GLOBAL X ADAPTIVE U.S. RISK MANAGEMENT ETF
Symbol: ONOF
Exchange: NYSE
Sector: Technology
Category: Tactical Allocation
Inception date: 12/01/2021
Latest date: 20/07/2026
Current price: $39.58
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
-0.33%
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
4.97%
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
6.51%
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
15.12%
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
17.29%
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
36.54%
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: 21/07/2025 - 20/07/2026.
Average daily return
0.059%
Best day
2.011%
Worst day
-2.634%
Days with data
250
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 20/07/2026 | $39.73 | $39.87 | $39.58 | $39.58 | 15,100 |
| 17/07/2026 | $39.71 | $39.71 | $39.65 | $39.65 | 1,200 |
| 16/07/2026 | $40.18 | $40.18 | $39.97 | $40.03 | 5,400 |
| 15/07/2026 | $40.22 | $40.25 | $40.16 | $40.25 | 4,000 |
| 14/07/2026 | $40.04 | $40.23 | $40.04 | $40.16 | 4,400 |
| 13/07/2026 | $40.16 | $40.16 | $39.97 | $39.98 | 4,100 |
| 10/07/2026 | $40.12 | $40.31 | $40.12 | $40.25 | 3,700 |
| 09/07/2026 | $39.90 | $40.12 | $39.90 | $40.12 | 4,800 |
| 08/07/2026 | $39.83 | $39.83 | $38.79 | $39.77 | 5,100 |
| 07/07/2026 | $39.93 | $40.06 | $39.90 | $39.95 | 4,300 |