XRMI


S&P 500 Risk Managed Income ETF

Reasons to Consider XRMI

Alternative Income Source

XRMI seeks to generate an alternative source of income by selling covered calls.

Risk-Minded Approach

XRMI buys protective puts to mitigate the risks of a major market selloff.

Monthly Distributions

XRMI makes distributions on a monthly basis.

Key Information As of 11/28/23

Inception Date 08/25/21
Total Expense Ratio 0.60%
Net Assets $27.41 million
NAV $18.77
Fact Sheet View the document

ETF Summary

The Global X S&P 500 Risk Managed Income ETF (XRMI) employs a protective net-credit collar1 strategy for investors seeking the income characteristics of a covered call fund, while mitigating the risks of a major market selloff with a protective put. XRMI seeks to achieve this outcome by owning the stocks in the S&P 500 Index (SPX), while buying 5% out-of-the-money put options2 on SPX and selling at-the-money call options on the same index.

ETF Objective

The Global X S&P 500 Risk Managed Income ETF (XRMI) seeks to provide investment results that correspond generally to the price and yield performance, before fees and expenses, of the Cboe S&P 500 Risk Managed Income Index.

Trading Details As of 11/28/23

Ticker XRMI
Bloomberg Index Ticker CLL1M
CUSIP 37960A206
ISIN US37960A2069
Primary Exchange NYSE Arca
Shares Outstanding 1,460,000
Number of Holdings 507
30-Day Median Bid-Ask Spread 0.32%

Distributions As of 11/28/23

30-Day SEC Yield 1.05%
12-Month Trailing Yield 13.57%
Distribution Yield 12.31%
Distribution Frequency Monthly

1A protective net-credit collar strategy is a mix of short (sold) call options and long (purchased) put options where the premiums received from the sale of the call options will be greater than the premium paid when buying the put options

2An out-of-the-money put option conveys the right, but not the obligation, to sell an underlying asset at a strike price below that underlying asset’s market price; an out-of-the-money call option conveys the right, but not the obligation, to buy an underlying asset at a strike price above that underlying asset’s market price (learn more)

ETF Prices As of 11/28/23

NAV $18.77 Daily Change $0.00 0.00%
Market Price $18.78 Daily Change $0.05 0.27%

Performance History

As of recent
(09/30/23)
As of recent
(09/30/23)
Fund NAV Market Price Index
1 Year 2.81% 2.56% 3.55%
Since Inception -4.77% -4.78% -4.25%
1 Year -0.61% -0.31% 0.16%
Since Inception -5.46% -5.37% -4.93%
Year-to-Date 2.44% 2.33% 3.07%
1 Month -2.09% -1.95% -2.06%
3 Months -3.10% -3.10% -2.89%
Since Inception -9.75% -9.76% -8.72%
Year-to-Date 0.42% 0.53% 1.10%
1 Month -1.98% -1.76% -1.91%
3 Months -6.14% -6.13% -5.88%
Since Inception -11.53% -11.35% -10.46%

Performance is shown on a total return basis (i.e., with gross income reinvested, where applicable). Cumulative return is the aggregate amount that an investment has gained or lost over time. Annualized return is the average return gained or lost by an investment each year over a given time period.

The performance data quoted represents past performance. Past performance does not guarantee future results. The investment return and principal value of an investment will fluctuate so that an investor's shares, when sold or redeemed, may be worth more or less than their original cost and current performance may be lower or higher than the performance quoted. High short-term performance, when observed, is unusual and investors should not expect such performance to be repeated.

Options Details As of 11/28/23

S&P 500 Price 4,554.89 S&P 500 Mini Price 455.49

Upside Cap Details

Option Positions Notional Exposure Strike Upside Before Cap Expiration Date Calendar Days to Expiry
Short S&P 500 Call Option -$27,329,341 4510 0.00% 12/15/2023 17
Short S&P 500 Mini Call Option -$455,489 451 0.00% 12/15/2023 17

Downside Floor Details

Option Positions Notional Exposure Strike Downside Before Floor Expiration Date Calendar Days to Expiry
Long S&P 500 Put Option $27,329,341 4285 -5.93% 12/15/2023 17
Long S&P 500 Mini Put Option $455,489 429 -5.82% 12/15/2023 17

