GLOBAL X S&P 500 COLLAR 95-110 ETF
Symbol: XCLR
Exchange: NYSE
Sector: Technology
Category: Equity Hedged
Inception date: 25/08/2021
Latest date: 15/10/2026
Current price: $28.30
Expense ratio: 0.25%
Period performance
Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.
Performance metrics
Period total return
2.49%
Ann. -42.68% (Sharpe / Sortino numerator)
Volatility
11.53%
Sharpe ratio
-4.018
VaR 95%
-1.18%
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
2.11%
Ann. -18.17% (Sharpe / Sortino numerator)
Volatility
10.50%
Sharpe ratio
-2.077
VaR 95%
-1.18%
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
6.36%
Ann. -7.74% (Sharpe / Sortino numerator)
Volatility
10.15%
Sharpe ratio
-1.120
VaR 95%
-1.18%
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
7.03%
Ann. 9.98% (Sharpe / Sortino numerator)
Volatility
10.54%
Sharpe ratio
0.603
VaR 95%
-1.09%
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
16.91%
Ann. 8.07% (Sharpe / Sortino numerator)
Volatility
10.59%
Sharpe ratio
0.419
VaR 95%
-1.14%
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
50.97%
Ann. 12.27% (Sharpe / Sortino numerator)
Volatility
10.02%
Sharpe ratio
0.862
VaR 95%
-1.06%
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
0.029%
Best day
1.567%
Worst day
-1.66%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 15/10/2026 | $28.29 | $28.41 | $28.28 | $28.30 | 14,200 |
| 14/10/2026 | $28.27 | $28.27 | $28.27 | $28.27 | 200 |
| 13/10/2026 | $28.29 | $28.29 | $28.29 | $28.29 | 800 |
| 12/10/2026 | $28.23 | $28.28 | $28.23 | $28.28 | 2,100 |
| 09/10/2026 | $28.29 | $28.29 | $28.22 | $28.22 | 400 |
| 08/10/2026 | $28.14 | $28.14 | $28.14 | $28.14 | 100 |
| 07/10/2026 | $28.23 | $28.23 | $28.23 | $28.23 | 100 |
| 06/10/2026 | $28.26 | $28.28 | $28.26 | $28.28 | 500 |
| 05/10/2026 | $28.15 | $28.19 | $28.15 | $28.18 | 700 |
| 02/10/2026 | $28.12 | $28.12 | $28.01 | $28.01 | 100 |