PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
Global X Internet of Things ETF (SNSR)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINUS37954Y7803
CUSIP37954Y780
IssuerGlobal X
Inception DateSep 12, 2016
RegionDeveloped Markets (Broad)
CategoryTechnology Equities
Leveraged1x
Index TrackedIndxx Global Internet of Things Thematic Index
Home Pagewww.globalxetfs.com
Asset ClassEquity

Asset Class Size

Multi-Cap

Asset Class Style

Blend

Expense Ratio

SNSR features an expense ratio of 0.68%, falling within the medium range.


Expense ratio chart for SNSR: current value at 0.68% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.68%

Share Price Chart


Loading data...

Compare to other instruments

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


Popular comparisons: SNSR vs. METV, SNSR vs. ESPO, SNSR vs. QQQ, SNSR vs. VGT, SNSR vs. XT, SNSR vs. IDRV, SNSR vs. IRBO, SNSR vs. SCHX, SNSR vs. COWZ, SNSR vs. AIQ

Performance

Performance Chart

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


-10.00%-5.00%0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
1.19%
14.29%
SNSR (Global X Internet of Things ETF)
Benchmark (^GSPC)

Returns By Period

Global X Internet of Things ETF had a return of 2.16% year-to-date (YTD) and 21.60% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date2.16%24.30%
1 month5.08%4.09%
6 months1.19%14.29%
1 year21.60%35.42%
5 years (annualized)10.51%13.95%
10 years (annualized)N/A11.33%

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-5.27%5.77%2.40%-4.08%4.46%-0.90%-2.14%0.43%-1.53%-1.90%2.16%
202311.28%0.28%3.16%-7.63%4.62%7.90%0.97%-7.16%-5.52%-7.74%14.79%9.30%23.06%
2022-10.94%-5.16%0.64%-12.59%1.27%-12.47%12.95%-5.85%-9.07%10.25%12.00%-5.27%-25.50%
20212.45%3.53%-1.16%2.46%1.49%3.18%3.58%2.92%-4.65%4.85%-0.66%3.83%23.67%
2020-3.05%-5.16%-15.89%16.48%7.18%6.47%5.79%4.64%-2.38%-0.95%15.34%6.43%35.05%
201910.10%7.20%-3.89%8.36%-9.48%10.70%2.63%-4.58%5.21%5.54%6.74%3.45%47.90%
20184.33%-1.93%-1.43%-4.20%4.07%-2.60%2.01%5.60%-3.10%-11.43%0.12%-9.16%-17.66%
20177.62%3.04%3.41%1.01%0.42%-1.74%3.14%0.60%1.57%6.33%0.90%-0.48%28.59%
20162.96%-3.58%3.78%0.05%3.07%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of SNSR is 26, 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 SNSR is 2626
Combined Rank
The Sharpe Ratio Rank of SNSR is 2525Sharpe Ratio Rank
The Sortino Ratio Rank of SNSR is 2525Sortino Ratio Rank
The Omega Ratio Rank of SNSR is 2323Omega Ratio Rank
The Calmar Ratio Rank of SNSR is 3333Calmar Ratio Rank
The Martin Ratio Rank of SNSR is 2222Martin 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 Internet of Things ETF (SNSR) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


SNSR
Sharpe ratio
The chart of Sharpe ratio for SNSR, currently valued at 1.01, compared to the broader market-2.000.002.004.001.01
Sortino ratio
The chart of Sortino ratio for SNSR, currently valued at 1.50, compared to the broader market-2.000.002.004.006.008.0010.0012.001.50
Omega ratio
The chart of Omega ratio for SNSR, currently valued at 1.18, compared to the broader market0.501.001.502.002.503.001.18
Calmar ratio
The chart of Calmar ratio for SNSR, currently valued at 0.84, compared to the broader market0.005.0010.0015.000.84
Martin ratio
The chart of Martin ratio for SNSR, currently valued at 3.14, compared to the broader market0.0020.0040.0060.0080.00100.003.14
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.90, compared to the broader market-2.000.002.004.002.90
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.88, compared to the broader market-2.000.002.004.006.008.0010.0012.003.88
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.54, compared to the broader market0.501.001.502.002.503.001.54
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 3.82, compared to the broader market0.005.0010.0015.003.82
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 18.86, compared to the broader market0.0020.0040.0060.0080.00100.0018.86

Sharpe Ratio

The current Global X Internet of Things ETF Sharpe ratio is 1.01. 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 Internet of Things 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 Ratio0.001.002.003.00JuneJulyAugustSeptemberOctoberNovember
1.01
2.90
SNSR (Global X Internet of Things ETF)
Benchmark (^GSPC)

Dividends

Dividend History

Global X Internet of Things ETF provided a 0.61% dividend yield over the last twelve months, with an annual payout of $0.22 per share. The fund has been increasing its distributions for 3 consecutive years.


0.20%0.40%0.60%0.80%1.00%1.20%$0.00$0.05$0.10$0.15$0.20$0.2520162017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM20232022202120202019201820172016
Dividend$0.22$0.26$0.24$0.17$0.07$0.26$0.20$0.22$0.05

Dividend yield

0.61%0.74%0.82%0.43%0.21%1.12%1.25%1.11%0.31%

Monthly Dividends

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.00$0.00$0.00$0.00$0.07$0.00$0.00$0.00$0.00$0.00$0.07
2023$0.00$0.00$0.00$0.00$0.00$0.11$0.00$0.00$0.00$0.00$0.00$0.15$0.26
2022$0.00$0.00$0.00$0.00$0.00$0.06$0.00$0.00$0.00$0.00$0.00$0.18$0.24
2021$0.00$0.00$0.00$0.00$0.00$0.05$0.00$0.00$0.00$0.00$0.00$0.12$0.17
2020$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.06$0.07
2019$0.00$0.00$0.00$0.00$0.00$0.08$0.00$0.00$0.00$0.00$0.00$0.18$0.26
2018$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.20$0.20
2017$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.22$0.22
2016$0.05$0.05

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.


-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-8.86%
0
SNSR (Global X Internet of Things ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Global X Internet of Things 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 Internet of Things ETF was 38.46%, occurring on Mar 18, 2020. Recovery took 56 trading sessions.

The current Global X Internet of Things ETF drawdown is 8.86%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-38.46%Feb 21, 202019Mar 18, 202056Jun 8, 202075
-38.03%Nov 17, 2021219Sep 30, 2022
-27.67%Mar 13, 2018199Dec 24, 2018205Oct 17, 2019404
-10.02%Sep 21, 201633Nov 4, 201647Jan 13, 201780
-9.93%Feb 22, 20219Mar 4, 202170Jun 14, 202179

Volatility

Volatility Chart

The current Global X Internet of Things ETF volatility is 5.84%, 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.


2.00%4.00%6.00%8.00%10.00%JuneJulyAugustSeptemberOctoberNovember
5.84%
3.92%
SNSR (Global X Internet of Things ETF)
Benchmark (^GSPC)