XTR
Global X S&P 500® Tail Risk ETF
NAV as of
4 Week: 28.86 - 29.82
52 Week: 23.50 - 29.82
Latest Closing Price
29.75
Premium / Discount
0.03
Expense Ratio
0.25%
Investment Objective
The investment seeks to provide investment results that correspond generally to the price and yield performance, before fees and expenses, of the Cboe S&P 500 Tail Risk Index ("underlying index"). The fund invests at least 80% of its total assets in the securities of the underlying index. The underlying index measures the performance of a risk management strategy that holds the underlying stocks of the S&P 500® Index and applies a protective put strategy (i.e. long (purchased) put options) on the S&P 500® Index. The adviser expects that the correlation between the fund's performance and that of the underlying index, before fees and expenses, will exceed 95%.
Main Fund Characteristics
Performance
Period | Performance Returns(%) | Volatility(%) | Risk Adjusted Performance |
---|---|---|---|
YTD | 9.97 | 0.70 | 14.34 |
1 Day | 0.25 | 0.00 | 0.00 |
1 Week | 0.17 | 1.15 | 0.15 |
1 Month | 3.60 | 2.82 | 1.28 |
3 Months | 9.67 | 5.49 | 1.76 |
6 Months | 20.16 | 7.47 | 2.70 |
1 Year | 29.15 | 10.63 | 2.74 |
2 Years | 13.46 | 21.30 | 0.63 |
3 Years | 0.00 | 0.00 | 0.00 |
5 Years | 0.00 | 0.00 | 0.00 |
10 Years | 0.00 | 0.00 | 0.00 |
Price History
Annual Performance Return
2014 | 2015 | 2016 | 2017 | 2018 | 2019 | 2020 | 2021 | 2022 | 2023 | |
Price (%) | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | -17.4613 | 21.0579 |
Nav (%) | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 |
Rank | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 44.0000 | 20.0000 |
Dividend Frequency
Lastest Dividend
Ex Date | Payment Date | Dividend Payout per unit |
---|---|---|
N.A |
Portfolio Data
Total Number of Holdings: 505
Number of Bond Holdings: 0
Number of Equity Holdings: 503
Total Market Value: 2,975,878
Portfolio Composition
Top 10 Holdings
% Portfolio Weight | Shares Owned | Shares Changed | Market Value | ||
---|---|---|---|---|---|
1 | Apple Inc | 6.9360 | 1,390 | 0 | 204,705 |
Country Exposure
Regional Exposure
America
Greater Europe
Greater Asia
Market Classification
Market Capitalization
Size | % of portfolio |
---|---|
Giant | 46.65 |
Large | 34.64 |
Medium | 17.95 |
Small | 0.41 |
Micro | 0.00 |
Equity Style Box Breakdown
0 | 0 | 0 | Large |
0 | 0 | 0 | Mid |
0 | 0 | 0 | Small |
Value | Blend | Growth |
Value Measures
Price/Prospective Earnings*
21.1071
Price/Book*
3.9840
Price/Sales*
2.5514
Price/Cash Flow*
14.3828
Dividend Yield*
1.4877
Growth Measures
Long-Term Earnings
12.0564
Historical Earnings
6.8857
Sales Growth
8.7872
Cash-Flow Growth
8.6801
Book-Value Growth
6.5713
*Forward-looking based on historical data.
Equity Sector
Number of Bond Holdings
0
Bond Statitics
Detail | Value |
---|---|
Average Effective Duration | 0 |
Average Effective Maturity (Years)* | 0 |
Average Credit Quality | 0 |
Average Weighted Coupon* | 0 |
Average Weighted Price* | 0 |
Bond Style Box Breakdown
0 | 0 | 0 | High | Quality |
0 | 0 | 0 | Med | |
0 | 0 | 0 | Low | |
Ltd | Mod | Ext | ||
Interest-Rate Sensitivity |
Credit Quality
Type | % Bonds |
---|---|
N.A |
Bond Sector
Bond Maturity
% Bonds | |
---|---|
N.A |
Data Source: Morningstar
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(3) do not constitute investment advice;
(4) are provided solely for informational purposes;
(5) are not warranted to be complete, accurate or timely; and
(6) may be drawn from fund data published on various dates.
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