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: 02/04/2026
Current Price: $16.98
Expense Ratio: 0.60%
Assets Under Management
$42.8M
0.44% 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
-4.56%
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
-3.24%
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
0.73%
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
2.74%
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
11.01%
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
18.59%
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: 02/04/2025 - 02/04/2026.
Average Daily Return
0.012%
Best Day
2.633%
09/04/2025
Worst Day
-1.681%
10/04/2025
Days with Data
251
Recent Price History (Last 90 Days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 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 |
| 27/03/2026 | $16.79 | $16.84 | $16.76 | $16.77 | 6,300 |
| 26/03/2026 | $16.97 | $16.97 | $16.86 | $16.86 | 9,200 |
| 25/03/2026 | $16.99 | $16.99 | $16.93 | $16.95 | 5,900 |
| 24/03/2026 | $16.89 | $16.95 | $16.89 | $16.92 | 22,100 |
| 23/03/2026 | $16.95 | $16.98 | $16.91 | $16.92 | 4,400 |
| 20/03/2026 | $17.21 | $17.21 | $16.90 | $16.99 | 121,300 |