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
US37960A1079
37960A107
Aug 25, 2021
North America (U.S.)
1x
Cboe S&P 500 Tail Risk Index
Large-Cap
Expense Ratio
XTR has an expense ratio of 0.60%, placing it in the medium range.
Share Price Chart
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Compare to other instruments
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Performance
Performance Chart
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Returns By Period
Global X S&P 500 Tail Risk ETF (XTR) returned -0.44% year-to-date (YTD) and 9.45% over the past 12 months.
XTR
-0.44%
7.68%
-1.73%
9.45%
N/A
N/A
^GSPC (Benchmark)
0.60%
9.64%
-0.54%
11.47%
15.67%
10.79%
Monthly Returns
The table below presents the monthly returns of XTR, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 2.38% | -1.47% | -5.64% | -0.73% | 5.35% | -0.44% | |||||||
| 2024 | 1.64% | 5.17% | 2.88% | -4.08% | 4.38% | 3.64% | 1.04% | 2.17% | 1.92% | -0.79% | 5.22% | -2.78% | 21.85% |
| 2023 | 5.25% | -2.32% | 2.33% | 1.21% | 0.38% | 6.32% | 2.67% | -1.51% | -4.42% | -2.17% | 8.08% | 4.33% | 21.16% |
| 2022 | -4.84% | -3.12% | 2.05% | -7.51% | -1.48% | -2.59% | 8.20% | -4.03% | -7.81% | 4.99% | 4.57% | -6.20% | -17.67% |
| 2021 | 1.14% | -4.25% | 5.27% | -0.61% | 3.07% | 4.43% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of XTR is 67, indicating average performance compared to other ETFs on our website. Here’s a breakdown of how it compares using common performance measures.
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.
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Dividends
Dividend History
Global X S&P 500 Tail Risk ETF provided a 20.98% dividend yield over the last twelve months, with an annual payout of $5.72 per share. The fund has been increasing its distributions for 2 consecutive years.
| Period | TTM | 2024 | 2023 | 2022 | 2021 |
|---|---|---|---|---|---|
| Dividend | $5.72 | $5.72 | $0.30 | $0.25 | $0.64 |
Dividend yield | 20.98% | 20.89% | 1.09% | 1.09% | 2.32% |
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 | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | |||||||
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.17 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $5.55 | $5.72 |
| 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 | $0.30 |
| 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 | $0.25 |
| 2021 | $0.64 | $0.64 |
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 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 316 trading sessions.
The current Global X S&P 500 Tail Risk ETF drawdown is 4.33%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -20.83% | Dec 30, 2021 | 200 | Oct 14, 2022 | 316 | Jan 19, 2024 | 516 |
| -14.35% | Feb 20, 2025 | 34 | Apr 8, 2025 | — | — | — |
| -7.14% | Jul 17, 2024 | 16 | Aug 7, 2024 | 30 | Sep 19, 2024 | 46 |
| -5.14% | Apr 1, 2024 | 15 | Apr 19, 2024 | 18 | May 15, 2024 | 33 |
| -5.02% | Sep 7, 2021 | 20 | Oct 4, 2021 | 18 | Oct 28, 2021 | 38 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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