Global X S&P 500® Catholic Values ETF

10-Year Study

CATH.US · · US · ETF

Executive Summary: Global X S&P 500® Catholic Values ETF has compounded at 14.3% annually over the last 10 years, with a maximum drawdown of 25.5% and an annualized volatility of 12.8%.

1Y CAGR
+20.0%
3Y CAGR
+20.0%
5Y CAGR
+11.4%
10Y CAGR
+14.3%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
25.5%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.73
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.03
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
15.5%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +31.7%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -20.0%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
80%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20261.2-0.9-5.28.0————————2.7%
20252.5-1.3-5.7-0.47.15.12.01.93.32.2-0.2-0.117.1%
20241.34.93.3-4.44.73.11.22.42.4-1.06.7-2.823.3%
20236.7-2.33.51.60.36.93.3-2.4-4.8-2.79.34.926.2%
2022-5.7-3.03.5-9.1-0.1-8.99.5-3.9-9.78.25.4-5.8-20.0%
2021-1.33.64.85.20.72.22.43.0-4.26.2-1.04.528.9%
2020-0.2-8.2-11.712.45.31.75.67.3-3.8-3.612.23.618.8%
20198.63.32.13.9-6.56.72.2-2.11.71.94.02.831.7%
20185.6-3.7-2.2-0.12.30.53.83.00.8-6.51.3-9.6-5.8%
20172.23.60.30.81.80.81.80.12.52.43.11.422.8%
2016————1.7-0.34.10.00.3-1.64.21.29.9%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 12.8%. The dominant macroeconomic risk driver is VTI.US, accounting for 88.5% of variance. Idiosyncratic stock-specific factors contribute 0.4%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-04-0110000
2016-05-0110165.274601363117
2016-06-0110134.311189113245
2016-07-0110551.385169389416
2016-08-0110552.203585572233
2016-09-0110588.486703010407
2016-10-0110423.212101647288
2016-11-0110862.565189122339
2016-12-0110993.32990811005
2017-01-0111240.400660189054
2017-02-0111645.471203117257
2017-03-0111677.88957746991
2017-04-0111771.052619613798
2017-05-0111977.61177064341
2017-06-0112078.913507049745
2017-07-0112297.612498124465
2017-08-0112305.751192386911
2017-09-0112609.519998908778
2017-10-0112913.334272996357
2017-11-0113318.359348358848
2017-12-0113503.548743503821
2018-01-0114255.264007420305
2018-02-0113725.02125608697
2018-03-0113417.34223891387
2018-04-0113405.065996171632
2018-05-0113716.609756430249
2018-06-0113790.676420975096
2018-07-0114311.598321337475
2018-08-0114736.174449956123
2018-09-0114848.979480487595
2018-10-0113882.748241541896
2018-11-0114065.48238813842
2018-12-0112720.051651154648
2019-01-0113807.954095945655
2019-02-0114259.856231557218
2019-03-0114561.124321964926
2019-04-0115126.013358370805
2019-05-0114146.869330762902
2019-06-0115097.23238927511
2019-07-0115434.328921463873
2019-08-0115109.872372543045
2019-09-0115362.717505467474
2019-10-0115660.98473653819
2019-11-0116292.210951317877
2019-12-0116746.15912738648
2020-01-0116710.103347776865
2020-02-0115335.75523900026
2020-03-0113534.557623319402
2020-04-0115212.901876446434
2020-05-0116019.723830005865
2020-06-0116298.84921591183
2020-07-0117205.290605946248
2020-08-0118469.652673265526
2020-09-0117765.360080386658
2020-10-0117124.040066018908
2020-11-0119206.272705365627
2020-12-0119895.333663730977
2021-01-0119636.986955355398
2021-02-0120351.82802347945
2021-03-0121320.741848802158
2021-04-0122418.874495878365
2021-05-0122569.599476213643
2021-06-0123068.242269377137
2021-07-0123630.357784274584
2021-08-0124343.789357861566
2021-09-0123319.041361844527
2021-10-0124776.18590778268
2021-11-0124525.432282881007
2021-12-0125638.523759076463
2022-01-0124167.51160559615
2022-02-0123445.03198643248
2022-03-0124267.585717728256
