Global X MSCI Colombia ETF

10-Year Study

GXG.US · · US · ETF

Executive Summary: 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
+60.3%
3Y CAGR
+39.4%
5Y CAGR
+16.5%
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.
202617.7-7.21.64.4————————15.9%
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%
20236.4-10.92.61.7-2.111.110.0-11.53.3-5.08.411.924.9%
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%
2020-4.7-10.3-36.34.60.43.05.44.9-6.7-1.719.419.8-14.6%
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 31.8% of variance. Idiosyncratic stock-specific factors contribute 28.8%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110450.545212299709
2016-05-019230.786087444338
2016-06-0110032.958171172117
2016-07-019648.329301216647
2016-08-0110175.835349391675
2016-09-0110428.58770730339
2016-10-0110098.918340871638
2016-11-019538.45412152449
2016-12-0110171.803232705724
2017-01-0110562.173486203148
2017-02-0110249.90357981838
2017-03-0110584.481610041725
2017-04-0110461.8088426072
2017-05-0111119.832754812245
2017-06-0110785.2547245889
2017-07-0111108.700606570595
2017-08-0111543.687107745169
2017-09-0111532.511132148242
2017-10-0110662.538129799095
2017-11-0110851.03958486729
2017-12-0111380.517864030013
2018-01-0112459.503523719364
2018-02-0111596.323761438938
2018-03-0111902.983766347603
2018-04-0112414.098383647137
2018-05-0112073.34069632902
2018-06-0111914.335051365659
2018-07-0111993.83787384734
2018-08-0111266.961186494162
2018-09-0111357.815293993897
2018-10-019813.163984432522
2018-11-019756.363731986956
2018-12-019117.71151081659
2019-01-0110732.924862382106
2019-02-0111201.132498860488
2019-03-0111294.747729742996
2019-04-0111142.57915220364
2019-05-0110054.082956418079
2019-06-0111216.998001472597
2019-07-0110991.024157638232
2019-08-0110360.567651905614
2019-09-0110646.059044213036
2019-10-0111288.392763227095
2019-11-0110598.462536376705
2019-12-0111891.983100171803
2020-01-0111336.602854037374
2020-02-0110165.535920900391
2020-03-016471.152834753339
2020-04-016766.943655552049
2020-05-016795.650573261807
2020-06-016996.467515164264
2020-07-017373.689562077066
2020-08-017738.5961221556045
2020-09-017221.258020406017
2020-10-017099.067353879598
2020-11-018478.09508783002
2020-12-0110156.113039514743
2021-01-019262.473265313278
2021-02-018983.380666877038
2021-03-019058.632235896357
2021-04-018528.715683180813
2021-05-018550.673188177132
2021-06-018825.295396374602
2021-07-018391.18544230567
2021-08-019176.264857473441
2021-09-019290.785736825497
2021-10-019761.009431646857
2021-11-018955.1120227201
2021-12-018988.639949510885
2022-01-019995.924055958767
2022-02-0110105.010343255846
2022-03-0110991.199467059358
2022-04-0110361.619508432383
2022-05-0110980.768556502228
2022-06-018446.846183513902
2022-07-018073.656253287053
2022-08-017598.74303145051
2022-09-016645.498054065425
2022-10-016547.631569720556
2022-11-017059.359769994039
2022-12-017072.551803933943
2023-01-017527.304442340732
2023-02-016705.3662213807365
2023-03-016881.815153746363
2023-04-017001.244696890011
2023-05-016856.965043301428
2023-06-017617.106693313698
2023-07-018381.850215630588
2023-08-017420.146558676063
2023-09-017666.80691420357
2023-10-017285.903369447074
2023-11-017895.761018197117
2023-12-018835.24420602363
2024-01-019042.85438799481
2024-02-018957.61018197118
2024-03-019649.907086006802
2024-04-019787.612636303074
2024-05-0110210.546614775078
2024-06-019565.670909154658
2024-07-019604.545773289856
2024-08-019223.773710599207
2024-09-019126.652291294135
2024-10-018900.897584236178
2024-11-019285.526454191648
2024-12-019249.018267241681
2025-01-0110401.064128186248
2025-02-0111037.96325514533
2025-03-0111155.595876722415
2025-04-0111054.179376599697
2025-05-0111735.694751235933
2025-06-0112039.199186564285
2025-07-0112141.360751726797
2025-08-0113349.98772834052
2025-09-0113704.81399670418
2025-10-0114681.681918586304
2025-11-0115554.109252831247
2025-12-0115620.069422530767
2026-01-0118389.95827635777
2026-02-0117057.606675782758
2026-03-0117338.101749588022
2026-04-0118096.31499596788
Annual Return Matrix
YearAnnual Return
20170.11882992657957314
2018-0.19883158044726512
20190.30427279762734516
2020-0.14596977190725935
2021-0.11495274673110945
2022-0.21316774910771752
20230.24923004467909737
20240.04683221556410988
20250.6888353954120918
20260.1585297418630751
Total Factor Risk
0.26951334852781234
VTI.US Exposure
-0.05317804054931086
VEA.US Exposure
0.14663170102706033
VWO.US Exposure
0.13705388072486227
QQQ.US Exposure
-0.016807519952579186
VTV.US Exposure
0.032791296931445654
IJR.US Exposure
-0.026788124960545168
QUAL.US Exposure
-0.0205808766902323
SHV.US Exposure
0.03922364333020158
TLT.US Exposure
-0.009670637612529377
LQD.US Exposure
-0.029629539104777555
HYG.US Exposure
0.31845447276062394
GLD.US Exposure
0.02626091928568903
USO.US Exposure
0.06226425740461603
VNQ.US Exposure
-0.009537567890485677
BTC-USD.CC Exposure
0.05116732872344058
CPER.US Exposure
0.014024533112309395
VIX.INDX Exposure
-0.004018998745501851
UUP.US Exposure
-0.01960405398121034
TIP.US Exposure
0.0737697198130773
Idiosyncratic Exposure
0.28817360637384637
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 →
+19.3%
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 →
5.3% 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 →
0.97
Market sensitivity coefficient

Frequently Asked Questions & Methodology

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

Global X MSCI Colombia ETF (GXG.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 GXG.US?

Over the past 10 years, GXG.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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