.00$0.00$0.00$0.00$0.00$0.43$1.03
2024$0.00$0.00$0.00$0.00$0.00$0.81$0.00$0.00$0.00$0.00$0.00$0.60$1.41
2023$0.00$0.00$0.00$0.00$0.00$0.84$0.00$0.00$0.00$0.00$0.00$0.50$1.34
2022$0.00$0.00$0.00$0.00$0.00$0.56$0.00$0.00$0.00$0.00$0.00$0.47$1.03
2021$0.00$0.00$0.00$0.00$0.00$0.31$0.00$0.00$0.00$0.00$0.00$0.15$0.46

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 MSCI Norway 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 MSCI Norway ETF was 35.62%, occurring on Sep 23, 2011. Recovery took 340 trading sessions.

The current Global X MSCI Norway ETF drawdown is 3.53%.


Related event

Drawdown

Fall

Recovery

Underwater

2011 bear market2011
-35.62%Sep 2011
4mo 24d1y 4mo
1y 9moMay 2011 - Feb 2013
COVID crash2020
-33.86%Mar 2020
2y 1mo3mo 24d
2y 5moJan 2018 - Jul 2020
Bear market2022
-32.78%Sep 2022
1y 1mo2y 7mo
3y 9moAug 2021 - May 2025
2016 bear market2016
-25.20%Nov 2016
2y 5mo9mo 18d
3y 3moJun 2014 - Sep 2017
2010 correction2010
-19.56%Jun 2010
1mo 18d3mo 14d
5mo 2dApr 2010 - Sep 2010

Drawdown Indicators


NORWBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-35.62%

-56.78%

+21.16%

Max Drawdown (1Y)

Largest decline over 1 year

-9.18%

-9.10%

-0.08%

Max Drawdown (3Y)

Largest decline over 3 years

-16.06%

-18.90%

+2.84%

Max Drawdown (5Y)

Largest decline over 5 years

-32.78%

-25.43%

-7.35%

Max Drawdown (10Y)

Largest decline over 10 years

-33.86%

-33.92%

+0.06%

Current Drawdown

Current decline from peak

-3.53%

-0.74%

-2.79%

Average Drawdown

Average peak-to-trough decline

-10.13%

-10.72%

+0.59%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.21%

1.97%

+1.24%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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