Global X Cloud Computing

10-Year Study

CLOU.US · · US · ETF

Executive Summary: Global X Cloud Computing has compounded at 3.8% annually over the last 10 years, with a maximum drawdown of 47.8% and an annualized volatility of 32.5%.

1Y CAGR
-15.6%
3Y CAGR
+1.9%
5Y CAGR
-5.0%
10Y CAGR
+3.8%

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 →
47.8%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.10
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.20
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
24.3%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · +77.2%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -39.6%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
43%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-8.8-9.03.90.6————————-13.3%
20256.7-8.0-10.82.86.21.9-2.91.21.53.6-5.9-0.2-5.6%
2024-1.1-2.1-1.0-7.3-3.30.81.90.61.91.917.6-2.75.7%
202312.0-3.45.8-8.510.57.07.1-3.5-8.2-5.416.69.141.4%
2022-12.0-9.33.8-12.0-7.7-7.75.4-2.4-5.94.30.8-4.5-39.6%
2021-1.4-1.7-4.85.8-3.99.10.17.1-4.38.1-10.1-3.4-1.5%
20208.3-5.3-9.518.415.47.45.87.7-2.1-1.810.47.877.2%
2019————-3.44.82.0-3.5-6.01.37.5-1.20.8%

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 32.5%. The dominant macroeconomic risk driver is VTI.US, accounting for 46.9% of variance. Idiosyncratic stock-specific factors contribute 13.1%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2019-04-0110000
2019-05-019660.906769261384
2019-06-0110127.955955026366
2019-07-0110332.658949951909
2019-08-019974.395542436403
2019-09-019372.956120858347
2019-10-019494.544127889621
2019-11-0110211.070942920633
2019-12-0110084.375310934962
2020-01-0110918.775496666778
2020-02-0110336.041922324303
2020-03-019349.805976584525
2020-04-0111072.468574839972
2020-05-0112775.960996318532
2020-06-0113717.355974926206
2020-07-0114511.425823355774
2020-08-0115625.75038970515
2020-09-0115299.127723790256
2020-10-0115017.34602500746
2020-11-0116573.513316307915
2020-12-0117867.135418394086
2021-01-0117617.392457961592
2021-02-0117316.374249610297
2021-03-0116483.831382043714
2021-04-0117431.660641438095
2021-05-0116752.81085204471
2021-06-0118283.373685781564
2021-07-0118296.175914563362
2021-08-0119589.79801664953
2021-09-0118750.88720108786
2021-10-0120262.213525256208
2021-11-0118206.560313090777
2021-12-0117591.45633643992
2022-01-0115482.073563065902
2022-02-0114049.285264170341
2022-03-0114586.580876256177
2022-04-0112842.028456767603
2022-05-0111847.036582534576
2022-06-0110938.277337401743
2022-07-0111528.639182780007
2022-08-0111250.04145799476
2022-09-0110586.71354183941
2022-10-0111037.776524825047
2022-11-0111130.642433086798
2022-12-0110633.146495970284
2023-01-0111906.736094988557
2023-02-0111502.106066133792
2023-03-0112172.067261450698
2023-04-0111137.275712248349
2023-05-0112304.73284468177
2023-06-0113160.425856522172
2023-07-0114095.718218301216
2023-08-0113604.85556034626
2023-09-0112490.464661205266
2023-10-0111820.503465888361
2023-11-0113777.320818546648
2023-12-0115031.010580080261
2024-01-0114871.811880202979
2024-02-0114566.681038771518
2024-03-0114427.382176378893
2024-04-0113379.32406885344
2024-05-0112934.894365029353
2024-06-0113041.026831614208
2024-07-0113293.091439753242
2024-08-0113379.32406885344
2024-09-0113631.38867699247
2024-10-0113896.719843454612
2024-11-0116337.766574906305
2024-12-0115893.33687108222
2025-01-0116961.294816092337
2025-02-0115601.472587973863
2025-03-0113923.252960100825
2025-04-0114307.983151470931
2025-05-0115190.209279957548
2025-06-0115475.440283904347
2025-07-0115024.377300918708
2025-08-0115203.475838280656
2025-09-0115429.007329773474
2025-10-0115986.20277934397
2025-11-0115037.643859241818
2025-12-0115004.47746343405
2026-01-0113677.821631123346
2026-02-0112444.031707074395
2026-03-0112934.894365029353
2026-04-0113007.86043580644
Annual Return Matrix
YearAnnual Return
20200.7717642260914179
2021-0.015429394555903753
2022-0.395550527903469
20230.4135995009357454
20240.057369814651368145
2025-0.055926544240400666
2026-0.13306808134394343
Total Factor Risk
0.3245991863427319
VTI.US Exposure
0.46915825126534766
VEA.US Exposure
-0.060260636058989514
VWO.US Exposure
-0.003451956557460509
QQQ.US Exposure
0.06663788414470175
VTV.US Exposure
-0.043164524769475396
IJR.US Exposure
0.000668163330261763
QUAL.US Exposure
-0.07470242219987457
SHV.US Exposure
0.4037590450166679
TLT.US Exposure
0.008972817479227985
LQD.US Exposure
0.006062093684622459
HYG.US Exposure
0.020959516018620544
GLD.US Exposure
-0.00018008950020368989
USO.US Exposure
0.0003427075020619295
VNQ.US Exposure
0.024623227791934266
BTC-USD.CC Exposure
0.009775918927012245
CPER.US Exposure
0.0025142681917679766
VIX.INDX Exposure
0.013944232119324444
UUP.US Exposure
0.010582037814414108
TIP.US Exposure
0.012360792601930497
Idiosyncratic Exposure
0.1313986731981083
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
32.5%

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 →
+1.6%
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 →
-10.7%
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 →
18.9% 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 →
1.42
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Global X Cloud Computing a high-risk investment?

Global X Cloud Computing (CLOU.US) has an annualized volatility of 32.5% and experienced a maximum drawdown of 47.8% over the last 10 years. Its primary macro risk driver is VTI.US.

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

Over the past 10 years, CLOU.US has generated a Compound Annual Growth Rate (CAGR) of 3.8%. It has had a positive return in 43% 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.

Run a Full Backtest on Global X Cloud Computing

stresstest.pro lets you simulate DCA vs Lump Sum, Monte Carlo projections, portfolio optimisation, and more — all in seconds.

Start a Free Backtest