Global X Funds

10-Year Study

CLIP.US · · US · ETF

Executive Summary: Global X Funds has compounded at 4.4% annually over the last 10 years, with a maximum drawdown of 0.0% and an annualized volatility of 4.1%.

1Y CAGR
+3.1%
3Y CAGR
+4.4%
5Y CAGR
+4.4%
10Y CAGR
+4.4%

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 →
0.0%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
-0.17
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
-2.74
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
0.4%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · +5.3%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · 0.4%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
100%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20260.3-0.0-0.00.2————————0.4%
20250.30.30.40.30.40.30.30.40.30.40.30.34.2%
20240.40.40.40.40.50.40.50.50.40.40.40.45.3%
2023——————0.40.50.40.40.50.52.6%

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 4.1%. The dominant macroeconomic risk driver is SHV.US, accounting for 99.1% of variance. Idiosyncratic stock-specific factors contribute 0.1%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2023-06-0110000
2023-07-0110039.128168445186
2023-08-0110084.834111458867
2023-09-0110127.99017959694
2023-10-0110168.66406865256
2023-11-0110217.382474461763
2023-12-0110263.517157498776
2024-01-0110308.636403638422
2024-02-0110354.725956146667
2024-03-0110396.52810842158
2024-04-0110442.662791458597
2024-05-0110493.163853154287
2024-06-0110534.492134877099
2024-07-0110582.725387502003
2024-08-0110630.518617471384
2024-09-0110677.149736324885
2024-10-0110716.402013724193
2024-11-0110759.851430299283
2024-12-0110802.98493317297
2025-01-0110840.759185755
2025-02-0110877.360044588962
2025-03-0110916.702583045813
2025-04-0110949.647869049257
2025-05-0110991.235651312507
2025-06-0111029.686861826116
2025-07-0111066.276438027886
2025-08-0111108.755548234381
2025-09-0111147.17291085141
2025-10-0111187.057015653525
2025-11-0111222.258828095559
2025-12-0111260.394124907765
2026-01-0111293.012214577611
2026-02-0111290.191556529371
2026-03-0111288.499161700429
2026-04-0111307.4539837846
Annual Return Matrix
YearAnnual Return
20240.05256168693400065
20250.0423410006182845
20260.004179237276672465
Total Factor Risk
0.041092029470451256
VTI.US Exposure
0.0012646328458204275
VEA.US Exposure
-0.00013827105529668087
VWO.US Exposure
0.000055607618674854875
QQQ.US Exposure
-0.00009353449347696941
VTV.US Exposure
0.0008044640660195139
IJR.US Exposure
-0.00007498745707707127
QUAL.US Exposure
-0.00025043376641622144
SHV.US Exposure
0.9905507717639372
TLT.US Exposure
0.000016333144922742817
LQD.US Exposure
-0.00015091753539739317
HYG.US Exposure
0.005710284839424415
GLD.US Exposure
-0.00004477563017985569
USO.US Exposure
0.00027982743698173586
VNQ.US Exposure
0.000453962503855031
BTC-USD.CC Exposure
0.00018457517161326115
CPER.US Exposure
0.00004205881053320025
VIX.INDX Exposure
-0.000010502491586336445
UUP.US Exposure
0.00016269780783350336
TIP.US Exposure
0.00023912126682174858
Idiosyncratic Exposure
0.0009990851529928957
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
49
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
4.1%

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 →4.08%
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
$69
Avg Yield on Cost
0.69%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$68.940.69%Solid

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 →
+0.0%
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 →
+1.0%
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 →
0.1% 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 →
1.00
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Global X Funds a high-risk investment?

Global X Funds (CLIP.US) has an annualized volatility of 4.1% and experienced a maximum drawdown of 0.0% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, CLIP.US has generated a Compound Annual Growth Rate (CAGR) of 4.4%. It has had a positive return in 100% 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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