Top Holdings As of 11/28/23

Net Assets (%) Ticker Name SEDOL Market Price ($) Shares Held Market Value ($)
7.57 MSFT MICROSOFT CORP 2588173 382.70 5,419 2,073,851.30
7.45 AAPL APPLE INC 2046251 190.40 10,719 2,040,897.60
3.55 AMZN AMAZON.COM INC 2000019 147.03 6,620 973,338.60
3.14 NVDA NVIDIA CORP 2379504 478.21 1,801 861,256.21
2.16 GOOGL ALPHABET INC-CL A BYVY8G0 137.20 4,324 593,252.80
2.00 META META PLATFORMS INC B7TL820 338.99 1,620 549,163.80
1.86 GOOG ALPHABET INC-CL C BYY88Y7 138.62 3,678 509,844.36
1.81 TSLA TESLA INC B616C79 246.72 2,012 496,400.64
1.75 BRK/B BERKSHIRE HATH-B 2073390 360.05 1,329 478,506.45
1.33 UNH UNITEDHEALTH GROUP INC 2917766 540.53 675 364,857.75
1.25 LLY ELI LILLY & CO 2516152 591.60 581 343,719.60
1.19 JPM JPMORGAN CHASE & CO 2190385 153.54 2,116 324,890.64
1.12 XOM EXXON MOBIL CORP 2326618 103.90 2,946 306,089.40
1.10 AVGO BROADCOM INC BDZ78H9 946.35 318 300,939.30
1.08 V VISA INC-CLASS A SHARES B2PZN04 252.94 1,170 295,939.80
0.97 JNJ JOHNSON & JOHNSON 2475833 151.63 1,753 265,807.39
0.95 PG PROCTER & GAMBLE CO/THE 2704407 152.29 1,716 261,329.64
0.90 MA MASTERCARD INC - A B121557 409.01 605 247,451.05
0.83 HD HOME DEPOT INC 2434209 311.25 731 227,523.75
0.76 ADBE ADOBE INC 2008154 623.32 332 206,942.24
0.70 COST COSTCO WHOLESALE CORP 2701271 594.00 322 191,268.00
0.69 CVX CHEVRON CORP 2838555 145.51 1,290 187,707.90
0.67 MRK MERCK & CO. INC. 2778844 100.18 1,845 184,832.10
0.65 ABBV ABBVIE INC B92SR70 138.08 1,283 177,156.64
0.62 PEP PEPSICO INC 2681511 168.86 1,001 169,028.86
0.60 KO COCA-COLA CO/THE 2206657 58.58 2,828 165,664.24
0.60 WMT WALMART INC 2936921 158.64 1,037 164,509.68
0.58 CRM SALESFORCE INC 2310525 224.92 708 159,243.36
0.56 NFLX NETFLIX INC 2857817 479.00 322 154,238.00
0.56 ACN ACCENTURE PLC-CL A B4BNMY3 332.56 458 152,312.48
0.54 MCD MCDONALD'S CORP 2550707 282.09 529 149,225.61
0.54 BAC BANK OF AMERICA CORP 2295677 29.53 5,023 148,329.19
0.53 LIN LINDE PLC BNZHB81 410.73 354 145,398.42
0.52 AMD ADVANCED MICRO DEVICES 2007849 122.01 1,174 143,239.74
0.52 CSCO CISCO SYSTEMS INC 2198163 47.85 2,960 141,636.00
0.50 TMO THERMO FISHER 2886907 485.92 280 136,057.60
0.49 INTC INTEL CORP 2463247 44.23 3,041 134,503.43
0.49 ORCL ORACLE CORP 2661568 116.24 1,143 132,862.32
0.47 ABT ABBOTT LABORATORIES 2002305 102.06 1,260 128,595.60
0.46 CMCSA COMCAST CORP-CLASS A 2044545 41.87 2,988 125,107.56
0.45 DIS WALT DISNEY CO/THE 2270726 92.50 1,328 122,840.00
0.44 PFE PFIZER INC 2684703 29.69 4,098 121,669.62
0.42 WFC WELLS FARGO & CO 2649100 43.37 2,655 115,147.35
0.42 INTU INTUIT INC 2459020 565.07 203 114,709.21
0.42 VZ VERIZON COMMUNIC 2090571 37.47 3,050 114,283.50
0.39 PM PHILIP MORRIS IN B2PKRQ3 94.15 1,126 106,012.90
0.38 DHR DANAHER CORP 2250870 218.76 476 104,129.76
0.38 AMGN AMGEN INC 2023607 265.52 388 103,021.76
0.38 IBM IBM 2005973 155.65 661 102,884.65
0.37 QCOM QUALCOMM INC 2714923 125.79 809 101,764.11
0.37 TXN TEXAS INSTRUMENTS INC 2885409 152.90 658 100,608.20
0.36 COP CONOCOPHILLIPS 2685717 114.98 868 99,802.64
0.36 NOW SERVICENOW INC B80NXX8 665.24 148 98,455.52
0.36 UNP UNION PACIFIC CORP 2914734 221.23 442 97,783.66
0.36 SPGI S&P GLOBAL INC BYV2325 412.98 236 97,463.28
0.35 NKE NIKE INC -CL B 2640147 108.75 888 96,570.00
0.34 GE GENERAL ELECTRIC CO BL59CR9 118.85 789 93,772.65
0.34 HON HONEYWELL INTL 2020459 194.27 481 93,443.87
0.33 CAT CATERPILLAR INC 2180201 247.50 370 91,575.00
0.33 BA BOEING CO/THE 2108601 222.37 411 91,394.07
0.33 AMAT APPLIED MATERIALS INC 2046552 148.06 608 90,020.48
0.31 NEE NEXTERA ENERGY INC 2328915 58.16 1,465 85,204.40
0.31 LOW LOWE'S COS INC 2536763 200.05 424 84,821.20
0.31 RTX RTX CORPORATION BM5M5Y3 80.19 1,054 84,520.26
0.31 SBUX STARBUCKS CORP 2842255 101.18 830 83,979.40
0.31 T AT&T INC 2831811 16.18 5,176 83,747.68
0.30 BKNG BOOKING HOLDINGS INC BDRXDB4 3,141.91 26 81,689.66
0.30 ELV ELEVANCE HEALTH INC BSPHGL4 475.49 171 81,308.79
0.29 GS GOLDMAN SACHS GROUP INC 2407966 334.90 239 80,041.10
0.29 ISRG INTUITIVE SURGICAL INC 2871301 310.95 254 78,981.30
0.29 UPS UNITED PARCEL-B 2517382 150.74 523 78,837.02
0.28 MDT MEDTRONIC PLC BTN1Y11 78.63 963 75,720.69
0.27 BLK BLACKROCK INC 2494504 736.76 102 75,149.52
0.27 PLD PROLOGIS INC B44WZD7 112.11 668 74,889.48
0.27 TJX TJX COMPANIES INC 2989301 89.14 831 74,075.34
0.27 BMY BRISTOL-MYERS SQUIBB CO 2126335 48.92 1,512 73,967.04
0.27 LMT LOCKHEED MARTIN CORP 2522096 448.27 162 72,619.74
0.26 SYK STRYKER CORP 2853688 292.04 244 71,257.76
0.26 MS MORGAN STANLEY 2262314 76.88 923 70,960.24
0.26 DE DEERE & CO 2261203 360.02 197 70,923.94
0.26 MMC MARSH & MCLENNAN COS 2567741 197.26 357 70,421.82
0.26 MDLZ MONDELEZ INTER-A B8CKK03 71.43 984 70,287.12
