Summary
XRMI
Prices · period metrics · 12M
NAV as of 11/06/2026
02/04/2025 → 02/04/2026
Return 8.69% Volatility 7.01% Sharpe -0.13
Official loaded data — not a live quote.

GLOBAL X S&P 500 RISK MANAGED INCOME ETF

Symbol: XRMI

Exchange: NYSE

Sector: Technology

Category: Derivative Income

Inception date: 25/08/2021

Latest date: 11/06/2026

Current price: $17.17

Expense ratio: 0.60%

Assets under management
$49.9M
0.76% 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

0.19%

Ann. -40.03% (Sharpe / Sortino numerator)

Volatility

9.84%

Sharpe ratio

-4.439

VaR 95%

-1.43%

CVaR 95%: -1.46%
Max drawdown: -4.73%
Sortino ratio: -5.434
Calmar ratio: -8.46

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

0.18%

Ann. -12.52% (Sharpe / Sortino numerator)

Volatility

7.99%

Sharpe ratio

-2.020

VaR 95%

-0.90%

CVaR 95%: -1.26%
Max drawdown: -5.97%
Sortino ratio: -2.513
Calmar ratio: -2.10

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

1.85%

Ann. 1.47% (Sharpe / Sortino numerator)

Volatility

6.68%

Sharpe ratio

-0.324

VaR 95%

-0.76%

CVaR 95%: -1.10%
Max drawdown: -5.97%
Sortino ratio: -0.392
Calmar ratio: 0.25

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

8.69%

Ann. 2.75% (Sharpe / Sortino numerator)

Volatility

7.01%

Sharpe ratio

-0.126

VaR 95%

-0.72%

CVaR 95%: -1.17%
Max drawdown: -5.97%
Sortino ratio: -0.150
Calmar ratio: 0.46

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

12.31%

Ann. 5.38% (Sharpe / Sortino numerator)

Volatility

6.77%

Sharpe ratio

0.259

VaR 95%

-0.79%

CVaR 95%: -1.06%
Max drawdown: -8.34%
Sortino ratio: 0.328
Calmar ratio: 0.65

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

16.63%

Ann. 5.87% (Sharpe / Sortino numerator)

Volatility

6.34%

Sharpe ratio

0.353

VaR 95%

-0.65%

CVaR 95%: -1.00%
Max drawdown: -8.34%
Sortino ratio: 0.446
Calmar ratio: 0.70

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.

Daily returns for period 12M

Daily simple returns from the same adjusted closes used by the performance chart: 11/06/2025 - 11/06/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.034%

Best day

1.069%

21/11/2025
Worst day

-1.468%

20/03/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
11/06/2026 $17.04 $17.17 $17.00 $17.17 5,000
10/06/2026 $17.14 $17.16 $17.03 $17.03 4,700
09/06/2026 $17.23 $17.26 $17.01 $17.15 20,700
08/06/2026 $17.18 $17.24 $17.17 $17.20 10,100
05/06/2026 $17.25 $17.27 $17.15 $17.15 7,800
04/06/2026 $17.26 $17.30 $17.25 $17.27 10,400
03/06/2026 $17.30 $17.30 $17.26 $17.27 2,600
02/06/2026 $17.30 $17.32 $17.27 $17.30 26,100
01/06/2026 $17.20 $17.30 $17.20 $17.25 10,100
29/05/2026 $17.30 $17.30 $17.25 $17.25 5,100