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Issuer
Global X
Inception Date
Sep 11, 2023
Region
Global (Broad)
Leveraged
1x (No leverage)
Index Tracked
Global X Defense Tech Index
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Mid-Cap
Asset Class Style
Growth
Assets Under Management
$7B

Share Price Chart


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Performance

SHLD Performance Chart

Global X Defense Tech ETF (SHLD) is down 6.5% since the beginning of the year. SHLD is currently trading at $61 per share.


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S&P 500 Index

Returns By Period

Global X Defense Tech ETF (SHLD) has returned -6.48% so far this year and 4.31% over the past 12 months.


Global X Defense Tech ETF

1D
-2.74%
1M
-7.00%
YTD
-6.48%
6M
-8.11%
1Y
4.31%
3Y*
5Y*
10Y*

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SHLD Monthly Returns History

Based on dividend-adjusted daily data since Sep 13, 2023, SHLD's average daily return is +0.14%, while the average monthly return is +2.89%. At this rate, an investment would double in approximately 2.0 years.

Historically, 65% of months were positive and 35% were negative. The best month was Jan 2026 with a return of +16.1%, while the worst month was Jun 2026 at -10.3%. The longest winning streak lasted 9 consecutive months, and the longest losing streak was 5 months.

On a daily basis, SHLD closed higher 55% of trading days. The best single day was Apr 9, 2025 with a return of +7.6%, while the worst single day was Apr 4, 2025 at -7.7%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
202616.13%-0.51%-5.37%-3.71%-1.00%-10.28%-6.48%
20255.88%6.66%10.18%11.39%10.01%5.84%1.78%1.53%12.82%-2.75%-8.65%4.21%74.16%
20241.05%11.04%6.21%-1.25%3.99%-2.64%7.03%5.44%-0.43%0.24%5.36%-4.51%35.03%
2023-1.65%5.12%5.80%3.21%12.89%

Benchmark Metrics

Global X Defense Tech ETF has an annualized alpha of 24.59%, beta of 0.67, and R2 of 0.23 versus S&P 500 Index. Calculated based on daily prices since September 13, 2023.

  • This ETF captured 96.70% of S&P 500 Index gains and tended to rise during its downturns (downside capture of -49.08%) - a profile typical of hedging or uncorrelated assets.
  • Beta of 0.67 may look defensive, but with R2 of 0.23 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 0.23 means this ETF moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
24.59%
Beta
0.67
0.23
Upside Capture
96.70%
Downside Capture
-49.08%

Expense Ratio

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


Return for Risk

Risk / Return Rank

SHLD ranks 10 for risk / return — in the bottom 10% of ETFs on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.


SHLD Risk / Return Rank: 1010
Overall Rank
SHLD Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
SHLD Sortino Ratio Rank: 1111
Sortino Ratio Rank
SHLD Omega Ratio Rank: 1010
Omega Ratio Rank
SHLD Calmar Ratio Rank: 1010
Calmar Ratio Rank
SHLD Martin Ratio Rank: 1010
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 Defense Tech ETF (SHLD) 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.


SHLDBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-1.85

Sortino ratioReturn per unit of downside risk

-2.33

Omega ratioGain probability vs. loss probability

1.05

1.37

-0.32

Calmar ratioReturn relative to maximum drawdown

0.19

2.78

-2.59

Martin ratioReturn relative to average drawdown

0.50

12.44

-11.93

Dividends

Dividend History

Global X Defense Tech ETF provided a 0.59% dividend yield over the last twelve months, with an annual payout of $0.36 per share. The fund has been increasing its distributions for 2 consecutive years.


0.30%0.35%0.40%0.45%0.50%0.55%$0.00$0.10$0.20$0.30$0.40202320242025
Dividends
Dividend Yield
PeriodTTM202520242023
Dividend$0.36$0.36$0.20$0.07

Dividend yield

0.59%0.55%0.53%0.26%

Monthly Dividends

The table displays the monthly dividend distributions for Global X Defense Tech 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$0.12$0.00$0.00$0.00$0.00$0.00$0.24$0.36
2024$0.00$0.00$0.00$0.00$0.00$0.06$0.00$0.00$0.00$0.00$0.00$0.14$0.20
2023$0.07$0.07

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 Defense Tech 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 Defense Tech ETF was 22.34%, occurring on Jun 22, 2026. The portfolio has not yet recovered.

The current Global X Defense Tech ETF drawdown is 22.34%.


Related event

Drawdown

Fall

Recovery

Underwater

2026 bear market2026
-22.34%Jun 2026
3mo 14d
3mo 15dMar 2026 - now
2025 correction2025
-15.06%Dec 2025
1mo 23d1mo 8d
3mo 1dOct 2025 - Jan 2026
2024 correction2024
-10.92%Dec 2024
1mo 6d2mo 2d
3mo 8dNov 2024 - Feb 2025
2025 selloff2025
-10.53%Apr 2025
19d4d
23dMar 2025 - Apr 2025
2026 pullback2026
-8.91%Feb 2026
16d1mo 2d
1mo 18dJan 2026 - Mar 2026

Drawdown Indicators


SHLDBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-22.34%

-56.78%

+34.44%

Max Drawdown (1Y)

Largest decline over 1 year

-22.34%

-9.10%

-13.24%

Max Drawdown (3Y)

Largest decline over 3 years

-18.90%

Max Drawdown (5Y)

Largest decline over 5 years

-25.43%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-22.34%

-1.80%

-20.54%

Average Drawdown

Average peak-to-trough decline

-3.46%

-10.71%

+7.25%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.58%

2.03%

+6.55%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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