0.25 AXP AMERICAN EXPRESS CO 2026082 165.66 421 69,742.86
0.25 PGR PROGRESSIVE CORP 2705024 163.26 423 69,058.98
0.25 AMT AMERICAN TOWER CORP B7FBFL2 203.22 337 68,485.14
0.25 ADP AUTOMATIC DATA PROCESSING 2065308 228.99 298 68,239.02
0.25 LRCX LAM RESEARCH CORP 2502247 710.39 96 68,197.44
0.25 GILD GILEAD SCIENCES INC 2369174 74.51 901 67,133.51
0.24 CB CHUBB LTD B3BQMF6 224.99 297 66,822.03
0.24 ADI ANALOG DEVICES INC 2032067 183.20 362 66,318.40
0.24 VRTX VERTEX PHARM 2931034 347.04 187 64,896.48
0.24 ETN EATON CORP PLC B8KQN82 224.59 288 64,681.92
0.24 CVS CVS HEALTH CORP 2577609 69.32 928 64,328.96
0.23 C CITIGROUP INC 2297907 44.86 1,391 62,400.26
0.23 REGN REGENERON PHARMACEUTICALS 2730190 801.14 77 61,687.78
0.22 PANW PALO ALTO NETWORKS INC B87ZMX0 277.83 221 61,400.43
0.22 CI THE CIGNA GROUP BHJ0775 286.08 214 61,221.12
0.22 MU MICRON TECHNOLOGY INC 2588184 76.12 791 60,210.92
0.22 SCHW SCHWAB (CHARLES) CORP 2779397 55.81 1,074 59,939.94
0.22 SNPS SYNOPSYS INC 2867719 543.73 110 59,810.30
0.21 ZTS ZOETIS INC B95WG16 176.97 332 58,754.04
0.21 BSX BOSTON SCIENTIFIC CORP 2113434 54.93 1,057 58,061.01
0.21 CME CME GROUP INC 2965839 215.94 260 56,144.40
0.21 FI FISERV INC 2342034 127.47 440 56,086.80
0.20 SO SOUTHERN CO/THE 2829601 70.49 787 55,475.63
0.20 TMUS T-MOBILE US INC B94Q9V0 148.38 373 55,345.74
0.20 BX BLACKSTONE INC BKF2SL7 107.64 512 55,111.68
0.20 KLAC KLA CORP 2480138 547.14 99 54,166.86
0.20 SLB SCHLUMBERGER LTD 2779201 52.31 1,025 53,617.75
0.20 MO ALTRIA GROUP INC 2692632 41.82 1,279 53,487.78
0.20 EQIX EQUINIX INC BVLZX12 796.92 67 53,393.64
0.19 CDNS CADENCE DESIGN SYS INC 2302232 270.72 196 53,061.12
0.19 EOG EOG RESOURCES INC 2318024 123.64 420 51,928.80
0.19 DUK DUKE ENERGY CORP B7VD3F2 91.13 555 50,577.15
0.18 BDX BECTON DICKINSON AND CO 2087807 237.28 209 49,591.52
0.18 NOC NORTHROP GRUMMAN CORP 2648806 470.08 102 47,948.16
0.17 ITW ILLINOIS TOOL WORKS 2457552 241.25 198 47,767.50
0.17 AON AON PLC-CLASS A BLP1HW5 323.15 146 47,179.90
0.17 SHW SHERWIN-WILLIAMS CO/THE 2804211 273.45 170 46,486.50
0.17 ICE INTERCONTINENTAL BFSSDS9 112.78 412 46,465.36
0.17 CL COLGATE-PALMOLIVE CO 2209106 77.87 595 46,332.65
0.17 PYPL PAYPAL HOLDINGS INC BYW36M8 58.47 790 46,191.30
0.17 CSX CSX CORP 2160753 31.94 1,444 46,121.36
0.17 HUM HUMANA INC 2445063 510.45 89 45,430.05
0.16 WM WASTE MANAGEMENT INC 2937667 169.68 265 44,965.20
0.16 MCK MCKESSON CORP 2378534 461.60 97 44,775.20
0.16 CMG CHIPOTLE MEXICAN B0X7DZ3 2,206.67 20 44,133.40
0.16 TGT TARGET CORP 2259101 131.67 332 43,714.44
0.16 MPC MARATHON PETROLEUM CORP B3K3L40 149.99 287 43,047.13
0.16 APD AIR PRODS & CHEM 2011602 268.40 160 42,944.00
0.15 FDX FEDEX CORP 2142784 253.41 166 42,066.06
0.15 ORLY O'REILLY AUTOMOTIVE INC B65LWX6 977.43 43 42,029.49
0.15 USB US BANCORP 2736035 37.04 1,119 41,447.76
0.15 ANET ARISTA NETWORKS INC BN33VM5 217.25 188 40,843.00
0.15 MCO MOODY'S CORP 2252058 361.18 113 40,813.34
0.15 ROP ROPER TECHNOLOGIES INC 2749602 525.87 77 40,491.99
0.15 MSI MOTOROLA SOLUTIONS INC B5BKPQ4 318.46 126 40,125.96
0.15 GD GENERAL DYNAMICS CORP 2365161 245.22 163 39,970.86
0.15 PSX PHILLIPS 66 B78C4Y8 118.00 336 39,648.00
0.14 PH PARKER HANNIFIN CORP 2671501 426.53 92 39,240.76
0.14 TDG TRANSDIGM GROUP INC B11FJK3 956.18 41 39,203.38
0.14 ABNB AIRBNB INC-CLASS A BMGYYH4 127.56 306 39,033.36
0.14 MMM 3M CO 2595708 98.51 396 39,009.96
0.14 PNC PNC FINANCIAL SE 2692665 129.59 301 39,006.59
0.14 PXD PIONEER NATURAL 2690830 232.91 167 38,895.97
0.14 MAR MARRIOTT INTL-A 2210614 204.66 189 38,680.74
0.14 APH AMPHENOL CORP-CL A 2145084 89.91 428 38,481.48
0.14 TT TRANE TECHNOLOGIES PLC BK9ZQ96 222.71 172 38,306.12
0.14 FCX FREEPORT-MCMORAN INC 2352118 37.22 1,028 38,262.16
0.14 AJG ARTHUR J GALLAGHER & CO 2359506 246.74 155 38,244.70
0.14 HCA HCA HEALTHCARE INC B4MGBG6 246.65 152 37,490.80
0.14 NXPI NXP SEMICONDUCTORS NV B505PN7 200.03 185 37,005.55
0.13 EMR EMERSON ELECTRIC CO 2313405 87.90 410 36,039.00
0.13 LULU LULULEMON ATHLETICA INC B23FN39 427.73 83 35,501.59
0.13 CTAS CINTAS CORP 2197137 554.35 64 35,478.40
0.13 WELL WELLTOWER INC BYVYHH4 89.31 397 35,456.07
0.13 SRE SEMPRA 2138158 73.52 474 34,848.48
0.13 AIG AMERICAN INTERNA 2027342 64.64 536 34,647.04
0.13 NSC NORFOLK SOUTHERN CORP 2641894 212.40 163 34,621.20
0.13 CCI CROWN CASTLE INC BTGQCX1 111.13 310 34,450.30
0.13 ECL ECOLAB INC 2304227 188.41 182 34,290.62
0.12 PCAR PACCAR INC 2665861 90.94 375 34,102.50
0.12 AZO AUTOZONE INC 2065955 2,602.18 13 33,828.34
0.12 AFL AFLAC INC 2026361 82.18 407 33,447.26
0.12 VLO VALERO ENERGY CORP 2041364 125.24 267 33,439.08
0.12 NEM NEWMONT CORP 2636607 40.17 823 33,059.91
