Data Source: from December 2018 to December 2022 (~4 years)
Consolidated Returns as of 31 December 2022
Category: Stocks
ETF: Global X E-commerce ETF (EBIZ)

In the last 3 Years, the Global X E-commerce ETF (EBIZ) ETF obtained a -3.71% compound annual return, with a 29.86% standard deviation.

In 2022, the ETF granted a 0.06% dividend yield. If you are interested in getting periodic income, please refer to the Global X E-commerce ETF (EBIZ) ETF: Dividend Yield page.

The ETF is related to the following investment themes:

  • Asset Class: Equity
  • Size: Multi Cap
  • Style: Growth
  • Region: Global
  • Country: Broad Global
  • Sector: Consumer Discretionaries
  • Industry: Broad Consumer Discretionaries

Historical Returns as of Dec 31, 2022

Historical returns and Metrics of Global X E-commerce ETF (EBIZ) ETF.

Returns and metrics are calculated based on monthly returns, assuming:
  • No fees or capital gain taxes
  • the reinvestment of dividends
GLOBAL X E-COMMERCE ETF (EBIZ) ETF
Portfolio Metrics
Data Source: 1 December 2018 - 31 December 2022 (~4 years)
Swipe left to see all data
Metrics as of Dec 31, 2022
1M 3M 6M 1Y 3Y MAX
(~4Y)
Portfolio
Return (%)
-5.56 6.83 -3.36 -40.96 -3.71 1.31
US Inflation (%) -0.31 0.00 0.16 6.45 4.92 4.08
Infl. Adjusted
Return (%)
-5.27 6.83 -3.52 -44.54 -8.23 -2.66
Returns / Inflation rates over 1 year are annualized.
RISK INDICATORS
Standard Deviation (%) 25.54 29.86 28.49
Sharpe Ratio -1.66 -0.14 -0.09
Sortino Ratio -2.82 -0.23 -0.14
MAXIMUM DRAWDOWN
Drawdown Depth (%) -44.88 -56.66 -56.66
Start (yyyy mm) 2022 01 2021 03 2021 03
Bottom (yyyy mm) 2022 10 2022 10 2022 10
Start to Bottom (# months) 10 20 20
Start to Recovery (# months) in progress
> 12
> 22
> 22
ROLLING PERIOD RETURNS - Annualized
Best Return (%) 128.20 26.15
Worst Return (%) -51.17 -4.30
% Positive Periods 61% 57%
MONTHS
Positive 0 1 2 2 16 25
Negative 1 2 4 10 20 24
% Positive 0% 33% 33% 17% 44% 51%
WITHDRAWAL RATES (WR)
Safe WR (%) 39.10 23.62
Perpetual WR (%) 0.00 0.00
Terms and Definitions
  • Annualized Portfolio Return: it's the annualized geometric mean return of the ETF
  • Standard Deviation: it's a measure of the dispersion of returns around the mean
  • Sharpe Ratio: it's a measure of risk-adjusted performance of the ETF. It's calculated by dividing the excess return of the ETF over the risk-free rate by the ETF standard deviation. The risk-free rate here considered is the 1-3 Mth T-Bill return.
  • Sortino Ratio: another measure of risk-adjusted performance of the ETF. It's a modification of the Sharpe Ratio (same formula but the denominator is the ETF downside standard deviation).
  • Maximum Drawdown: a drawdown refers to the decline in value from a relative peak value to a relative trough. A maximum drawdown is the maximum observed loss from a peak to a trough of a portfolio before a new peak is attained.
  • Rolling Returns: returns over a time frame (best, worst, % of positive returns).
  • Pos./Neg. Months: number of months with positive/negative return.
  • Safe Withdrawal Rate (SWR): it's the percentage of the original portfolio balance that can be withdrawn at the end of each year with inflation adjustment, without the portfolio running out of money (dollar amount withdrawal).
  • Perpetual Withdrawal Rate (PWR): it's the percentage of portfolio balance that can be withdrawn at the end of each year, while retaining the inflation adjusted portfolio balance (percentage withdrawal).

Correlations as of Dec 31, 2022

Monthly correlations of Global X E-commerce ETF (EBIZ) ETF vs the main Asset Classes, over different timeframes.

Correlation measures to what degree the returns of the two assets move in relation to each other.

Correlation coefficient is a numerical value between -1 and +1.

If one variable goes up by a certain amount, the correlation coefficient indicates which way the other variable moves and by how much.

Asset correlations are calculated based on monthly returns.

Columns are sortable (click on table header to sort).

GLOBAL X E-COMMERCE ETF (EBIZ) ETF
Monthly correlations as of 31 December 2022
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Correlation vs EBIZ
 
Asset Class 1 Year Since
Dec 2018
US Total Stock Market
VTI
0.78
0.83
US Large Cap
SPY
0.78
0.80
US Small Cap
IJR
0.68
0.76
US REITs
VNQ
0.76
0.65
US Technology
QQQ
0.79
0.83
Preferred Stocks
PFF
0.76
0.73
EAFE Stocks
EFA
0.86
0.76
World All Countries
VT
0.86
0.84
Emerging Markets
EEM
0.86
0.81
Europe
VGK
0.82
0.74
Pacific
VPL
0.90
0.78
Latin America
FLLA
0.32
0.51
US Total Bond Market
BND
0.83
0.54
Long Term Treasuries
TLT
0.81
0.15
US Cash
BIL
0.39
-0.07
TIPS
TIP
0.71
0.52
Invest. Grade Bonds
LQD
0.85
0.67
High Yield Bonds
HYG
0.71
0.71
International Bonds
BNDX
0.77
0.49
Emerg. Market Bonds
EMB
0.92
0.74
Gold
GLD
0.43
0.26
Commodities
DBC
0.02
0.37

Capital Growth as of Dec 31, 2022

Capital growth, returns, stats are calculated assuming a reinvestment of dividends.

