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Global X SuperIncome Preferred ETF (SPFF)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

US37950E3339

CUSIP

37950E333

Issuer

Global X

Inception Date

Jul 17, 2012

Region

Developed Markets (Broad)

Leveraged

1x

Index Tracked

S&P Enhanced Yield North American Preferred Stock Index

Asset Class

Preferred Stock

Asset Class Size

Micro-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:
SPFF vs. FPEI SPFF vs. PGX SPFF vs. VOO SPFF vs. SCHD SPFF vs. COWZ SPFF vs. BKLN SPFF vs. JEPI SPFF vs. STIP SPFF vs. ABR SPFF vs. ANGL
Popular comparisons:
SPFF vs. FPEI SPFF vs. PGX SPFF vs. VOO SPFF vs. SCHD SPFF vs. COWZ SPFF vs. BKLN SPFF vs. JEPI SPFF vs. STIP SPFF vs. ABR SPFF vs. ANGL

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Global X SuperIncome 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
9.73%
12.93%
SPFF (Global X SuperIncome Preferred ETF)
Benchmark (^GSPC)

Returns By Period

Global X SuperIncome Preferred ETF had a return of 11.86% year-to-date (YTD) and 18.08% in the last 12 months. Over the past 10 years, Global X SuperIncome Preferred ETF had an annualized return of 2.32%, while the S&P 500 had an annualized return of 11.16%, indicating that Global X SuperIncome Preferred ETF did not perform as well as the benchmark.


SPFF

YTD

11.86%

1M

-0.14%

6M

9.73%

1Y

18.08%

5Y (annualized)

2.43%

10Y (annualized)

2.32%

^GSPC (Benchmark)

YTD

24.72%

1M

1.67%

6M

12.93%

1Y

30.55%

5Y (annualized)

13.88%

10Y (annualized)

11.16%

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20244.29%0.06%0.81%-4.34%2.85%0.45%1.04%2.51%3.69%-1.29%11.86%
20239.82%-0.74%-7.63%-0.47%-3.04%1.54%1.25%-1.04%-1.51%-6.01%9.26%3.00%3.00%
2022-2.63%-1.67%0.38%-3.45%0.54%-3.46%3.74%-2.36%-3.39%-1.93%3.70%-4.33%-14.25%
2021-0.59%-0.04%2.39%0.73%1.07%1.15%0.46%0.07%-0.03%0.48%-2.38%1.85%5.20%
20201.62%-5.00%-14.25%11.23%1.68%-1.71%5.39%2.55%-0.98%0.41%6.13%1.93%6.97%
20194.62%0.72%0.95%0.08%0.17%1.38%1.46%0.20%0.88%0.62%-0.58%1.94%13.09%
20180.08%-0.70%-0.38%0.38%0.68%1.08%0.57%1.78%-0.79%-2.80%-1.43%-0.92%-2.51%
20171.80%1.57%-0.05%0.03%-1.13%0.98%1.21%-0.83%0.11%-1.56%-0.13%-0.10%1.85%
2016-1.44%0.13%3.66%2.43%0.52%0.77%2.47%-0.16%-1.41%-1.55%-1.81%0.71%4.23%
20150.76%0.91%0.36%0.84%-1.07%-1.79%0.16%-1.41%-1.95%0.99%0.10%-0.82%-2.93%
20141.23%1.31%1.78%0.96%0.21%0.70%-0.11%1.16%-0.88%0.33%0.36%-0.66%6.53%
20131.47%0.41%0.68%1.32%-0.78%-1.87%0.63%0.15%1.25%1.65%0.92%-0.75%5.14%

Expense Ratio

SPFF features an expense ratio of 0.58%, falling within the medium range.


