Summary
XTR
Prices · period metrics · 12M
NAV as of 31/08/2026
02/04/2025 → 02/04/2026
Return 16.62% Volatility 13.16% Sharpe 0.71
Official loaded data — not a live quote.

GLOBAL X S&P 500 TAIL RISK ETF

Symbol: XTR

Exchange: NYSE

Sector: Technology

Category: Equity Hedged

Inception date: 25/08/2021

Latest date: 31/08/2026

Current price: $28.97

Expense ratio: 0.25%

Assets under management
$4.8M
0.00% 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

1.06%

Ann. -42.11% (Sharpe / Sortino numerator)

Volatility

14.18%

Sharpe ratio

-3.225

VaR 95%

-1.34%

CVaR 95%: -1.39%
Max drawdown: -7.06%
Sortino ratio: -5.864
Calmar ratio: -5.97

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

0.62%

Ann. -16.44% (Sharpe / Sortino numerator)

Volatility

12.35%

Sharpe ratio

-1.625

VaR 95%

-1.35%

CVaR 95%: -1.51%
Max drawdown: -8.51%
Sortino ratio: -2.528
Calmar ratio: -1.93

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

9.43%

Ann. -6.28% (Sharpe / Sortino numerator)

Volatility

11.76%

Sharpe ratio

-0.843

VaR 95%

-1.31%

CVaR 95%: -1.58%
Max drawdown: -8.51%
Sortino ratio: -1.239
Calmar ratio: -0.74

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

16.62%

Ann. 13.03% (Sharpe / Sortino numerator)

Volatility

13.16%

Sharpe ratio

0.714

VaR 95%

-1.33%

CVaR 95%: -1.86%
Max drawdown: -8.51%
Sortino ratio: 0.956
Calmar ratio: 1.53

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

31.94%

Ann. 10.22% (Sharpe / Sortino numerator)

Volatility

12.89%

Sharpe ratio

0.512

VaR 95%

-1.38%

CVaR 95%: -1.85%
Max drawdown: -14.35%
Sortino ratio: 0.692
Calmar ratio: 0.71

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

60.30%

Ann. 15.13% (Sharpe / Sortino numerator)

Volatility

12.17%

Sharpe ratio

0.945

VaR 95%

-1.29%

CVaR 95%: -1.69%
Max drawdown: -14.35%
Sortino ratio: 1.354
Calmar ratio: 1.05

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: 02/09/2025 - 31/08/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.064%

Best day

2.141%

08/04/2026
Worst day

-2.512%

05/06/2026
Days with data

249

Recent price history (last 90 days)

Date Open High Low Close Volume
31/08/2026 $28.97 $28.97 $28.97 $28.97 300
27/08/2026 $29.09 $29.12 $29.09 $29.12 400
26/08/2026 $28.93 $28.93 $28.93 $28.93 100
25/08/2026 $28.93 $28.93 $28.93 $28.93 100
24/08/2026 $28.80 $28.89 $28.79 $28.84 3,600
21/08/2026 $28.90 $28.93 $28.90 $28.93 600
20/08/2026 $28.90 $28.90 $28.82 $28.82 1,200
19/08/2026 $29.16 $29.16 $29.03 $29.03 6,200
18/08/2026 $29.08 $29.08 $29.00 $29.00 1,400
17/08/2026 $29.25 $29.26 $29.19 $29.19 1,400