Global X Funds - Global X MSCI Colombia ETF

10-Year Study

COLO.US · · US · ETF

Executive Summary: Global X Funds - Global X MSCI Colombia ETF has compounded at 7.0% annually over the last 10 years, with a maximum drawdown of 48.1% and an annualized volatility of 27.0%.

1Y CAGR
+60.2%
3Y CAGR
+39.4%
5Y CAGR
+16.4%
10Y CAGR
+7.0%

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 →
48.1%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.21
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.26
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
27.0%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +68.9%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -21.3%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
60%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
202617.7-7.21.64.3————————15.7%
202512.56.11.1-0.96.22.60.810.02.77.15.90.468.9%
20242.3-0.97.71.44.3-6.30.4-4.0-1.1-2.54.3-0.44.7%
20236.5-10.92.71.7-2.011.010.1-11.53.3-5.08.411.924.9%
202211.21.18.8-5.76.0-23.1-4.4-5.9-12.5-1.57.80.2-21.3%
2021-8.8-3.00.8-5.80.33.2-4.99.41.25.1-8.30.4-11.5%
2020-4.7-10.3-36.34.60.42.95.44.9-6.7-1.719.419.8-14.6%
201917.74.40.8-1.3-9.811.6-2.0-5.72.86.0-6.112.230.4%
20189.5-6.92.64.3-2.7-1.30.7-6.10.8-13.6-0.6-6.5-19.9%
20173.8-3.03.3-1.26.3-3.03.03.9-0.1-7.51.84.911.9%
2016———4.5-11.78.7-3.85.52.5-3.2-5.56.61.7%

