Global X S&P 500 High Yield Low Volatility ETF (ZYUS.AX)

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

Global X S&P 500 High Yield Low Volatility ETF (ZYUS.AX) is up 5.5% since the beginning of the year. ZYUS.AX is currently trading at A$15 per share. Investors who bought A$1,000 worth of ZYUS.AX shares 5 years ago would now be looking at an investment worth A$1,486.

Global X S&P 500 High Yield Low Volatility ETF (ZYUS.AX) has returned 5.46% so far this year and 4.42% over the past 12 months. Over the last ten years, ZYUS.AX has returned 7.18% per year, falling short of the S&P 500 Index benchmark, which averaged 14.27% annually.

Based on dividend-adjusted daily data since Jun 10, 2015, ZYUS.AX's average daily return is +0.04%, while the average monthly return is +0.78%. At this rate, an investment would double in approximately 7.4 years.

Historically, 58% of months were positive and 42% were negative. The best month was Mar 2021 with a return of +10.9%, while the worst month was Mar 2020 at -15.8%. The longest winning streak lasted 9 consecutive months, and the longest losing streak was 3 months.

On a daily basis, ZYUS.AX closed higher 50% of trading days. The best single day was Mar 26, 2020 with a return of +5.1%, while the worst single day was Mar 13, 2020 at -8.3%.

Global X S&P 500 High Yield Low Volatility ETF has an annualized alpha of 8.42%, beta of 0.06, and R2 of 0.00 versus S&P 500 Index. Calculated based on daily prices since June 10, 2015.

• This ETF participated in 62.88% of S&P 500 Index downside but only 56.11% of its upside - more exposed to losses than it benefited from rallies.
• Beta of 0.06 may look defensive, but with R2 of 0.00 this ETF is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this ETF's risk.
• R2 of 0.00 means this ETF moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

ZYUS.AX ranks 16 for risk / return — in the bottom 16% of ETFs on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.

Global X S&P 500 High Yield Low Volatility ETF provided a 4.00% dividend yield over the last twelve months, with an annual payout of A$0.59 per share.

The table displays the monthly dividend distributions for Global X S&P 500 High Yield Low Volatility ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.

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.

The table below displays the maximum drawdowns of the Global X S&P 500 High Yield Low Volatility 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 High Yield Low Volatility ETF was 31.48%, occurring on Mar 24, 2020. Recovery took 359 trading sessions.

The current Global X S&P 500 High Yield Low Volatility ETF drawdown is 4.20%.

The chart below shows the rolling one-month volatility.