If you are interested in getting periodic income, please refer to the Global X E-commerce ETF (EBIZ) ETF: Dividend Yield page.

An investment of 1000$, since January 2020, now would be worth 892.77$, with a total return of -10.72% (-3.71% annualized).

The Inflation Adjusted Capital now would be 772.98$, with a net total return of -22.70% (-8.23% annualized).
An investment of 1000$, since December 2018, now would be worth 1054.76$, with a total return of 5.48% (1.31% annualized).

The Inflation Adjusted Capital now would be 895.70$, with a net total return of -10.43% (-2.66% annualized).

Drawdowns

Worst drawdowns since January 2020.

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Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months
-56.66% Mar 2021 Oct 2022 20 in progress 2 22
-19.37% Feb 2020 Mar 2020 2 May 2020 2 4
-4.48% Sep 2020 Oct 2020 2 Nov 2020 1 3

Worst drawdowns since December 2018.

Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months
-56.66% Mar 2021 Oct 2022 20 in progress 2 22
-19.37% Feb 2020 Mar 2020 2 May 2020 2 4
-11.01% Dec 2018 Dec 2018 1 Jan 2019 1 2
-9.38% May 2019 May 2019 1 Jan 2020 8 9
-4.48% Sep 2020 Oct 2020 2 Nov 2020 1 3

Rolling Returns ( more details)

Global X E-commerce ETF (EBIZ) ETF: annualized rolling and average returns

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Rolling
Period
Return (*) Negative
Periods
Average (%) Best (%) Worst (%)
1 Year
13.72 128.20
Apr 2020 - Mar 2021
-51.17
Nov 2021 - Oct 2022
39.47%
2 Years
16.19 52.15
Jan 2019 - Dec 2020
-28.45
Jan 2021 - Dec 2022
30.77%
3 Years
5.48 26.15
Jan 2019 - Dec 2021
-4.30
Nov 2019 - Oct 2022
42.86%
(*) Annualized rolling and average returns over full calendar month periods

If you need a deeper detail about rolling returns, please refer to the Global X E-commerce ETF (EBIZ) ETF: Rolling Returns page.

Seasonality

Global X E-commerce ETF (EBIZ) ETF: in which months is it better to invest?

Both the Average Return and the Gain Frequency (Win %) are useful to get an idea of what happened in the past.

For further information about the seasonality, check the Asset Class Seasonality page.
Swipe left to see all data
Monthly Average Return (%) and Gain Frequency
Return (%) Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Average
Gain Frequency
3.81
75%
-1.28
50%
-4.17
25%
4.95
75%
-0.81
25%
2.66
75%
2.47
75%
1.11
50%
-6.55
0%
0.87
50%
6.13
75%
-3.06
40%
 Capital Growth on monthly avg returns
100
103.81
102.49
98.21
103.08
102.24
104.96
107.55
108.75
101.62
102.50
108.78
105.46
Best 16.3
2019
5.9
2019
2.9
2019
24.0
2020
15.3
2020
9.4
2020
11.8
2020
6.3
2020
-1.9
2019
3.3
2021
15.5
2020
3.6
2020
Worst -8.1
2022
-8.2
2020
-12.2
2020
-12.0
2022
-9.4
2019
-8.4
2022
-7.7
2021
-4.0
2019
-14.2
2022
-1.6
2020
-6.5
2021
-11.0
2018
Monthly Seasonality over the period Dec 2018 - Dec 2022

Monthly/Yearly Returns

Global X E-commerce ETF (EBIZ) ETF data source starts from December 2018: let's focus on monthly and yearly returns.

We are providing two different views:
  • Histogram: it shows the distribution of the returns recorded so far
  • Plain Table: it shows the detailed monthly and yearly returns
MONTHLY RETURNS HISTOGRAM
Dec 2018 - Dec 2022
25 Positive Months (51%) - 24 Negative Months (49%)
MONTHLY RETURNS TABLE
Dec 2018 - Dec 2022
(Scroll down to see all data)
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Yearly Return(%)
Monthly Return(%)
Year Total Infl.Adj Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2022
-40.96 -44.54 -8.1 -7.7 -4.9 -12.0 -6.1 -8.4 5.7 -0.2 -14.2 -0.3 13.4 -5.6
2021
-13.27 -18.98 5.1 4.9 -2.5 1.2 -3.1 2.4 -7.7 2.3 -7.1 3.3 -6.5 -5.2
2020
+74.37 +72.02 1.9 -8.2 -12.2 24.0 15.3 9.4 11.8 6.3 -3.0 -1.6 15.5 3.6
2019
+32.76 +29.79 16.3 5.9 2.9 6.7 -9.4 7.2 0.1 -4.0 -1.9 2.0 2.1 3.0
2018
- - -11.0
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