Summary
XTR
Prices · period metrics · 12M
NAV as of 11/06/2026
02/04/2025 → 02/04/2026
Return 19.27% 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: 11/06/2026

Current price: $28.12

Expense ratio: 0.25%

Assets under management
$4.0M
1.50% daily change

Period performance

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

Adjusted return
--
--

Performance metrics

Period total return

-0.27%

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

7.77%

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

5.47%

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

19.27%

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

31.28%

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

61.09%

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: 11/06/2025 - 11/06/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.073%

Best day

2.141%

08/04/2026
Worst day

-2.512%

05/06/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
11/06/2026 $27.71 $28.12 $27.71 $28.12 600
10/06/2026 $27.83 $28.07 $27.68 $27.68 1,900
09/06/2026 $28.44 $28.44 $28.00 $28.11 2,400
08/06/2026 $28.30 $28.30 $28.15 $28.15 1,100
05/06/2026 $28.13 $28.13 $28.13 $28.13 300
04/06/2026 $28.85 $28.86 $28.84 $28.86 1,300
03/06/2026 $28.80 $28.80 $28.72 $28.74 500
02/06/2026 $28.93 $28.93 $28.93 $28.93 200
01/06/2026 $30.25 $30.25 $28.83 $28.87 2,500
29/05/2026 $28.83 $28.88 $28.81 $28.81 1,500