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Global X U.S. Preferred ETF (PFFD)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

US37954Y6573

CUSIP

37954Y657

Issuer

Global X

Inception Date

Sep 11, 2017

Region

North America (U.S.)

Leveraged

1x

Index Tracked

ICE BofAML Diversified Core U.S. Preferred Securities Index

Asset Class

Preferred Stock

Asset Class Size

Multi-Cap

Asset Class Style

Blend

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.


Popular comparisons:
PFFD vs. PFF PFFD vs. PFFV PFFD vs. HYLB PFFD vs. SCHD PFFD vs. FTSL PFFD vs. SPY PFFD vs. HYG PFFD vs. VOO PFFD vs. JNK PFFD vs. VTI
Popular comparisons:
PFFD vs. PFF PFFD vs. PFFV PFFD vs. HYLB PFFD vs. SCHD PFFD vs. FTSL PFFD vs. SPY PFFD vs. HYG PFFD vs. VOO PFFD vs. JNK PFFD vs. VTI

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Global X U.S. Preferred ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
6.32%
11.03%
PFFD (Global X U.S. Preferred ETF)
Benchmark (^GSPC)

Returns By Period

Global X U.S. Preferred ETF had a return of 10.32% year-to-date (YTD) and 14.77% in the last 12 months.


PFFD

YTD

10.32%

1M

-2.24%

6M

6.31%

1Y

14.77%

5Y (annualized)

1.78%

10Y (annualized)

N/A

^GSPC (Benchmark)

YTD

23.56%

1M

0.49%

6M

11.03%

1Y

30.56%

5Y (annualized)

13.70%

10Y (annualized)

11.10%

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20243.61%0.92%0.43%-3.81%3.04%0.08%0.89%3.18%3.05%-1.04%10.32%
202311.62%-2.82%-4.54%0.88%-2.73%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%-4.20%6.15%-4.25%-3.45%-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%-0.69%1.25%-2.36%2.90%5.07%
20201.80%-4.79%-8.98%8.73%1.47%-1.16%5.40%1.75%-0.41%0.28%3.45%2.20%8.92%
20195.46%1.37%0.82%1.35%0.31%1.70%2.01%0.79%0.90%0.58%-0.54%1.57%17.45%
2018-2.09%0.99%0.57%-0.92%0.66%1.32%0.68%1.34%-1.50%-2.01%-1.99%-0.94%-3.92%
2017-0.20%0.28%1.02%-0.25%0.85%

Expense Ratio

PFFD has an expense ratio of 0.23%, which is considered low compared to other funds.


Expense ratio chart for PFFD: current value at 0.23% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.23%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of PFFD is 54, suggesting that the investment has average results relative to other ETFs in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.


The Risk-Adjusted Performance Rank of PFFD is 5454
Combined Rank
The Sharpe Ratio Rank of PFFD is 5959
Sharpe Ratio Rank
The Sortino Ratio Rank of PFFD is 5959
Sortino Ratio Rank
The Omega Ratio Rank of PFFD is 5959
Omega Ratio Rank
The Calmar Ratio Rank of PFFD is 3434
Calmar Ratio Rank
The Martin Ratio Rank of PFFD is 6060
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 U.S. Preferred ETF (PFFD) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for PFFD, currently valued at 1.76, compared to the broader market0.002.004.001.762.51
The chart of Sortino ratio for PFFD, currently valued at 2.50, compared to the broader market-2.000.002.004.006.008.0010.002.503.36
The chart of Omega ratio for PFFD, currently valued at 1.32, compared to the broader market0.501.001.502.002.503.001.321.47
The chart of Calmar ratio for PFFD, currently valued at 0.80, compared to the broader market0.005.0010.0015.000.803.62
The chart of Martin ratio for PFFD, currently valued at 9.27, compared to the broader market0.0020.0040.0060.0080.00100.009.2716.12
PFFD
^GSPC

The current Global X U.S. Preferred ETF Sharpe ratio is 1.76. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Global X U.S. Preferred ETF with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.

Rolling 12-month Sharpe Ratio1.001.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
1.76
2.51
PFFD (Global X U.S. Preferred ETF)
Benchmark (^GSPC)

Dividends

Dividend History

Global X U.S. Preferred ETF provided a 6.19% dividend yield over the last twelve months, with an annual payout of $1.26 per share.


2.00%3.00%4.00%5.00%6.00%7.00%$0.00$0.50$1.00$1.502017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM2023202220212020201920182017
Dividend$1.26$1.26$1.28$1.31$1.34$1.38$1.40$0.48

Dividend yield

6.19%6.49%6.63%5.09%5.19%5.49%6.22%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
2024$0.00$0.11$0.11$0.11$0.11$0.11$0.11$0.11$0.11$0.11$0.10$1.05
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
2020$0.00$0.11$0.11$0.11$0.11$0.11$0.11$0.11$0.11$0.11$0.11$0.22$1.34
2019$0.00$0.12$0.12$0.12$0.12$0.12$0.12$0.12$0.11$0.11$0.11$0.23$1.38
2018$0.00$0.12$0.12$0.12$0.12$0.12$0.12$0.12$0.12$0.12$0.12$0.23$1.40
2017$0.12$0.12$0.25$0.48

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.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-6.00%
-1.80%
PFFD (Global X U.S. Preferred ETF)
Benchmark (^GSPC)

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 6.00%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-30.93%Feb 12, 202025Mar 18, 2020108Aug 20, 2020133
-24.44%Nov 8, 2021490Oct 19, 2023
-8.44%Sep 4, 201878Dec 24, 201842Feb 26, 2019120
-4.25%Dec 11, 201741Feb 8, 201899Jul 2, 2018140
-3.39%Jan 4, 202137Feb 25, 202126Apr 5, 202163

Volatility

Volatility Chart

The current Global X U.S. Preferred ETF volatility is 2.92%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%6.00%JuneJulyAugustSeptemberOctoberNovember
2.92%
4.06%
PFFD (Global X U.S. Preferred ETF)
Benchmark (^GSPC)