0.12 MCHP MICROCHIP TECHNOLOGY INC 2592174 81.82 390 31,909.80
0.12 ROST ROSS STORES INC 2746711 130.30 244 31,793.20
0.12 ADSK AUTODESK INC 2065159 207.37 153 31,727.61
0.12 WMB WILLIAMS COS INC 2967181 36.33 870 31,607.10
0.12 CPRT COPART INC 2208073 50.73 621 31,503.33
0.11 HLT HILTON WORLDWIDE BYVMW06 167.37 187 31,298.19
0.11 DXCM DEXCOM INC B0796X4 112.20 277 31,079.40
0.11 CARR CARRIER GLOBAL CORP BK4N0D7 51.63 599 30,926.37
0.11 MNST MONSTER BEVERAGE CORP BZ07BW4 55.28 559 30,901.52
0.11 DLR DIGITAL REALTY TRUST INC B03GQS4 136.90 225 30,802.50
0.11 F FORD MOTOR CO 2615468 10.37 2,969 30,788.53
0.11 TRV TRAVELERS COS INC/THE 2769503 176.84 174 30,770.16
0.11 TEL TE CONNECTIVITY LTD B62B7C3 130.19 236 30,724.84
0.11 PSA PUBLIC STORAGE 2852533 256.66 119 30,542.54
0.11 NUE NUCOR CORP 2651086 161.16 189 30,459.24
0.11 OXY OCCIDENTAL PETROLEUM CORP 2655408 60.06 501 30,090.06
0.11 TFC TRUIST FINANCIAL CORP BKP7287 31.56 952 30,045.12
0.11 GM GENERAL MOTORS CO B665KZ5 28.89 1,037 29,958.93
0.11 MET METLIFE INC 2573209 63.19 474 29,952.06
0.11 ADM ARCHER-DANIELS-MIDLAND CO 2047317 74.05 404 29,916.20
0.11 COF CAPITAL ONE FINA 2654461 108.58 272 29,533.76
0.11 KMB KIMBERLY-CLARK CORP 2491839 121.99 242 29,521.58
0.11 STZ CONSTELLATION-A 2170473 241.77 122 29,495.94
0.11 AEP AMERICAN ELECTRIC POWER 2026242 79.73 368 29,340.64
0.11 MSCI MSCI INC B2972D2 523.84 56 29,335.04
0.11 CHTR CHARTER COMMUN-A BZ6VT82 401.29 73 29,294.17
0.11 EW EDWARDS LIFESCIENCES CORP 2567116 67.10 434 29,121.40
0.11 DHI DR HORTON INC 2250687 125.96 228 28,718.88
0.11 IDXX IDEXX LABORATORIES INC 2459202 470.80 61 28,718.80
0.11 HES HESS CORP 2023748 145.60 197 28,683.20
0.10 SPG SIMON PROPERTY GROUP INC 2812452 122.10 234 28,571.40
0.10 CEG CONSTELLATION ENERGY BMH4FS1 124.45 229 28,499.05
0.10 CNC CENTENE CORP 2807061 72.96 386 28,162.56
0.10 D DOMINION ENERGY INC 2542049 47.00 597 28,059.00
0.10 OKE ONEOK INC 2130109 66.99 416 27,867.84
0.10 OTHER PAYABLE & RECEIVABLES 1.00 27,850 27,849.53
0.10 EXC EXELON CORP 2670519 39.16 710 27,803.60
0.10 IQV IQVIA HOLDINGS INC BDR73G1 211.00 131 27,641.00
0.10 CTSH COGNIZANT TECH-A 2257019 71.30 387 27,593.10
0.10 PCG P G & E CORP 2689560 17.50 1,567 27,422.50
0.10 PAYX PAYCHEX INC 2674458 119.58 229 27,383.82
0.10 O REALTY INCOME CORP 2724193 53.81 505 27,174.05
0.10 BK BANK NY MELLON B1Z77F6 47.10 573 26,988.30
0.10 AMP AMERIPRISE FINANCIAL INC B0J7D57 345.54 78 26,952.12
0.10 JCI JOHNSON CONTROLS BY7QL61 52.27 511 26,709.97
0.10 GIS GENERAL MILLS INC 2367026 63.42 417 26,446.14
0.10 OTIS OTIS WORLDWIDE CORP BK531S8 84.30 312 26,301.60
0.10 A AGILENT TECHNOLOGIES INC 2520153 124.71 210 26,189.10
0.10 ODFL OLD DOMINION FREIGHT LINE 2656423 387.38 67 25,954.46
0.09 FAST FASTENAL CO 2332262 59.90 432 25,876.80
0.09 SYY SYSCO CORP 2868165 71.83 360 25,858.80
0.09 GWW WW GRAINGER INC 2380863 775.14 33 25,579.62
0.09 DOW DOW INC BHXCF84 50.99 501 25,545.99
0.09 LHX L3HARRIS TECHNOLOGIES INC BK9DTN5 189.10 135 25,528.50
0.09 FIS FIDELITY NATIONA 2769796 56.91 448 25,495.68
0.09 YUM YUM! BRANDS INC 2098876 126.39 200 25,278.00
0.09 ALL ALLSTATE CORP 2019952 135.54 186 25,210.44
0.09 AME AMETEK INC 2089212 152.53 164 25,014.92
0.09 EA ELECTRONIC ARTS INC 2310194 136.38 183 24,957.54
0.09 BIIB BIOGEN INC 2455965 227.41 109 24,787.69
0.09 PRU PRUDENTIAL FINANCIAL INC 2819118 95.89 258 24,739.62
0.09 VRSK VERISK ANALYTICS INC B4P9W92 240.07 103 24,727.21
0.09 KVUE KENVUE INC BQ84ZQ6 20.16 1,225 24,696.00
0.09 RSG REPUBLIC SERVICES INC 2262530 159.84 153 24,455.52
0.09 FTNT FORTINET INC B5B2106 52.79 463 24,441.77
0.09 DD DUPONT DE NEMOURS INC BK0VN47 70.93 344 24,399.92
0.09 BKR BAKER HUGHES CO BDHLTQ5 33.82 718 24,282.76
0.09 CSGP COSTAR GROUP INC 2262864 83.60 290 24,244.00
0.09 LEN LENNAR CORP-A 2511920 126.06 192 24,203.52
0.09 IT GARTNER INC 2372763 428.69 56 24,006.64
0.09 HAL HALLIBURTON CO 2405302 37.52 639 23,975.28
0.09 XEL XCEL ENERGY INC 2614807 60.97 392 23,900.24
0.09 KMI KINDER MORGAN INC B3NQ4P8 17.29 1,377 23,808.33
0.09 COR CENCORA INC 2795393 201.30 118 23,753.40
0.09 ROK ROCKWELL AUTOMATION INC 2754060 269.25 87 23,424.75
0.09 URI UNITED RENTALS INC 2134781 455.88 51 23,249.88
0.08 PPG PPG INDUSTRIES INC 2698470 138.08 167 23,059.36
0.08 KDP KEURIG DR PEPPER INC BD3W133 32.24 714 23,019.36
0.08 CTVA CORTEVA INC BK73B42 45.50 505 22,977.50
0.08 PEG PUB SERV ENTERP 2707677 64.40 354 22,797.60
0.08 CMI CUMMINS INC 2240202 223.75 101 22,598.75
0.08 ACGL ARCH CAPITAL GROUP LTD 2740542 84.45 265 22,379.25
0.08 GPN GLOBAL PAYMENTS INC 2712013 115.50 193 22,291.50
0.08 ED CONSOLIDATED EDISON INC 2216850 90.80 245 22,246.00
0.08 MLM MARTIN MARIETTA MATERIALS 2572079 460.00 48 22,080.00
