GLOBAL X S&P 500 RISK MANAGED INCOME ETF

Symbol: XRMI

Exchange: NYSE ARCA

Sector: Technology

Category: Derivative Income

Inception Date: 25/08/2021

Latest Date: 17/04/2026

Current Price: $17.30

Expense Ratio: 0.60%

Assets Under Management
$48.0M
0.94% daily change

Period Performance

Adjusted cumulative ETF performance normalized to the first available adjusted price of the selected period.

Adjusted Return
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Performance Metrics

Return

0.84%

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
Return

-1.31%

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
Return

1.66%

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
Return

8.90%

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
Return

14.83%

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
Return

20.18%

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

Daily Returns for Period 12M

Daily simple returns calculated over the official metric window from the same adjusted price series used in the chart: 17/04/2025 - 17/04/2026.

Methodology: adjusted prices + daily simple return
Average Daily Return

0.035%

Best Day

1.149%

10/04/2026
Worst Day

-1.468%

20/03/2026
Days with Data

246

Recent Price History (Last 90 Days)

Date Open High Low Close Volume
17/04/2026 $17.14 $17.31 $17.12 $17.30 8,300
16/04/2026 $17.06 $17.19 $17.06 $17.18 8,500
15/04/2026 $17.20 $17.20 $17.17 $17.17 2,400
14/04/2026 $17.15 $17.19 $17.13 $17.17 6,900
13/04/2026 $17.10 $17.15 $17.10 $17.13 11,800
10/04/2026 $17.10 $17.18 $17.10 $17.17 9,600
02/04/2026 $16.90 $16.99 $16.90 $16.98 3,200
01/04/2026 $16.95 $17.00 $16.93 $16.97 3,200
31/03/2026 $16.77 $16.90 $16.77 $16.90 3,900
30/03/2026 $16.77 $16.77 $16.73 $16.77 7,700