Summary
GXDW
Prices · period metrics · 12M
NAV as of 20/07/2026
02/04/2025 → 02/04/2026
Return -9.42% Volatility 27.38% Sharpe -0.11
Official loaded data — not a live quote.

GLOBAL X DORSEY WRIGHT THEMATIC ETF

Symbol: GXDW

Exchange: NASDAQ

Sector: Technology

Category: Global Small/Mid Stock

Inception date: 25/10/2019

Latest date: 20/07/2026

Current price: $23.26

Expense ratio: 0.50%

Assets under management
$7.7M
-0.44% 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

-18.11%

Ann. -33.17% (Sharpe / Sortino numerator)

Volatility

29.59%

Sharpe ratio

-1.244

VaR 95%

-3.11%

CVaR 95%: -3.69%
Max drawdown: -8.73%
Sortino ratio: -1.855
Calmar ratio: -3.80

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

-10.03%

Ann. -28.94% (Sharpe / Sortino numerator)

Volatility

24.81%

Sharpe ratio

-1.313

VaR 95%

-2.88%

CVaR 95%: -3.37%
Max drawdown: -16.99%
Sortino ratio: -1.945
Calmar ratio: -1.70

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

-6.19%

Ann. -31.01% (Sharpe / Sortino numerator)

Volatility

29.40%

Sharpe ratio

-1.178

VaR 95%

-3.67%

CVaR 95%: -4.12%
Max drawdown: -24.65%
Sortino ratio: -1.698
Calmar ratio: -1.26

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

-9.42%

Ann. 0.73% (Sharpe / Sortino numerator)

Volatility

27.38%

Sharpe ratio

-0.106

VaR 95%

-3.04%

CVaR 95%: -4.19%
Max drawdown: -24.65%
Sortino ratio: -0.141
Calmar ratio: 0.03

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

1.82%

Ann. -1.18% (Sharpe / Sortino numerator)

Volatility

24.37%

Sharpe ratio

-0.197

VaR 95%

-2.56%

CVaR 95%: -3.65%
Max drawdown: -24.65%
Sortino ratio: -0.275
Calmar ratio: -0.05

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

-14.03%

Ann. -2.22% (Sharpe / Sortino numerator)

Volatility

23.89%

Sharpe ratio

-0.245

VaR 95%

-2.47%

CVaR 95%: -3.37%
Max drawdown: -31.89%
Sortino ratio: -0.372
Calmar ratio: -0.07

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

-0.022%

Best day

5.574%

13/10/2025
Worst day

-8.525%

05/06/2026
Days with data

250

Recent price history (last 90 days)

Date Open High Low Close Volume
20/07/2026 $23.36 $23.36 $23.26 $23.26 700
17/07/2026 $22.62 $22.98 $22.34 $22.98 900
16/07/2026 $23.50 $23.50 $23.13 $23.13 400
15/07/2026 $24.12 $24.22 $23.82 $24.22 9,800
14/07/2026 $24.42 $24.42 $24.28 $24.30 1,500
13/07/2026 $24.41 $24.41 $23.92 $24.01 1,800
10/07/2026 $25.08 $25.08 $24.80 $24.83 1,800
09/07/2026 $25.12 $25.12 $25.06 $25.06 9,800
08/07/2026 $24.60 $24.72 $24.12 $24.72 11,000
07/07/2026 $24.99 $25.00 $24.78 $24.78 6,400