GLOBAL X ADAPTIVE U.S. RISK MANAGEMENT ETF
Symbol: ONOF
Exchange: NYSE
Sector: Technology
Category: Tactical Allocation
Inception date: 12/01/2021
Latest date: 03/06/2026
Current price: $40.38
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
5.26%
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
8.04%
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
7.29%
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
23.60%
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
25.56%
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
47.37%
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: 03/06/2025 - 03/06/2026.
Average daily return
0.087%
Best day
2.011%
Worst day
-2.634%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 03/06/2026 | $40.41 | $40.44 | $40.38 | $40.38 | 2,000 |
| 02/06/2026 | $40.57 | $40.71 | $40.57 | $40.66 | 1,800 |
| 01/06/2026 | $40.55 | $40.62 | $40.53 | $40.55 | 3,900 |
| 29/05/2026 | $40.48 | $40.57 | $40.41 | $40.48 | 5,800 |
| 28/05/2026 | $40.15 | $40.42 | $40.15 | $40.37 | 3,100 |
| 27/05/2026 | $40.13 | $40.16 | $40.12 | $40.12 | 1,000 |
| 26/05/2026 | $40.17 | $40.22 | $40.04 | $40.13 | 25,500 |
| 22/05/2026 | $39.90 | $39.90 | $39.87 | $39.87 | 1,200 |
| 21/05/2026 | $39.43 | $39.77 | $39.42 | $39.69 | 5,200 |
| 20/05/2026 | $39.53 | $39.63 | $39.49 | $39.53 | 306,300 |