Global X FinTech ETF

10-Year Study

FINX.US · · US · ETF

Executive Summary: Global X FinTech ETF has compounded at 6.4% annually over the last 10 years, with a maximum drawdown of 61.5% and an annualized volatility of 40.1%.

1Y CAGR
-16.2%
3Y CAGR
+8.5%
5Y CAGR
-9.4%
10Y CAGR
+6.4%

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 →
61.5%
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 →
0.36
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
27.5%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · +53.8%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -51.8%
% 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.
2026-9.0-8.8-5.412.1————————-12.0%
20256.2-7.5-10.22.38.611.80.3-0.9-1.4-0.8-7.7-3.5-5.2%
2024-5.79.95.1-10.20.8-0.04.84.12.03.317.5-7.723.0%
202315.4-5.7-0.60.2-0.56.612.0-12.2-7.2-7.119.314.633.2%
2022-15.2-5.3-0.3-16.6-5.1-15.714.4-3.5-13.85.3-3.7-6.4-51.8%
2021-3.74.6-6.25.4-3.05.6-1.59.5-6.67.1-11.2-7.5-9.6%
20204.9-5.5-19.716.214.53.37.79.0-2.6-4.317.69.353.8%
201913.57.52.74.3-2.85.23.6-5.2-0.8-0.66.8-0.537.5%
20189.2-3.71.20.98.61.70.811.5-1.8-12.6-2.3-9.90.8%
20174.34.71.75.05.82.26.32.03.64.20.90.750.0%
2016—————————-3.80.9-2.2-5.0%

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 40.1%. The dominant macroeconomic risk driver is VTI.US, accounting for 80.9% of variance. Idiosyncratic stock-specific factors contribute 6.0%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-09-0110000
2016-10-019624.71127610727
2016-11-019715.63749537693
2016-12-019497.777436620308
2017-01-019903.560986162189
2017-02-0110370.264404792644
2017-03-0110551.69815007362
2017-04-0111083.229241537163
2017-05-0111724.876659944315
2017-06-0111977.627823562661
2017-07-0112729.461351123146
2017-08-0112988.772042455497
2017-09-0113455.405678876228
2017-10-0114025.73567894601
2017-11-0114148.901279107906
2017-12-0114242.897915605396
2018-01-0115560.1069063453
2018-02-0114989.148866388005
2018-03-0115170.791958298154
2018-04-0115313.566359392338
2018-05-0116624.285604627956
2018-06-0116903.274879102322
2018-07-0117039.559534692227
2018-08-0119006.091986908858
2018-09-0118655.29681862906
2018-10-0116312.847602632186
2018-11-0115936.512145593602
2018-12-0114359.78311689218
2019-01-0116303.496786529242
2019-02-0117519.102879911796
2019-03-0117993.621906031276
2019-04-0118760.667955311474
2019-05-0118234.161182948017
2019-06-0119179.9892535397
2019-07-0119878.788301710363
2019-08-0118845.174211286576
2019-09-0118702.19046356322
2019-10-0118591.65544336127
2019-11-0119847.525871754257
2019-12-0119747.248836381656
2020-01-0120707.452042176366
2020-02-0119566.792042036806
2020-03-0115705.393466989526
2020-04-0118247.140673956583
2020-05-0120899.353118915864
2020-06-0121597.175216150397
2020-07-0123259.10832292416
2020-08-0125345.805740284573
2020-09-0124682.735183492317
2020-10-0123623.092328841685
2020-11-0127777.017927049685
2020-12-0130364.263134756427
2021-01-0129252.632533861815
2021-02-0130591.753138454886
2021-03-0128687.04772405323
2021-04-0130240.748623545915
2021-05-0129343.6285353412
2021-06-0130988.25565410354
2021-07-0130533.275646706632
2021-08-0133439.006859591216
2021-09-0131215.81544001172
2021-10-0133419.53762307837
2021-11-0129668.674068233046
2021-12-0127434.736188356143
2022-01-0123254.084003824068
2022-02-0122020.404318123143
2022-03-0121945.03953162181
2022-04-0118298.988855781106
2022-05-0117359.999441742326
2022-06-0114631.863952603922
2022-07-0116740.7521126564
2022-08-0116156.88436390027
2022-09-0113931.180784770731
2022-10-0114673.105238550486
2022-11-0114123.500554768569
2022-12-0113224.356782481875
2023-01-0115257.810373823297
2023-02-0114385.323405650963
2023-03-0114302.910615967565
2023-04-0114326.915696112432
2023-05-0114254.830673468108
2023-06-0115197.030069154169
2023-07-0117021.765071212747
2023-08-0114949.09387800674
2023-09-0113868.027884971007
2023-10-0112883.33112356336
2023-11-0115369.112998332206
2023-12-0117609.052148245326
2024-01-0116603.630070549814
2024-02-0118249.51326908718
2024-03-0119186.060305785642
2024-04-0117230.274313866426
2024-05-0117368.02439586052
2024-06-0117366.349622827158
2024-07-0118201.503108797446
2024-08-0118953.894894035715
2024-09-0119340.418553693922
2024-10-0119975.436662177344
2024-11-0123468.036258836175
2024-12-0121662.351800032102
2025-01-0123001.542186834893
2025-02-0121287.691116026883
2025-03-0119122.837623776195
2025-04-0119559.953385483906
2025-05-0121246.031136821977
2025-06-0123743.955116082707
2025-07-0123806.410193785196
2025-08-0123584.36320244517
2025-09-0123258.27093640747
2025-10-0123063.299442440148
2025-11-0121284.830045428218
2025-12-0120536.90432161225
2026-01-0118687.675763940744
2026-02-0117040.81561446725
2026-03-0116119.69044611767
2026-04-0118066.61409740201
Annual Return Matrix
YearAnnual Return
20170.4996032504077703
20180.008206560348840153
20190.3751773738944504
20200.5376452378933085
2021-0.09647943483426757
2022-0.5179703317834505
20230.331562089399448
20240.23018272747807544
2025-0.05195407630754956
2026-0.12028542303771661
Total Factor Risk
0.4014199706003509
VTI.US Exposure
0.8092722101724671
VEA.US Exposure
-0.013489404071670513
VWO.US Exposure
-0.014254618023818173
QQQ.US Exposure
-0.1447949524163025
VTV.US Exposure
-0.10026814054263902
IJR.US Exposure
0.03816534044858162
QUAL.US Exposure
-0.05815015189681504
SHV.US Exposure
0.30179203246776065
TLT.US Exposure
0.005088569220081263
LQD.US Exposure
0.02159829154954373
HYG.US Exposure
0.008534563892881122
GLD.US Exposure
-0.0003491399494617698
USO.US Exposure
-0.00008178011955562336
VNQ.US Exposure
0.024571120583420664
BTC-USD.CC Exposure
0.05121373664902507
CPER.US Exposure
0.00046361263046312866
VIX.INDX Exposure
-0.003544828535127675
UUP.US Exposure
0.01594647239975942
TIP.US Exposure
-0.0017792845568448288
Idiosyncratic Exposure
0.06006635009825121
Value Score
44.3
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
8.4
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
40.1%

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 →14.2x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.70%
Market Cap$16.9B
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 →
+7.6%
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 →
-14.0%
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 →
26.2% 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 →
2.06
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Global X FinTech ETF a high-risk investment?

Global X FinTech ETF (FINX.US) has an annualized volatility of 40.1% and experienced a maximum drawdown of 61.5% over the last 10 years. Its primary macro risk driver is VTI.US.

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

Over the past 10 years, FINX.US has generated a Compound Annual Growth Rate (CAGR) of 6.4%. 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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