0.08 KR KROGER CO 2497406 43.92 496 21,784.32
0.08 ON ON SEMICONDUCTOR 2583576 69.10 306 21,144.60
0.08 VICI VICI PROPERTIES INC BYWH073 29.22 717 20,950.74
0.08 CAH CARDINAL HEALTH INC 2175672 106.16 196 20,807.36
0.08 EL ESTEE LAUDER 2320524 125.37 164 20,560.68
0.07 DVN DEVON ENERGY CORP 2480677 44.82 454 20,348.28
0.07 CDW CDW CORP/DE BBM5MD6 212.68 95 20,204.60
0.07 EXR EXTRA SPACE STORAGE INC B02HWR9 127.29 158 20,111.82
0.07 HSY HERSHEY CO/THE 2422806 188.99 106 20,032.94
0.07 IR INGERSOLL-RAND INC BL5GZ82 69.66 286 19,922.76
0.07 VMC VULCAN MATERIALS CO 2931205 211.16 94 19,849.04
0.07 KHC KRAFT HEINZ CO/THE BYRY499 35.12 564 19,807.68
0.07 DG DOLLAR GENERAL CORP B5B1S13 127.50 155 19,762.50
0.07 AWK AMERICAN WATER W B2R3PV1 130.66 149 19,468.34
0.07 FANG DIAMONDBACK ENERGY INC B7Y8YR3 153.99 126 19,402.74
0.07 GEHC GE HEALTHCARE TECHNOLOGY BL6JPG8 68.13 284 19,348.92
0.07 FICO FAIR ISAAC CORP 2330299 1,073.31 18 19,319.58
0.07 DLTR DOLLAR TREE INC 2272476 116.04 164 19,030.56
0.07 SPX US 12/15/23 P4285 315.00 60 18,900.00
0.07 ANSS ANSYS INC 2045623 294.62 64 18,855.68
0.07 WTW WILLIS TOWERS WATSON PLC BDB6Q21 241.67 78 18,850.26
0.07 RCL ROYAL CARIBBEAN 2754907 105.69 178 18,812.82
0.07 LYB LYONDELLBASELL INDU-CL A B3SPXZ3 93.91 197 18,500.27
0.07 PWR QUANTA SERVICES INC 2150204 181.34 102 18,496.68
0.07 MPWR MONOLITHIC POWER B01Z7J1 543.44 34 18,476.96
0.07 WEC WEC ENERGY GROUP INC BYY8XK8 83.16 222 18,461.52
0.07 EIX EDISON INTERNATIONAL 2829515 66.49 277 18,417.73
0.07 SBAC SBA COMMUNICATIONS CORP BZ6TS23 242.17 76 18,404.92
0.07 MTD METTLER-TOLEDO 2126249 1,082.16 17 18,396.72
0.07 HPQ HP INC BYX4D52 28.64 641 18,358.24
0.07 WST WEST PHARMACEUT 2950482 352.42 52 18,325.84
0.07 EFX EQUIFAX INC 2319146 213.03 86 18,320.58
0.07 AVB AVALONBAY COMMUNITIES INC 2131179 172.17 106 18,250.02
0.07 MRNA MODERNA INC BGSXTS3 78.18 233 18,215.94
0.06 ZBH ZIMMER BIOMET HO 2783815 113.09 154 17,415.86
0.06 TTWO TAKE-TWO INTERAC 2122117 156.68 111 17,391.48
0.06 XYL XYLEM INC B3P2CN8 102.64 169 17,346.16
0.06 DAL DELTA AIR LINES INC B1W9D46 36.04 481 17,335.24
0.06 TROW T ROWE PRICE GROUP INC 2702337 98.39 176 17,316.64
0.06 APTV APTIV PLC B783TY6 81.95 211 17,291.45
0.06 RMD RESMED INC 2732903 155.68 111 17,280.48
0.06 DFS DISCOVER FINANCI B1YLC43 87.22 198 17,269.56
0.06 CBRE CBRE GROUP INC - A B6WVMH3 79.03 218 17,228.54
0.06 KEYS KEYSIGHT TECHNOLOGIES IN BQZJ0Q9 136.32 125 17,040.00
0.06 ETR ENTERGY CORP 2317087 101.65 166 16,873.90
0.06 FTV FORTIVE CORP BYT3MK1 67.50 248 16,740.00
0.06 DTE DTE ENERGY COMPANY 2280220 105.02 159 16,698.18
0.06 ES EVERSOURCE ENERGY BVVN4Q8 59.93 278 16,660.54
0.06 MOH MOLINA HEALTHCARE INC 2212706 361.23 46 16,616.58
0.06 HIG HARTFORD FINL SV 2476193 77.19 215 16,595.85
0.06 WBD WARNER BROS DISCOVERY INC BM8JYX3 10.62 1,559 16,556.58
0.06 MTB M & T BANK CORP 2340168 125.25 132 16,533.00
0.06 STT STATE STREET CORP 2842040 70.11 235 16,475.85
0.06 CHD CHURCH & DWIGHT CO INC 2195841 95.10 173 16,452.30
0.06 TSCO TRACTOR SUPPLY COMPANY 2900335 199.92 81 16,193.52
0.06 WY WEYERHAEUSER CO 2958936 31.54 513 16,180.02
0.06 BR BROADRIDGE FINL B1VP7R6 188.57 83 15,651.31
0.06 CTRA COTERRA ENERGY INC 2162340 26.07 596 15,537.72
0.06 WAB WABTEC CORP 2955733 115.09 135 15,537.15
0.06 EQR EQUITY RESIDENTIAL 2319157 56.99 272 15,501.28
0.06 RJF RAYMOND JAMES 2718992 102.73 150 15,409.50
0.06 EBAY EBAY INC 2293819 41.13 373 15,341.49
0.06 HWM HOWMET AEROSPACE INC BKLJ8V2 51.95 294 15,273.30
0.06 GPC GENUINE PARTS CO 2367480 134.36 112 15,048.32
0.06 FE FIRSTENERGY CORP 2100920 37.31 403 15,035.93
0.05 GLW CORNING INC 2224701 27.76 538 14,934.88
0.05 HPE HEWLETT PACKA BYVYWS0 15.52 961 14,914.72
0.05 STE STERIS PLC BFY8C75 197.83 75 14,837.25
0.05 FITB FIFTH THIRD BANCORP 2336747 27.43 539 14,784.77
0.05 VRSN VERISIGN INC 2142922 213.49 69 14,730.81
0.05 BAX BAXTER INTERNATIONAL INC 2085102 36.34 403 14,645.02
0.05 ULTA ULTA BEAUTY INC B28TS42 417.96 35 14,628.60
0.05 TDY TELEDYNE TECHNOLOGIES INC 2503477 395.04 37 14,616.48
0.05 PPL PPL CORP 2680905 26.39 544 14,356.16
0.05 VTR VENTAS INC 2927925 45.55 314 14,302.70
0.05 DRI DARDEN RESTAURANTS INC 2289874 155.43 92 14,299.56
0.05 INVH INVITATION HOMES INC BD81GW9 33.29 428 14,248.12
0.05 AEE AMEREN CORPORATION 2050832 77.85 183 14,246.55
0.05 EG EVEREST GROUP LTD 2556868 406.25 35 14,218.75
0.05 IFF INTL FLAVORS & FRAGRANCES 2464165 75.67 187 14,150.29
0.05 PHM PULTEGROUP INC 2708841 87.59 161 14,101.99
0.05 GRMN GARMIN LTD B3Z5T14 121.39 115 13,959.85
0.05 CNP CENTERPOINT ENERGY INC 2440637 28.15 493 13,877.95
0.05 AKAM AKAMAI TECHNOLOGIES INC 2507457 114.65 121 13,872.65