2022-04-0122061.04475372493
2022-05-0122047.995562365584
2022-06-0120096.527642006575
2022-07-0122004.664972242048
2022-08-0121146.87387751947
2022-09-0119103.1067987651
2022-10-0120665.46329176082
2022-11-0121785.8295784702
2022-12-0120521.240173322363
2023-01-0121906.364095172707
2023-02-0121403.492818397997
2023-03-0122144.568671937872
2023-04-0122501.898270868478
2023-05-0122568.053578979438
2023-06-0124134.638555586374
2023-07-0124932.59433383196
2023-08-0124342.970941678752
2023-09-0123185.912329439794
2023-10-0122569.690411345066
2023-11-0124675.475249730604
2023-12-0125888.45896779532
2024-01-0126223.28212169849
2024-02-0127495.60101301736
2024-03-0128410.772175668484
2024-04-0127151.820748668935
2024-05-0128437.552571872857
2024-06-0129314.39457662876
2024-07-0129664.040156954034
2024-08-0130367.741671478652
2024-09-0131102.861273910257
2024-10-0130798.04671337701
2024-11-0132859.90988328476
2024-12-0131931.41672388002
2025-01-0132733.782855999674
2025-02-0132292.019987541884
2025-03-0130443.94531161196
2025-04-0130322.22863820094
2025-05-0132476.845642161166
2025-06-0134139.41264998613
2025-07-0134836.79417287678
2025-08-0135490.25402728964
2025-09-0136677.139362635666
2025-10-0137498.28359939437
2025-11-0137429.12743194642
2025-12-0137386.6152580057
2026-01-0137817.193105298335
2026-02-0137488.007929543455
2026-03-0135532.90260392749
2026-04-0138391.448460240885
Annual Return Matrix
YearAnnual Return
20170.22834017139264806
2018-0.05802156953194193
20190.31651659809623234
20200.18805354185333
20210.28867020741729355
2022-0.1995935348634298
20230.2615445630547395
20240.2334228454309315
20250.17084110552620713
20260.026876816617412702
Total Factor Risk
0.12799945358732806
VTI.US Exposure
0.8846037265308124
VEA.US Exposure
0.0055177456878424585
VWO.US Exposure
-0.008949315210723407
QQQ.US Exposure
0.11104390008881387
VTV.US Exposure
0.09478550842336374
IJR.US Exposure
-0.06334126094639196
QUAL.US Exposure
-0.08777831019962251
SHV.US Exposure
0.0427205268940903
TLT.US Exposure
-0.014063795840450791
LQD.US Exposure
0.019215692196977024
HYG.US Exposure
0.0010710547503439251
GLD.US Exposure
-0.0005823662823008953
USO.US Exposure
0.003361970859104415
VNQ.US Exposure
-0.009582838272447864
BTC-USD.CC Exposure
0.006018555035891401
CPER.US Exposure
-0.005429655627004168
VIX.INDX Exposure
0.008184052744869883
UUP.US Exposure
0.0005062282848896732
TIP.US Exposure
0.008951975465521168
Idiosyncratic Exposure
0.0037466054164210557
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
0
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
12.8%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →N/A
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.00%
Market Cap$0
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$0
Avg Yield on Cost
0.00%

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+4.2%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+5.1%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
0.0% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
1.05
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Global X S&P 500® Catholic Values ETF a high-risk investment?

Global X S&P 500® Catholic Values ETF (CATH.US) has an annualized volatility of 12.8% and experienced a maximum drawdown of 25.5% over the last 10 years. Its primary macro risk driver is VTI.US.

What is the 10-year return of CATH.US?

Over the past 10 years, CATH.US has generated a Compound Annual Growth Rate (CAGR) of 14.3%. It has had a positive return in 80% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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