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 27.0%. The dominant macroeconomic risk driver is HYG.US, accounting for 31.7% of variance. Idiosyncratic stock-specific factors contribute 28.4%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110450.569675723049
2016-05-019230.762489044697
2016-06-0110032.997370727433
2016-07-019648.378615249781
2016-08-0110175.854513584574
2016-09-0110428.571428571428
2016-10-0110098.904469763365
2016-11-019538.475021910604
2016-12-0110171.91060473269
2017-01-0110562.269938650308
2017-02-0110250
2017-03-0110584.574934268185
2017-04-0110461.875547765118
2017-05-0111119.938650306747
2017-06-0110785.363716038562
2017-07-0111108.808063102542
2017-08-0111543.777388255916
2017-09-0111532.602979842244
2017-10-0110662.664329535497
2017-11-0110852.2787028922
2017-12-0111380.105170902716
2018-01-0112459.027169149867
2018-02-0111595.880806310255
2018-03-0111902.541630148993
2018-04-0112413.628396143733
2018-05-0112072.87467134093
2018-06-0111913.891323400525
2018-07-0111993.382997370727
2018-08-0111266.520595968448
2018-09-0111357.361963190184
2018-10-019812.751971954427
2018-11-019756.003505696757
2018-12-019117.002629272569
2019-01-0110732.120946538123
2019-02-0111200.219106047327
2019-03-0111293.865030674848
2019-04-0111141.717791411043
2019-05-0110053.286590709904
2019-06-0111215.687992988607
2019-07-0110989.702015775636
2019-08-0110359.377738825593
2019-09-0110644.785276073619
2019-10-0111287.072743207713
2019-11-0110597.239263803682
2019-12-0111890.40315512708
2020-01-0111335.10078878177
2020-02-0110164.198071866784
2020-03-016470.333041191937
2020-04-016766.082383873795
2020-05-016796.231375985977
2020-06-016995.530236634531
2020-07-017374.276950043821
2020-08-017737.598597721297
2020-09-017220.333041191938
2020-10-017097.15162138475
2020-11-018476.55565293602
2020-12-0110154.864154250658
2021-01-019261.349693251534
2021-02-018982.296231375985
2021-03-019057.537248028046
2021-04-018527.695004382122
2021-05-018549.649430324278
2021-06-018824.10166520596
2021-07-018390.31551270815
2021-08-019175.547765118317
2021-09-019289.526730937772
2021-10-019761.262050832604
2021-11-018953.90008764242
2021-12-018987.554776511832
2022-01-019994.741454864154
2022-02-0110103.768624014023
2022-03-0110989.044697633653
2022-04-0110360.385626643294
2022-05-0110979.447852760735
2022-06-018445.705521472391
2022-07-018072.611744084137
2022-08-017597.7212971078
2022-09-016644.609991235759
2022-10-016546.275197195442
2022-11-017058.4136722173525
2022-12-017071.472392638037
2023-01-017527.695004382121
2023-02-016704.382120946539
2023-03-016882.559158632778
2023-04-017000.175284837861
2023-05-016857.624890446976
2023-06-017614.767747589834
2023-07-018382.07712532866
2023-08-017418.4049079754595
2023-09-017665.687992988605
2023-10-017283.829973707274
2023-11-017894.78527607362
2023-12-018833.96143733567
2024-01-019040.446976336545
2024-02-018956.310254163016
2024-03-019648.510078878178
2024-04-019786.196319018405
2024-05-0110210.692375109551
2024-06-019564.154250657317
2024-07-019603.023663453112
2024-08-019222.30499561788
2024-09-019125.197195442594
2024-10-018899.868536371603
2024-11-019284.487291849255
2024-12-019247.546012269939
2025-01-0110399.430324276951
2025-02-0111036.24014022787
2025-03-0111153.856266432953
2025-04-0111052.45398773006
2025-05-0111733.829973707272
2025-06-0112037.510955302367
2025-07-0112137.686240140229
2025-08-0113348.071866783524
2025-09-0113702.892199824715
2025-10-0114679.579316389132
2025-11-0115551.884312007012
2025-12-0115617.879053461877
2026-01-0118387.379491673968
2026-02-0117055.214723926383
2026-03-0117335.670464504823
2026-04-0118076.24890446976
Annual Return Matrix
YearAnnual Return
20170.11877754466382062
2018-0.19886481782405452
20190.30420091324200915
2020-0.14596132513203042
2021-0.11495076251219083
2022-0.2131928462768654
20230.2492393304868903
20240.04681756626039868
20250.6888674068492955
20260.15740740740740744
Total Factor Risk
0.26959068094229194
VTI.US Exposure
-0.061405104076453526
VEA.US Exposure
0.14096176646652483
VWO.US Exposure
0.13721294013045576
QQQ.US Exposure
-0.01286474716091767
VTV.US Exposure
0.036778210730982315
IJR.US Exposure
-0.024219504571404534
QUAL.US Exposure
-0.021735678908773384
SHV.US Exposure
0.04467999765483467
TLT.US Exposure
-0.010357856106168633
LQD.US Exposure
-0.029258244089548358
HYG.US Exposure
0.3169956376610181
GLD.US Exposure
0.029150117456071666
USO.US Exposure
0.0633081383586628
VNQ.US Exposure
-0.007712265986155198
BTC-USD.CC Exposure
0.05173031456453445
CPER.US Exposure
0.013478868431941519
VIX.INDX Exposure
-0.0027786795302746753
UUP.US Exposure
-0.019794743896352544
TIP.US Exposure
0.07227109957864059
Idiosyncratic Exposure
0.2835597332923819
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
27.0%

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 →
+4.4%
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 →
+18.9%
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 →
5.4% 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 →
1.02
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Global X Funds - Global X MSCI Colombia ETF a high-risk investment?

Global X Funds - Global X MSCI Colombia ETF (COLO.US) has an annualized volatility of 27.0% and experienced a maximum drawdown of 48.1% over the last 10 years. Its primary macro risk driver is HYG.US.

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

Over the past 10 years, COLO.US has generated a Compound Annual Growth Rate (CAGR) of 7.0%. It has had a positive return in 60% 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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