Expense ratio chart for SPFF: current value at 0.58% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.58%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of SPFF is 61, 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 SPFF is 6161
Combined Rank
The Sharpe Ratio Rank of SPFF is 6767
Sharpe Ratio Rank
The Sortino Ratio Rank of SPFF is 6767
Sortino Ratio Rank
The Omega Ratio Rank of SPFF is 6868
Omega Ratio Rank
The Calmar Ratio Rank of SPFF is 4141
Calmar Ratio Rank
The Martin Ratio Rank of SPFF is 6262
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 SuperIncome Preferred ETF (SPFF) 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 SPFF, currently valued at 2.06, compared to the broader market0.002.004.002.062.54
The chart of Sortino ratio for SPFF, currently valued at 2.92, compared to the broader market-2.000.002.004.006.008.0010.0012.002.923.40
The chart of Omega ratio for SPFF, currently valued at 1.39, compared to the broader market0.501.001.502.002.503.001.391.47
The chart of Calmar ratio for SPFF, currently valued at 1.03, compared to the broader market0.005.0010.0015.001.033.66
The chart of Martin ratio for SPFF, currently valued at 10.04, compared to the broader market0.0020.0040.0060.0080.00100.00120.0010.0416.26
SPFF
^GSPC

The current Global X SuperIncome Preferred ETF Sharpe ratio is 2.06. 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 SuperIncome 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
2.06
2.54
SPFF (Global X SuperIncome Preferred ETF)
Benchmark (^GSPC)

Dividends

Dividend History

Global X SuperIncome Preferred ETF provided a 5.83% dividend yield over the last twelve months, with an annual payout of $0.56 per share.


6.00%6.50%7.00%7.50%$0.00$0.20$0.40$0.60$0.80$1.0020132014201520162017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM20232022202120202019201820172016201520142013
Dividend$0.56$0.60$0.68$0.68$0.68$0.71$0.84$0.89$0.91$0.99$0.99$1.08

Dividend yield

5.83%6.64%7.20%5.84%5.80%6.01%7.64%7.29%7.08%7.54%6.82%7.37%

Monthly Dividends

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.05$0.05$0.05$0.05$0.05$0.05$0.05$0.05$0.05$0.05$0.46
2023$0.00$0.06$0.06$0.06$0.05$0.05$0.05$0.05$0.05$0.05$0.05$0.10$0.60
2022$0.00$0.06$0.06$0.06$0.06$0.06$0.06$0.06$0.06$0.06$0.06$0.11$0.68
2021$0.00$0.06$0.06$0.06$0.06$0.06$0.06$0.06$0.06$0.06$0.06$0.11$0.68
2020$0.00$0.06$0.06$0.06$0.06$0.06$0.06$0.06$0.06$0.06$0.06$0.11$0.68
2019$0.00$0.06$0.06$0.06$0.06$0.06$0.06$0.06$0.06$0.06$0.06$0.11$0.71
2018$0.00$0.07$0.07$0.07$0.07$0.07$0.07$0.07$0.07$0.07$0.07$0.15$0.84
2017$0.00$0.07$0.07$0.07$0.07$0.07$0.07$0.07$0.07$0.07$0.07$0.15$0.89
2016$0.00$0.08$0.08$0.08$0.07$0.07$0.07$0.07$0.07$0.07$0.07$0.16$0.91
2015$0.00$0.08$0.08$0.08$0.08$0.08$0.08$0.08$0.08$0.08$0.08$0.16$0.99
2014$0.00$0.08$0.08$0.08$0.08$0.08$0.08$0.08$0.08$0.08$0.08$0.16$0.99
2013$0.09$0.08$0.09$0.09$0.08$0.08$0.08$0.08$0.08$0.09$0.23$1.08

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
-2.15%
-0.88%
SPFF (Global X SuperIncome Preferred ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Global X SuperIncome 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 SuperIncome Preferred ETF was 35.92%, occurring on Mar 18, 2020. Recovery took 166 trading sessions.

The current Global X SuperIncome Preferred ETF drawdown is 2.15%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-35.92%Feb 13, 202024Mar 18, 2020166Nov 11, 2020190
-22.84%Nov 5, 2021491Oct 19, 2023
-12.46%May 1, 2015198Feb 11, 201678Jun 3, 2016276
-7.45%Sep 4, 201878Dec 24, 201846Mar 4, 2019124
-6.86%Aug 10, 201668Nov 14, 2016171Jul 21, 2017239

Volatility

Volatility Chart

The current Global X SuperIncome Preferred ETF volatility is 2.38%, 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
2.38%
3.96%
SPFF (Global X SuperIncome Preferred ETF)
Benchmark (^GSPC)