PortfoliosLab logoPortfoliosLab logo
ISIN
US37954Y6573
CUSIP
37954Y657
Issuer
Global X
Inception Date
Sep 11, 2017
Region
North America (U.S.)
Leveraged
1x (No leverage)
Index Tracked
ICE BofAML Diversified Core U.S. Preferred Securities Index
Distribution Policy
Distributing
Asset Class
Preferred Stock
Asset Class Size
Multi-Cap
Asset Class Style
Blend
Assets Under Management
$2B

Share Price Chart


Loading charts...

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Performance

PFFD Performance Chart

Global X U.S. Preferred ETF (PFFD) is up 2.2% since the beginning of the year. PFFD is currently trading at $19 per share. Investors who bought $1,000 worth of PFFD shares 5 years ago would now be looking at an investment worth $988.


Loading charts...

S&P 500 Index

Returns By Period

Global X U.S. Preferred ETF (PFFD) has returned 2.18% so far this year and 7.82% over the past 12 months.


Global X U.S. Preferred ETF

1D
0.27%
1M
0.42%
YTD
2.18%
6M
2.18%
1Y
7.82%
3Y*
5.67%
5Y*
-0.25%
10Y*

Benchmark (S&P 500 Index)

1D
0.50%
1M
0.31%
YTD
8.56%
6M
8.85%
1Y
24.33%
3Y*
19.37%
5Y*
11.84%
10Y*
13.61%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PFFD Monthly Returns History

Based on dividend-adjusted daily data since Sep 13, 2017, PFFD's average daily return is +0.01%, while the average monthly return is +0.26%. At this rate, an investment would double in approximately 22.2 years.

Historically, 60% of months were positive and 40% were negative. The best month was Jan 2023 with a return of +11.6%, while the worst month was Mar 2020 at -9.0%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 4 months.

On a daily basis, PFFD closed higher 53% of trading days. The best single day was Mar 24, 2020 with a return of +9.3%, while the worst single day was Mar 18, 2020 at -15.8%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20262.70%-0.36%-3.92%4.32%0.16%-0.53%2.18%
20251.49%0.82%-3.63%-1.11%0.43%1.18%2.24%1.57%0.94%-0.72%-0.68%0.79%3.22%
20243.61%0.92%0.43%-3.81%3.04%0.08%0.89%3.18%3.05%-1.04%0.80%-3.94%7.07%
202311.62%-2.82%-4.54%0.89%-2.74%1.11%1.48%-1.41%-1.44%-5.30%8.69%2.46%6.85%
2022-4.23%-3.58%-0.30%-7.10%2.92%-4.21%6.15%-4.25%-3.46%-3.80%4.90%-4.42%-20.20%
2021-1.28%-1.74%2.81%1.33%0.62%1.90%0.30%0.07%-0.68%1.25%-2.36%2.90%5.07%

Benchmark Metrics

Global X U.S. Preferred ETF has an annualized alpha of -2.17%, beta of 0.39, and R2 of 0.34 versus S&P 500 Index. Calculated based on daily prices since September 13, 2017.

  • This ETF participated in 57.94% of S&P 500 Index downside but only 33.44% of its upside - more exposed to losses than it benefited from rallies.
  • Beta of 0.39 may look defensive, but with R2 of 0.34 this ETF is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this ETF's risk.
  • R2 of 0.34 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
-2.17%
Beta
0.39
0.34
Upside Capture
33.44%
Downside Capture
57.94%

Expense Ratio

PFFD has an expense ratio of 0.23%, which is considered low.


Return for Risk

Risk / Return Rank

PFFD ranks 28 for risk / return — below 28% of ETFs on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.


PFFD Risk / Return Rank: 2828
Overall Rank
PFFD Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
PFFD Sortino Ratio Rank: 2929
Sortino Ratio Rank
PFFD Omega Ratio Rank: 2727
Omega Ratio Rank
PFFD Calmar Ratio Rank: 2727
Calmar Ratio Rank
PFFD Martin Ratio Rank: 2828
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 U.S. Preferred ETF (PFFD) and compare them to S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


PFFDBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.87

Sortino ratioReturn per unit of downside risk

-1.09

Omega ratioGain probability vs. loss probability

1.17

1.34

-0.17

Calmar ratioReturn relative to maximum drawdown

1.21

2.53

-1.32

Martin ratioReturn relative to average drawdown

3.55

11.37

-7.82

Dividends

Dividend History

Global X U.S. Preferred ETF provided a 6.38% dividend yield over the last twelve months, with an annual payout of $1.20 per share.


2.00%3.00%4.00%5.00%6.00%7.00%$0.00$0.20$0.40$0.60$0.80$1.00$1.20$1.40201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM202520242023202220212020201920182017
Dividend$1.20$1.20$1.25$1.26$1.28$1.31$1.34$1.37$1.40$0.48

Dividend yield

6.38%6.37%6.42%6.49%6.63%5.09%5.17%5.48%6.21%1.94%

Monthly Dividends

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.10$0.10$0.10$0.10$0.10$0.50
2025$0.00$0.10$0.10$0.10$0.10$0.10$0.10$0.10$0.10$0.10$0.10$0.20$1.20
2024$0.00$0.11$0.11$0.11$0.11$0.11$0.11$0.11$0.11$0.11$0.10$0.21$1.25
2023$0.00$0.11$0.11$0.11$0.11$0.11$0.11$0.11$0.11$0.11$0.11$0.21$1.26
2022$0.00$0.11$0.11$0.11$0.11$0.11$0.11$0.11$0.11$0.11$0.11$0.21$1.28
2021$0.00$0.11$0.11$0.11$0.11$0.11$0.11$0.11$0.11$0.11$0.11$0.22$1.31

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.


Loading charts...

Worst Drawdowns

The table below displays the maximum drawdowns of the Global X U.S. Preferred 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 U.S. Preferred ETF was 30.93%, occurring on Mar 18, 2020. Recovery took 108 trading sessions.

The current Global X U.S. Preferred ETF drawdown is 3.78%.


Related event

Drawdown

Fall

Recovery

Underwater

COVID crash2020
-30.93%Mar 2020
1mo 5d5mo 5d
6mo 10dFeb 2020 - Aug 2020
2023 bear market2023
-24.45%Oct 2023
1y 11mo
4y 7moNov 2021 - now
Rate-hike selloffLate 2018
-8.44%Dec 2018
3mo 21d2mo 5d
5mo 26dSep 2018 - Feb 2019
2018 pullback2018
-4.25%Feb 2018
1mo 29d4mo 24d
6mo 23dDec 2017 - Jul 2018
2021 pullback2021
-3.39%Feb 2021
1mo 22d1mo 9d
3mo 1dJan 2021 - Apr 2021

Drawdown Indicators


PFFDBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-30.93%

-56.78%

+25.85%

Max Drawdown (1Y)

Largest decline over 1 year

-5.97%

-9.10%

+3.13%

Max Drawdown (3Y)

Largest decline over 3 years

-10.84%

-18.90%

+8.06%

Max Drawdown (5Y)

Largest decline over 5 years

-24.45%

-25.43%

+0.98%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-3.78%

-2.34%

-1.44%

Average Drawdown

Average peak-to-trough decline

-6.58%

-10.72%

+4.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.03%

2.02%

+0.01%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


Loading charts...

Portfolio Analyzer

Build a portfolio with PFFD

Add Global X U.S. Preferred ETF to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Analyzer with PFFD