Global X S&P 500 Tail Risk ETF (XTR)
XTR is a passive ETF by Global X tracking the investment results of the Cboe S&P 500 Tail Risk Index. XTR launched on Aug 25, 2021 and has a 0.60% expense ratio.
ETF Info
| ISIN | US37960A1079 |
|---|---|
| CUSIP | 37960A107 |
| Issuer | Global X |
| Inception Date | Aug 25, 2021 |
| Region | North America (U.S.) |
| Category | Hedge Fund |
| Index Tracked | Cboe S&P 500 Tail Risk Index |
| Home Page | www.globalxetfs.com |
| Asset Class | Equity |
Asset Class Size | Large-Cap |
Expense Ratio
XTR has a high expense ratio of 0.60%, indicating higher-than-average management fees.
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: XTR vs. XCLR, XTR vs. XRMI, XTR vs. NACP, XTR vs. IVV, XTR vs. SPY, XTR vs. ACIO, XTR vs. TAIL, XTR vs. XIU.TO
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Global X S&P 500 Tail Risk ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
Returns By Period
Global X S&P 500 Tail Risk ETF had a return of 5.07% year-to-date (YTD) and 20.86% in the last 12 months.
| Period | Return | Benchmark |
|---|---|---|
| Year-To-Date | 5.07% | 5.21% |
| 1 month | -4.22% | -4.30% |
| 6 months | 17.58% | 18.42% |
| 1 year | 20.86% | 21.82% |
| 5 years (annualized) | N/A | 11.27% |
| 10 years (annualized) | N/A | 10.33% |
Monthly Returns Heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 1.64% | 5.17% | 2.88% | -4.08% | ||||||||
| 2023 | -2.17% | 8.08% | 4.33% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current risk-adjusted rank of XTR is 79, placing it in the top 21% of the market in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.
Global X S&P 500 Tail Risk ETF(XTR)
Risk-Adjusted Performance Indicators
The charts below present risk-adjusted performance metrics for Global X S&P 500 Tail Risk ETF (XTR) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
Dividends
Dividend History
Global X S&P 500 Tail Risk ETF granted a 1.04% dividend yield in the last twelve months. The annual payout for that period amounted to $0.30 per share.
| Period | TTM | 2023 | 2022 | 2021 |
|---|---|---|---|---|
| Dividend | $0.30 | $0.30 | $0.24 | $0.64 |
Dividend yield | 1.04% | 1.09% | 1.08% | 2.31% |
Monthly Dividends
The table displays the monthly dividend distributions for Global X S&P 500 Tail Risk ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | ||||||||
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.10 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.19 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.10 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.15 |
| 2021 | $0.64 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below displays the maximum drawdowns of the Global X S&P 500 Tail Risk 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 S&P 500 Tail Risk ETF was 20.83%, occurring on Oct 14, 2022. Recovery took 315 trading sessions.
The current Global X S&P 500 Tail Risk ETF drawdown is 4.46%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -20.83% | Dec 30, 2021 | 199 | Oct 14, 2022 | 315 | Jan 19, 2024 | 514 |
| -5.14% | Apr 1, 2024 | 15 | Apr 19, 2024 | — | — | — |
| -5.02% | Sep 7, 2021 | 20 | Oct 4, 2021 | 18 | Oct 28, 2021 | 38 |
| -3.63% | Nov 19, 2021 | 8 | Dec 1, 2021 | 7 | Dec 10, 2021 | 15 |
| -2.7% | Dec 13, 2021 | 6 | Dec 20, 2021 | 4 | Dec 27, 2021 | 10 |
Volatility
Volatility Chart
The current Global X S&P 500 Tail Risk ETF volatility is 3.43%, 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.