GLOBAL X S&P 500 TAIL RISK ETF

Symbol: XTR

Exchange: NYSE ARCA

Sector: Technology

Category: Equity Hedged

Inception Date: 25/08/2021

Latest Date: 02/04/2026

Current Price: $25.26

Expense Ratio: 0.25%

Assets Under Management
$3.2M
0.91% 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

-4.87%

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
Return

-4.32%

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
Return

-3.17%

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
Return

12.98%

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
Return

21.40%

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
Return

52.34%

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

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.

Methodology: adjusted prices + daily simple return
Average Daily Return

0.052%

Best Day

4.739%

09/04/2025
Worst Day

-3.7%

03/04/2025
Days with Data

251

Recent Price History (Last 90 Days)

Date Open High Low Close Volume
02/04/2026 $25.03 $25.27 $25.03 $25.26 1,600
01/04/2026 $25.26 $25.26 $25.26 $25.26 1,000
31/03/2026 $25.05 $25.12 $25.05 $25.12 800
30/03/2026 $24.73 $24.73 $24.63 $24.63 600
27/03/2026 $24.70 $24.70 $24.70 $24.70 300
26/03/2026 $25.18 $25.18 $25.00 $25.00 900
25/03/2026 $25.39 $25.39 $25.32 $25.32 1,200
24/03/2026 $25.25 $25.34 $25.23 $25.23 2,000
23/03/2026 $25.38 $25.51 $25.32 $25.32 1,300
20/03/2026 $25.30 $25.30 $25.00 $25.12 5,700