Summary
GLOW
Prices · period metrics · 12M
NAV as of 20/07/2026
02/04/2025 → 02/04/2026
Return 20.80% Volatility 16.80% Sharpe 0.92
Official loaded data — not a live quote.

VICTORYSHARES WESTEND GLOBAL EQUITY ETF

Symbol: GLOW

Exchange: NASDAQ

Sector: Technology

Category: Global Large-Stock Blend

Inception date: 20/06/2024

Latest date: 20/07/2026

Current price: $33.86

Expense ratio: 0.72%

Assets under management
$59.5M
-0.94% daily change

Period performance

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

Adjusted return
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Performance metrics

Period total return

-1.35%

Ann. -43.17% (Sharpe / Sortino numerator)

Volatility

19.66%

Sharpe ratio

-2.380

VaR 95%

-1.87%

CVaR 95%: -1.91%
Max drawdown: -7.28%
Sortino ratio: -4.103
Calmar ratio: -5.93

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

4.19%

Ann. -7.57% (Sharpe / Sortino numerator)

Volatility

15.07%

Sharpe ratio

-0.743

VaR 95%

-1.65%

CVaR 95%: -1.80%
Max drawdown: -9.33%
Sortino ratio: -1.147
Calmar ratio: -0.81

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

9.54%

Ann. 2.23% (Sharpe / Sortino numerator)

Volatility

13.51%

Sharpe ratio

-0.103

VaR 95%

-1.59%

CVaR 95%: -1.85%
Max drawdown: -9.33%
Sortino ratio: -0.150
Calmar ratio: 0.24

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

20.80%

Ann. 19.04% (Sharpe / Sortino numerator)

Volatility

16.80%

Sharpe ratio

0.917

VaR 95%

-1.46%

CVaR 95%: -2.35%
Max drawdown: -9.33%
Sortino ratio: 1.165
Calmar ratio: 2.04

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

36.85%

Ann. 17.09% (Sharpe / Sortino numerator)

Volatility

15.61%

Sharpe ratio

0.865

VaR 95%

-1.55%

CVaR 95%: -2.21%
Max drawdown: -15.58%
Sortino ratio: 1.159
Calmar ratio: 1.10

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 12M

Daily simple returns from the same adjusted closes used by the performance chart: 21/07/2025 - 20/07/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.079%

Best day

3.018%

08/04/2026
Worst day

-2.716%

05/06/2026
Days with data

250

Recent price history (last 90 days)

Date Open High Low Close Volume
20/07/2026 $34.18 $34.18 $33.86 $33.86 5,500
17/07/2026 $34.16 $34.19 $34.05 $34.06 9,800
16/07/2026 $34.41 $34.41 $34.20 $34.30 42,100
15/07/2026 $34.49 $34.49 $34.28 $34.44 8,000
14/07/2026 $34.44 $34.46 $34.38 $34.39 7,300
13/07/2026 $34.40 $34.40 $34.23 $34.27 13,200
10/07/2026 $34.56 $34.63 $34.34 $34.58 15,900
09/07/2026 $34.46 $34.54 $34.46 $34.51 3,600
08/07/2026 $34.33 $34.37 $34.13 $34.36 39,000
07/07/2026 $34.82 $34.82 $34.53 $34.58 7,700