GLOBAL X ADAPTIVE U.S. RISK MANAGEMENT ETF
Symbol: ONOF
Exchange: NYSE
Sector: Technology
Category: Tactical Allocation
Inception date: 12/01/2021
Latest date: 15/10/2026
Current price: $41.29
Expense ratio: 0.39%
Period performance
Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.
Performance metrics
Period total return
2.21%
Ann. -35.01% (Sharpe / Sortino numerator)
Volatility
12.36%
Sharpe ratio
-3.126
VaR 95%
-1.38%
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
2.59%
Ann. -14.02% (Sharpe / Sortino numerator)
Volatility
12.47%
Sharpe ratio
-1.416
VaR 95%
-1.38%
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
10.71%
Ann. -3.36% (Sharpe / Sortino numerator)
Volatility
12.71%
Sharpe ratio
-0.550
VaR 95%
-1.38%
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
13.19%
Ann. 12.30% (Sharpe / Sortino numerator)
Volatility
17.22%
Sharpe ratio
0.503
VaR 95%
-1.37%
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
22.09%
Ann. 7.06% (Sharpe / Sortino numerator)
Volatility
15.49%
Sharpe ratio
0.222
VaR 95%
-1.56%
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
46.87%
Ann. 11.50% (Sharpe / Sortino numerator)
Volatility
14.15%
Sharpe ratio
0.556
VaR 95%
-1.39%
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: 15/10/2025 - 15/10/2026.
Average daily return
0.052%
Best day
2.011%
Worst day
-2.581%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 15/10/2026 | $41.20 | $41.29 | $41.20 | $41.29 | 1,200 |
| 14/10/2026 | $41.21 | $41.22 | $41.00 | $41.12 | 3,100 |
| 13/10/2026 | $41.76 | $41.76 | $41.48 | $41.63 | 5,900 |
| 12/10/2026 | $41.14 | $41.70 | $41.14 | $41.65 | 5,700 |
| 09/10/2026 | $41.72 | $41.72 | $41.61 | $41.69 | 2,400 |
| 08/10/2026 | $42.11 | $42.11 | $41.28 | $41.41 | 2,100 |
| 07/10/2026 | $41.47 | $41.66 | $41.47 | $41.62 | 3,100 |
| 06/10/2026 | $41.61 | $41.84 | $41.61 | $41.73 | 6,700 |
| 05/10/2026 | $41.44 | $41.55 | $41.44 | $41.46 | 2,200 |
| 02/10/2026 | $41.19 | $41.19 | $41.16 | $41.19 | 2,100 |