0.05 IRM IRON MOUNTAIN INC BVFTF03 63.72 217 13,827.24
0.05 LH LABORATORY CP 2586122 212.33 65 13,801.45
0.05 NDAQ NASDAQ INC 2965107 55.58 248 13,783.84
0.05 FDS FACTSET RESEARCH 2329770 455.56 30 13,666.80
0.05 TRGP TARGA RESOURCES CORP B55PZY3 87.50 156 13,650.00
0.05 PTC PTC INC B95N910 154.45 88 13,591.60
0.05 BRO BROWN & BROWN INC 2692687 73.42 185 13,582.70
0.05 DOV DOVER CORP 2278407 139.58 97 13,539.26
0.05 TYL TYLER TECHNOLOGIES INC 2909644 407.15 33 13,435.95
0.05 BALL BALL CORP 2073022 53.71 250 13,427.50
0.05 EXPE EXPEDIA GROUP INC B748CK2 135.42 99 13,406.58
0.05 CBOE CBOE GLOBAL MARKETS INC B5834C5 180.34 73 13,164.82
0.05 COO COOPER COS INC/THE 2222631 334.34 39 13,039.26
0.05 MKC MCCORMICK-N/V 2550161 65.01 200 13,002.00
0.05 WAT WATERS CORP 2937689 275.95 46 12,693.70
0.05 CINF CINCINNATI FINANCIAL CORP 2196888 100.69 125 12,586.25
0.05 CMS CMS ENERGY CORP 2219224 57.44 217 12,464.48
0.05 HOLX HOLOGIC INC 2433530 69.87 178 12,436.86
0.05 NTRS NORTHERN TRUST CORP 2648668 76.70 162 12,425.40
0.05 OMC OMNICOM GROUP 2279303 79.14 157 12,424.98
0.05 CLX CLOROX COMPANY 2204026 144.11 86 12,393.46
0.05 VLTO VERALTO CORP BPGMZQ5 73.32 169 12,366.62
0.05 STLD STEEL DYNAMICS INC 2849472 114.23 108 12,336.84
0.05 EXPD EXPEDITORS INTL WASH INC 2325507 119.57 103 12,315.71
0.05 RF REGIONS FINANCIAL CORP B01R311 16.00 767 12,272.00
0.05 NVR NVR INC 2637785 6,128.66 2 12,257.32
0.04 ARE ALEXANDRIA REAL 2009210 107.72 113 12,172.36
0.04 MRO MARATHON OIL CORP 2910970 25.32 480 12,153.60
0.04 AVY AVERY DENNISON CORP 2066408 189.70 64 12,140.80
0.04 TXT TEXTRON INC 2885937 76.67 157 12,037.19
0.04 SWKS SKYWORKS SOLUTIONS INC 2961053 94.78 127 12,037.06
0.04 NTAP NETAPP INC 2630643 78.11 154 12,028.94
0.04 FLT FLEETCOR TECHNOLOGIES INC B4R28B3 235.12 51 11,991.12
0.04 CF CF INDUSTRIES HO B0G4K50 75.60 158 11,944.80
0.04 FSLR FIRST SOLAR INC B1HMF22 155.02 77 11,936.54
0.04 BG BUNGE GLOBAL SA BQ6BPG9 108.41 110 11,925.10
0.04 JBHT HUNT (JB) TRANS 2445416 180.62 66 11,920.92
0.04 MAA MID-AMERICA APAR 2589132 123.99 96 11,903.04
0.04 ALB ALBEMARLE CORP 2046853 123.91 96 11,895.36
0.04 HUBB HUBBELL INC BDFG6S3 293.70 40 11,748.00
0.04 CCL CARNIVAL CORP 2523044 14.63 798 11,674.74
0.04 J JACOBS SOLUTIONS INC BNGC0D3 124.06 94 11,661.64
0.04 PFG PRINCIPAL FINANCIAL GROUP 2803014 72.30 161 11,640.30
0.04 IEX IDEX CORP 2456612 196.61 59 11,599.99
0.04 ATO ATMOS ENERGY CORP 2315359 112.50 103 11,587.50
0.04 ILMN ILLUMINA INC 2613990 96.54 120 11,584.80
0.04 AXON AXON ENTERPRISE INC BDT5S35 227.07 51 11,580.57
0.04 EPAM EPAM SYSTEMS INC B44Z3T8 257.29 45 11,578.05
0.04 LVS LAS VEGAS SANDS CORP B02T2J7 47.66 242 11,533.72
0.04 HBAN HUNTINGTON BANCSHARES INC 2445966 10.91 1,052 11,477.32
0.04 ALGN ALIGN TECHNOLOGY INC 2679204 214.14 53 11,349.42
0.04 TER TERADYNE INC 2884183 91.24 124 11,313.76
0.04 EQT EQT CORP 2319414 39.85 283 11,277.55
0.04 CE CELANESE CORP B05MZT4 134.51 82 11,029.82
0.04 WRB WR BERKLEY CORP 2093644 71.15 155 11,028.25
0.04 ENPH ENPHASE ENERGY INC B65SQW4 99.10 111 11,000.10
0.04 DGX QUEST DIAGNOSTICS INC 2702791 135.72 81 10,993.32
0.04 LUV SOUTHWEST AIRLINES CO 2831543 24.82 439 10,895.98
0.04 CAG CONAGRA BRANDS INC 2215460 28.22 379 10,695.38
0.04 WDC WESTERN DIGITAL CORP 2954699 46.89 227 10,644.03
0.04 ESS ESSEX PROPERTY TRUST INC 2316619 212.50 50 10,625.00
0.04 LNT ALLIANT ENERGY CORP 2973821 50.12 211 10,575.32
0.04 LDOS LEIDOS HOLDINGS INC BDV82B8 106.34 98 10,421.32
0.04 LW LAMB WESTON HOLDINGS INC BDQZFJ3 98.44 105 10,336.20
0.04 PKG PACKAGING CORP OF AMERICA 2504566 158.14 65 10,279.10
0.04 SYF SYNCHRONY FINANCIAL BP96PS6 30.89 332 10,255.48
0.04 STX SEAGATE TECHNOLO BKVD2N4 76.95 132 10,157.40
0.04 HST HOST HOTELS & RESORTS INC 2567503 17.59 575 10,114.25
0.04 TSN TYSON FOODS INC-CL A 2909730 47.99 209 10,029.91
0.04 PODD INSULET CORP B1XGNW4 185.72 54 10,028.88
0.04 L LOEWS CORP 2523022 68.64 146 10,021.44
0.04 BBY BEST BUY CO INC 2094670 71.02 139 9,871.78
0.04 IP INTERNATIONAL PAPER CO 2465254 34.26 288 9,866.88
0.04 WBA WALGREENS BOOTS BTN1Y44 19.98 493 9,850.14
0.04 LKQ LKQ CORP 2971029 44.97 219 9,848.43
0.04 AMCR AMCOR PLC BJ1F307 9.30 1,051 9,774.30
0.04 SNA SNAP-ON INC 2818740 270.96 36 9,754.56
0.04 SJM JM SMUCKER CO/THE 2951452 109.59 88 9,643.92
0.04 SWK STANLEY BLACK & B3Q2FJ4 90.40 106 9,582.40
0.04 GEN GEN DIGITAL INC BJN4XN5 21.33 449 9,577.17
0.04 POOL POOL CORP 2781585 350.31 27 9,458.37
0.03 MOS MOSAIC CO/THE B3NPHP6 36.28 260 9,432.80
0.03 UAL UNITED AIRLINES B4QG225 38.96 242 9,428.32
0.03 K KELLANOVA 2486813 52.28 180 9,410.40
0.03 DPZ DOMINO'S PIZZA INC B01SD70 388.27 24 9,318.48
0.03 CFG CITIZENS FINANCIAL GROUP BQRX1X3 26.58 350 9,303.00
