Summary
EDGX
Prices · period metrics · 1M
NAV as of 16/07/2026
28/04/2026 → 28/05/2026
Return 0.20% Volatility 8.76% Sharpe 9.99
Official loaded data — not a live quote.

GLOBAL X U.S. 500 INCOME EDGE ETF

Symbol: EDGX

Exchange: NYSE

Sector: N/A

Category: N/A

Inception date: N/A

Latest date: 16/07/2026

Current price: $26.69

Expense ratio: N/A

Assets under management
N/A
-0.30% daily change

Period performance

Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.

Adjusted return
--
--

Performance metrics

Period total return

0.20%

Ann. 91.13% (Sharpe / Sortino numerator)

Volatility

8.76%

Sharpe ratio

9.989

VaR 95%

-0.54%

CVaR 95%: -0.70%
Max drawdown: -1.55%
Sortino ratio: 21.895
Calmar ratio: 58.97

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

7.09%

Ann. 46.09% (Sharpe / Sortino numerator)

Volatility

13.60%

Sharpe ratio

3.123

VaR 95%

-1.34%

CVaR 95%: -1.56%
Max drawdown: -6.82%
Sortino ratio: 5.225
Calmar ratio: 6.75

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

9.88%

Ann. 25.82% (Sharpe / Sortino numerator)

Volatility

13.49%

Sharpe ratio

1.645

VaR 95%

-1.34%

CVaR 95%: -1.73%
Max drawdown: -7.58%
Sortino ratio: 2.636
Calmar ratio: 3.41

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Daily returns for period 1M

Daily simple returns from the same adjusted closes used by the performance chart: 16/06/2026 - 16/07/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.012%

Best day

1.282%

18/06/2026
Worst day

-1.238%

23/06/2026
Days with data

20

Recent price history (last 90 days)

Date Open High Low Close Volume
16/07/2026 $26.77 $26.82 $26.65 $26.69 7,900
15/07/2026 $26.84 $26.85 $26.72 $26.79 4,200
14/07/2026 $26.75 $26.78 $26.61 $26.73 3,700
13/07/2026 $26.78 $26.82 $26.60 $26.63 9,700
10/07/2026 $26.84 $26.90 $26.72 $26.85 8,900
09/07/2026 $26.68 $26.81 $26.61 $26.74 2,300
08/07/2026 $26.57 $26.59 $26.32 $26.56 4,300
07/07/2026 $26.67 $26.71 $26.56 $26.64 10,600
06/07/2026 $26.71 $26.80 $26.66 $26.74 15,900
02/07/2026 $26.68 $26.70 $26.43 $26.59 10,200