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Global X Wind Energy ETF (WNDY)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

US37960A8009

CUSIP

37960A800

Issuer

Global X

Inception Date

Sep 8, 2021

Region

Global (Broad)

Leveraged

1x

Index Tracked

Solactive Wind Energy Index - Benchmark TR Gross

Asset Class

Equity

Expense Ratio

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


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.


Performance

Performance Chart


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Returns By Period

Global X Wind Energy ETF (WNDY) returned 10.39% year-to-date (YTD) and -7.46% over the past 12 months.


WNDY

YTD

10.39%

1M

10.60%

6M

1.73%

1Y

-7.46%

5Y*

N/A

10Y*

N/A

^GSPC (Benchmark)

YTD

0.08%

1M

9.75%

6M

-1.63%

1Y

12.74%

5Y*

15.66%

10Y*

10.77%

*Annualized

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2025-6.07%7.24%1.91%-0.28%7.84%10.39%
2024-11.20%0.90%-1.79%-2.31%12.61%-9.01%2.90%-3.07%10.39%-5.45%-5.29%-10.56%-22.33%
20235.47%-7.36%-0.74%-3.45%-2.92%-1.27%-1.38%-13.40%-6.30%-7.36%8.45%7.80%-22.21%
2022-9.53%7.32%-5.49%-12.86%6.08%-0.22%4.76%-5.90%-16.33%-0.01%9.89%0.56%-22.87%
20213.51%6.26%-10.33%-1.45%-2.79%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of WNDY is 9, meaning it’s performing worse than 91% of other ETFs on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of WNDY is 99
Overall Rank
The Sharpe Ratio Rank of WNDY is 88
Sharpe Ratio Rank
The Sortino Ratio Rank of WNDY is 99
Sortino Ratio Rank
The Omega Ratio Rank of WNDY is 88
Omega Ratio Rank
The Calmar Ratio Rank of WNDY is 1010
Calmar Ratio Rank
The Martin Ratio Rank of WNDY is 1010
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 Wind Energy ETF (WNDY) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

Global X Wind Energy ETF Sharpe ratios as of May 14, 2025 (values are recalculated daily):

  • 1-Year: -0.28
  • All Time: -0.66

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

The chart below shows the rolling Sharpe ratio of Global X Wind Energy ETF compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time. For deeper analysis or to customize the calculation, use the Sharpe ratio tool.


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Dividends

Dividend History

Global X Wind Energy ETF provided a 1.17% dividend yield over the last twelve months, with an annual payout of $0.14 per share.


0.00%0.20%0.40%0.60%0.80%1.00%1.20%1.40%$0.00$0.05$0.10$0.15$0.202021202220232024
Dividends
Dividend Yield
PeriodTTM2024202320222021
Dividend$0.14$0.14$0.19$0.13$0.01

Dividend yield

1.17%1.29%1.40%0.71%0.05%

Monthly Dividends

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2025$0.00$0.00$0.00$0.00$0.00$0.00
2024$0.00$0.00$0.00$0.00$0.00$0.03$0.00$0.00$0.00$0.00$0.00$0.10$0.14
2023$0.00$0.00$0.00$0.00$0.00$0.10$0.00$0.00$0.00$0.00$0.00$0.09$0.19
2022$0.00$0.00$0.00$0.00$0.00$0.05$0.00$0.00$0.00$0.00$0.00$0.08$0.13
2021$0.01$0.01

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 Wind Energy 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 Wind Energy ETF was 62.78%, occurring on Feb 3, 2025. The portfolio has not yet recovered.

The current Global X Wind Energy ETF drawdown is 55.35%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-62.78%Oct 29, 2021818Feb 3, 2025
-11.3%Sep 24, 202112Oct 11, 202112Oct 27, 202124
-1.19%Sep 16, 20213Sep 20, 20211Sep 21, 20214

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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