0.03 TRMB TRIMBLE INC 2903958 44.66 207 9,244.62
0.03 MAS MASCO CORP 2570200 59.49 154 9,161.46
0.03 KIM KIMCO REALTY CORP 2491594 18.97 479 9,086.63
0.03 EVRG EVERGY INC BFMXGR0 51.26 177 9,073.02
0.03 NI NISOURCE INC 2645409 26.18 344 9,005.92
0.03 RVTY REVVITY INC 2305844 87.75 101 8,862.75
0.03 TAP MOLSON COORS-B B067BM3 60.28 146 8,800.88
0.03 BF/B BROWN-FORMAN CORP-CLASS B 2146838 59.26 147 8,711.22
0.03 MGM MGM RESORTS INTERNATIONAL 2547419 39.73 218 8,661.14
0.03 LYV LIVE NATION ENTE B0T7YX2 84.54 102 8,623.08
0.03 NRG NRG ENERGY INC 2212922 46.78 184 8,607.52
0.03 VTRS VIATRIS INC BMWS3X9 9.14 930 8,500.20
0.03 ZBRA ZEBRA TECH CORP 2989356 233.89 36 8,420.04
0.03 NDSN NORDSON CORP 2641838 231.65 36 8,339.40
0.03 INCY INCYTE CORP 2471950 52.70 158 8,326.60
0.03 UDR UDR INC 2727910 33.45 245 8,195.25
0.03 WRK WESTROCK CO BYR0914 38.41 211 8,104.51
0.03 JKHY JACK HENRY 2469193 155.14 52 8,067.28
0.03 APA APA CORP BNNF1C1 36.38 219 7,967.22
0.03 PEAK HEALTHPEAK PROPERTIES INC BJBLRK3 17.02 462 7,863.24
0.03 IPG INTERPUBLIC GRP 2466321 30.18 260 7,846.80
0.03 AES AES CORP 2002479 17.17 452 7,760.84
0.03 KEY KEYCORP 2490911 11.93 646 7,706.78
0.03 HRL HORMEL FOODS CORP 2437264 31.95 240 7,668.00
0.03 CZR CAESARS ENTERTAINMENT INC BMWWGB0 45.23 165 7,462.95
0.03 ETSY ETSY INC BWTN5N1 75.27 99 7,451.73
0.03 CDAY CERIDIAN HCM HOLDING INC BFX1V56 67.75 108 7,317.00
0.03 PNW PINNACLE WEST CAPITAL 2048804 74.34 97 7,210.98
0.03 KMX CARMAX INC 2983563 63.68 113 7,195.84
0.03 ROL ROLLINS INC 2747305 39.97 177 7,074.69
0.03 CPT CAMDEN PROPERTY TRUST 2166320 89.40 79 7,062.60
0.03 TFX TELEFLEX INC 2881407 219.83 32 7,034.56
0.03 TECH BIO-TECHNE CORP BSHZ3Q0 61.66 114 7,029.24
0.03 PNR PENTAIR PLC BLS09M3 63.59 110 6,994.90
0.03 GL GLOBE LIFE INC BK6YKG1 120.28 58 6,976.24
0.03 FFIV F5 INC 2427599 169.00 41 6,929.00
0.03 CHRW CH ROBINSON 2116228 82.39 84 6,920.76
0.03 BWA BORGWARNER INC 2111955 33.68 204 6,870.72
0.03 QRVO QORVO INC BR9YYP4 93.51 73 6,826.23
0.03 PAYC PAYCOM SOFTWARE INC BL95MY0 178.26 38 6,773.88
0.02 MKTX MARKETAXESS HOLDINGS INC B03Q9D0 230.99 29 6,698.71
0.02 CRL CHARLES RIVER LA 2604336 195.22 34 6,637.48
0.02 REG REGENCY CENTERS CORP 2726177 61.85 107 6,617.95
0.02 EMN EASTMAN CHEMICAL CO 2298386 82.36 79 6,506.44
0.02 WYNN WYNN RESORTS LTD 2963811 84.94 76 6,455.44
0.02 NWSA NEWS CORP - CLASS A BBGVT40 22.33 289 6,453.37
0.02 HII HUNTINGTON INGAL B40SSC9 236.68 27 6,390.36
0.02 TPR TAPESTRY INC BF09HX3 31.02 206 6,390.12
0.02 MTCH MATCH GROUP INC BK80XH9 32.51 196 6,371.96
0.02 UHS UNIVERSAL HLTH-B 2923785 136.08 46 6,259.68
0.02 AOS SMITH (A.O.) CORP 2816023 75.12 83 6,234.96
0.02 HSIC HENRY SCHEIN INC 2416962 67.41 91 6,134.31
0.02 BXP BOSTON PROPERTIES INC 2019479 55.26 111 6,133.86
0.02 FOXA FOX CORP - CLASS A BJJMGL2 29.86 202 6,031.72
0.02 ALLE ALLEGION PLC BFRT3W7 104.12 57 5,934.84
0.02 JNPR JUNIPER NETWORKS INC 2431846 27.49 211 5,800.39
0.02 AIZ ASSURANT INC 2331430 164.01 35 5,740.35
0.02 IVZ INVESCO LTD B28XP76 13.77 409 5,631.93
0.02 RHI ROBERT HALF INC 2110703 80.37 70 5,625.90
0.02 AAL AMERICAN AIRLINE BCV7KT2 12.17 457 5,561.69
0.02 BBWI BATH & BODY WORKS INC BNNTGJ5 31.27 177 5,534.79
0.02 XRAY DENTSPLY SIRONA INC BYNPPC6 31.48 170 5,351.60
0.02 BEN FRANKLIN RESOURCES INC 2350684 23.97 222 5,321.34
0.02 HAS HASBRO INC 2414580 45.71 115 5,256.65
0.02 CPB CAMPBELL SOUP CO 2162845 40.44 128 5,176.32
0.02 CMA COMERICA INC 2212870 43.58 118 5,142.44
0.02 ZION ZIONS BANCORP NA 2989828 34.55 146 5,044.30
0.02 VFC VF CORP 2928683 16.91 292 4,937.72
0.02 GNRC GENERAC HOLDINGS INC B6197Q2 113.88 43 4,896.84
0.02 BIO BIO-RAD LABORATORIES-A 2098508 304.40 16 4,870.40
0.02 CTLT CATALENT INC BP96PQ4 39.46 120 4,735.20
0.02 FRT FEDERAL REALTY INVS TRUST BN7P9B2 94.04 50 4,702.00
0.02 FMC FMC CORP 2328603 52.37 86 4,503.82
0.02 SEE SEALED AIR CORP 2232793 32.81 134 4,396.54
0.02 DVA DAVITA INC 2898087 99.67 43 4,285.81
0.02 PARA PARAMOUNT GLOBAL-CLASS B BKTNTR9 13.91 304 4,228.64
0.02 ALK ALASKA AIR GROUP INC 2012605 36.85 112 4,127.20
0.02 NCLH NORWEGIAN CRUISE B9CGTC3 14.48 281 4,068.88
0.01 RL RALPH LAUREN CORP B4V9661 126.63 31 3,925.53
0.01 WHR WHIRLPOOL CORP 2960384 108.33 34 3,683.22
0.01 MHK MOHAWK INDUSTRIES INC 2598699 85.83 41 3,519.03
0.01 NWS NEWS CORP - CLASS B BBGVT51 23.28 146 3,398.88
0.01 SEDG SOLAREDGE TECHNO BWC52Q6 76.97 44 3,386.68
0.01 FOX FOX CORP - CLASS B BJJMGY5 27.88 74 2,063.12
0.00 XSP US 12/15/23 P429 35.00 10 350.00
-0.03 CASH 1.00 -6,925 -6,925.13
-0.03 XSP US 12/15/23 C451 772.00 -10 -7,720.00
-1.67 SPX US 12/15/23 C4510 7,635.00 -60 -458,100.00
Holdings are subject to change. "Cash" denotes U.S. dollars.

