GXG vs. MSTR

In the year-to-date period, GXG achieves a 24.43% return, which is significantly lower than MSTR's 43.08% return. Over the past 10 years, GXG has underperformed MSTR with an annualized return of -1.44%, while MSTR has yielded a comparatively higher 36.86% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for Global X MSCI Colombia ETF (GXG) and MicroStrategy Incorporated (MSTR). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

The current GXG Sharpe Ratio is 0.73, which is lower than the MSTR Sharpe Ratio of 2.38. The chart below compares the historical Sharpe Ratios of GXG and MSTR, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

GXG's dividend yield for the trailing twelve months is around 4.89%, while MSTR has not paid dividends to shareholders.

The maximum GXG drawdown since its inception was -78.88%, smaller than the maximum MSTR drawdown of -99.86%. Use the drawdown chart below to compare losses from any high point for GXG and MSTR. For additional features, visit the drawdowns tool.

The current volatility for Global X MSCI Colombia ETF (GXG) is 9.52%, while MicroStrategy Incorporated (MSTR) has a volatility of 26.59%. This indicates that GXG experiences smaller price fluctuations and is considered to be less risky than MSTR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.