XTR

Global X S&P 500 Tail Risk ETF

XTR tracks an index of the S&P 500 stocks and aims to protect the fund from significant negative movements or tail risk by purchasing quarterly Index put options.


Rules-Based, Semi-Diverse

MANAGEMENT MATRIX

XRMI

CLOSEST COMP

FACTOR SCORECARD

SIZE
VALUE
YIELD
MOMENTUM
VOLATILITY
QUALITY
Fund Basics
Fund sponsorGlobal X
CategoryUS Equities
Asset classEquity
Websitelink...
Inception dateAug 25, 2021
Assets (mns)$3
Expense ratio26 bp
CurrencyUSD
Sector Breakdown
Fund Structure
RegulationOpen-Ended Fund
DistributionsSemi-annual
Taxation1099
Stock selectionFixed
WeightingFixed
Holdings TransparencyFull
Derivatives-basedYes
Options availableNo
Currency hedgedNo
Fund of fundsNo
Top 10 Holdings Complete list  + 
MICROSOFT CORP 7.0 %
APPLE INC 6.1 %
NVIDIA CORP 5.1 %
AMAZON.COM INC 3.9 %
META PLATFORMS INC 2.4 %
ALPHABET INC. CLASS A 2.3 %
ALPHABET INC. CLASS C 1.9 %
BERKSHIRE HATHAWAY INC-CL B 1.7 %
ELI LILLY & CO 1.4 %
JPMORGAN CHASE & CO 1.3 %
Constituent Breakdown
Number of holdings502
Herfindahl-Hirschman Index 165
Wgt avg mkt cap (mns)$817,625
Large cap (>$10bn)99.3%
Mid cap ($2-10bn)0.5%
Small cap (<$2bn)0.0%
Developed mkts.100.0%
Emerging mkts.0.0%
Country Exposure
UNITED STATES 96.7 %
IRELAND 1.6 %
BRITAIN 0.7 %
Historical Performance


Standardized Annual Returns (as of 04/30/2024)
YTD1 YR2 YR3 YR5 YR10 YRIncep.
2.5% 16.7% 8.4% -- -- -- 2.1%
Market Correlations
versus...BetaR-squared
S&P 5000.8397%
MSCI EAFE0.7572%
MSCI Emg Mkts0.5742%
Liquidity Measures
Avg. volume (000)2
Turnover1.8%
Avg. Bid/Ask (% of price)0.31%
ADV of underlying (mns)$300,821
Technical Indicators
Recent close$30.02
30d moving avg.$25.97
Annualized volatility15.9%
Relative strength (RSI)83
Short interest (ETF)0.3%
Short interest (underlying)0.0%
Distributions
Assets Under Management (mns)

Money Flows (mns)

Short Interest (as % of shares outstanding)

Long Money Flows (mns)

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Risk and Returns: XTR vs. Comps (1 YR)

Notes: Top 10 overlapping ETFs. Funds with insufficient history not shown. Some funds may overlap. Hover over data point for ticker symbol.

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Results & Estimates
  2019 2020 2021 2022 2023 2024E 2025E  
Sales per share -- -- -- -- -- -- --
  change (%) -- -- -- -- -- -- --
Earnings per share -- -- -- -- -- -- --
  change (%) -- -- -- -- -- -- --
Dividends per share -- -- -- -- -- -- --
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Book value per share -- -- -- -- -- -- --
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Return on Equity
Net Margins
EPS Revision Activity (6 mo. ago = 100%)
Compound Annual Growth Rates

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Valuation Metrics
  2023 2024E Fwd Est 2025E
Price-to-sales --x --x --x --x
Price-to-earnings --x --x --x --x
Price-to-cash flow --x --x --x --x
Price-to-growth --x --x --x --x
Price-to-book value --x --x --x --x
Yield --% --% --x --%
2.9 20.6 3.9 1.4% --
Based on closing prices from 5/16/2024
Historical Valuation Trends Sample data. Subscribe for access.

SHOWING:
Price-to-Earnings
XTR



Notes: Based on adjusted historical results for current fund constituents. May differ from results achieved by past fund constituents. Max P/E of 100x.

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ETF Research Center Fund Rating

Our measure of an ETF's overall investment merit

ALTAR Score™

XTR

5.0%

Cat. Avg

5.7%

Fund Category: US Equities

Avg. Return on Equity--%
Divided by: Fwd. P/BV--x
Less: Expenses-- bp
Equals: ALTAR Score™5.0%
Recommendation

UNDERWEIGHT

Below average appreciation potential. A rating of UNDERWEIGHT is assigned to ETFs with ALTAR Scores in the 2nd quintile (ranking higher than only 20%-40%) of their category. Typically, funds in this category consist of stocks trading at relatively expensive valuations and/or having below-average fundamentals.

Category Overview
There are 891 funds in the US Equities category, with an average ALTAR Score™ of 5.7% and a standard deviation of 2.6%. XTR's ALTAR Score™ is approximately 0.3 standard deviations below the category average. This places XTR in the 39th percentile among funds in the category.
Consensus Recommendation

Sell-side recommendations on the ETF's individual constituents

Composite
XTR
Peer Average
SELL
U/W
HOLD
O/W
BUY



Recent Trends


Breakdown

 

Market Activity
Latest price
Change
Volume
Bid/Ask Spread
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Today's Trading

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Total Cost of Ownership (TCO) Comparison
Expense (bp)
(A)
Avg. Bid/Ask (bp)
(B)
TCO (bp)
(A)+(B)
XTR 26.0 31.3 57.3
Peer Avg. -- -- --
  For a detailed cost analysis of this and any other ETF use the TCO Comparison Tool .