ETF Characteristics As of 11/28/23

Return on Equity 20.90%
Weighted Avg. Market Cap 678,319 M
2022 2023
Price-to-earnings 19.41 19.06
Price-to-book value 4.26 3.74

Source: new windowAltaVista Research, LLC

ETF Risk Stats As of 10/31/23

Versus Beta
S&P 500 0.34
NASDAQ-100 0.26
MSCI EAFE 0.31
MSCI Emg. Mkts 0.21
Standard Deviation 7.40%

Source: new windowAltaVista Research, LLC

ETF Research

Investing involves risk, including the possible loss of principal. Concentration in a particular industry or sector will subject XRMI to loss due to adverse occurrences that may affect that industry or sector. Investors in XRMI should be willing to accept a high degree of volatility in the price of the fund’s shares and the possibility of significant losses.

XRMI engages in options trading. An option is a contract sold by one party to another that gives the buyer the right, but not the obligation, to buy (call) or sell (put) a stock at an agreed upon price within a certain period or on a specific date. A collar strategy involves holding shares of the underlying stock while simultaneously buying put options and selling call options against that holding. XRMI writes covered call index options on the and purchases put options on S&P 500 Index. By selling covered call options, the fund limits its opportunity to profit from an increase in the price of the underlying index above the exercise price. By purchasing put options, in return for the payment of premiums, the Fund may be protected from a significant decline in the price of the S&P 500 Index if the put options become in the money (S&P 500 closes below the strike price as of the expiration date); but during periods where the S&P 500 Index appreciates, the Fund will underperform due to the cost of the premiums paid. A liquid market may not exist for options held by the Fund. While the fund receives premiums for writing the call options, the price it realizes from the exercise of an option could be substantially below the indices current market price.

Shares of ETFs are bought and sold at market price (not NAV) and are not individually redeemed from the Fund. Brokerage commissions will reduce returns. The market price returns are based on the official closing price of an ETF share or, if the official closing price isn’t available, the midpoint between the national best bid and national best offer (“NBBO”) as of the time the ETF calculates current NAV per share, and do not represent the returns you would receive if you traded shares at other times. NAVs are calculated using prices as of 4:00 PM Eastern Time. Indices are unmanaged and do not include the effect of fees, expenses or sales charges. One cannot invest directly in an index.

Carefully consider the Fund’s investment objectives, risks, and charges and expenses before investing. This and other information can be found in the Fund’s summary or full prospectuses. Please read the prospectus carefully before investing.

Global X Management Company LLC serves as an advisor to Global X Funds. The Funds are distributed by SEI Investments Distribution Co. (SIDCO), which is not affiliated with Global X Management Company LLC or Mirae Asset Global Investments. Global X Funds are not sponsored, endorsed, issued, sold or promoted by S&P or Cboe, nor do these entities make any representations regarding the advisability of investing in the Global X Funds. Neither SIDCO, Global X nor Mirae Asset Global Investments are affiliated with these entities.