Global X S&P 500 Risk Managed Income ETF (XRMI) Performance
XRMI total return
Distributions reinvested · as of Oct 23, 2026- YTD
- +5.6% since Dec 31, 2025
- 1 year
- +8.6% total return
- 5 years
- +2.9% a year
- Since first price
- +3.1% a year since 2021
XRMI trailing returns vs SPY, QQQ, AGG
| Period | XRMI total return | Price only | S&P 500 (SPY) | Nasdaq-100 (QQQ) | U.S. bonds (AGG) |
|---|---|---|---|---|---|
| 1 month | −0.2% | −1.1% | −1.0% | −5.0% | +0.9% |
| 3 months | +2.5% | −0.4% | +3.2% | +1.9% | −0.4% |
| 6 months | +5.9% | −0.2% | +7.8% | +8.4% | −1.5% |
| YTD | +5.6% | −4.5% | +12.3% | +15.1% | −1.0% |
| 1 year | +8.6% | −3.8% | +14.4% | +15.9% | −1.1% |
| 3 years | +32.2%+9.7%/yr | −8.1% | +87.4%+23.3%/yr | +101.4%+26.3%/yr | +16.6%+5.2%/yr |
| 5 years | +15.4%+2.9%/yr | −36.3% | +79.3%+12.4%/yr | +94.0%+14.2%/yr | −0.8%−0.2%/yr |
| Since inceptionAug 26, 2021 | +17.0%+3.1%/yr | −36.2% | — | — | — |
Total return from adjusted closes (distributions reinvested, before tax). Periods of 3 years or more are also shown annualized. Price only excludes distributions.
Growth of $10,000: XRMI vs SPY
From Aug 26, 2021: XRMI grew to $11,704, SPY to $18,266.
Year-end values with distributions reinvested, no taxes or trading costs. Start: first common trading day of both funds.
XRMI returns by calendar year
3 of 4 full years positive. Best 2024 (+15.2%), worst 2022 (−14.1%). 2026 is year to date.
XRMI annual returns table
| Year | XRMI | Largest drop | SPY | QQQ | AGG |
|---|---|---|---|---|---|
| 2026YTD | +5.6% | −5.0% | +12.3% | +15.1% | −1.0% |
| 2025 | +4.6% | −8.3% | +17.7% | +20.8% | +7.2% |
| 2024 | +15.2% | −3.3% | +24.9% | +25.6% | +1.3% |
| 2023 | +4.2% | −6.9% | +26.2% | +54.9% | +5.7% |
| 2022 | −14.1% | −15.3% | −18.2% | −32.6% | −13.0% |
Largest drop = deepest fall from a high within that calendar year.
Calendar-year return vs largest drop within the year
Most years include a sizable fall at some point even when the year ends higher.
XRMI largest drawdowns
Now 1.0% below the high| Peak | Decline | Bottom | Recovered | Fall | Underwater |
|---|---|---|---|---|---|
| Dec 29, 2021 | −15.3% | Oct 14, 2022 | Nov 6, 2024 | 9 months | 2.9 years |
Declines from a closing high (distributions reinvested) of 10% or more. Underwater = time from the peak until the old high was regained.
XRMI risk statistics
| Statistic | 3 years | 5 years | Since 2021 |
|---|---|---|---|
| Annualized return | +9.1% | +3.5% | +3.1% |
| Volatility (annualized) | 5.3% | 6.6% | 6.6% |
| Sharpe ratio | 0.85 | 0.01 | -0.04 |
| Sortino ratio | 1.18 | 0.01 | -0.05 |
| Best month | +2.9% | +3.1% | +3.1% |
| Worst month | −4.0% | −4.0% | −4.0% |
| Best 12 months | +15.2% | +15.2% | +15.2% |
| Worst 12 months | +3.6% | −14.1% | −14.1% |
| Positive months | 83% | 68% | 67% |
| Beta vs S&P 500 | 0.31 | 0.35 | — |
| Correlation with S&P 500 | 0.73 | 0.83 | — |
From monthly total returns. Sharpe and Sortino use 1–3 month T-bills (BIL) as the risk-free rate, so they need history from 2007 on.
XRMI rolling returns
| Holding period | Periods | Worst | Median | Best | Positive |
|---|---|---|---|---|---|
| 1-year | 51 | −14.1% | +4.8% | +15.2% | 78% |
| 3-year (a year) | 27 | −0.2% | +6.0% | +9.7% | 93% |
| 5-year (a year) | 3 | +2.8% | +3.1% | +3.5% | 100% |
Every holding period starting at a month-end since 2021. Returns for 3 years and longer are annualized.
XRMI performance overview
Global X S&P 500 Risk Managed Income ETF (XRMI) returned +8.6% over the past year and +2.9% a year over five years, with distributions reinvested. Since its first recorded price in 2021 it has returned +3.1% a year, turning $10,000 into about $11,704. Over the same year S&P 500 (SPY) returned +14.4%.
The deepest decline was −15.3%, from Dec 29, 2021 to Oct 14, 2022, and it took 2.1 years to get back to the old high. XRMI finished 3 of its 4 full calendar years with a gain; the best year was 2024 (+15.2%) and the worst 2022 (−14.1%). Volatility has been 6.6% a year.
Related: XRMI chart, XRMI holdings, XRMI dividends, XRMI valuation. See the XRMI overview for the latest quote and fund facts.
XRMI performance FAQ
What is the XRMI return over the past year?
XRMI returned +8.6% over the 12 months to October 23, 2026, including reinvested distributions. On price alone it fell 3.8%.
What is the average annual return of XRMI?
XRMI has returned +2.9% a year over 5 years, +3.1% a year since August 26, 2021 (total return, distributions reinvested).
How much would $10,000 invested in XRMI be worth?
$10,000 invested in XRMI at its first recorded close on August 26, 2021 would be worth about $11,704 on October 23, 2026 with distributions reinvested.
What was the worst year for XRMI?
The worst calendar year was 2022, with a total return of −14.1%. The best was 2024 at +15.2%.
What is the biggest drawdown of XRMI?
The largest peak-to-trough decline was −15.3% between December 29, 2021 and October 14, 2022. It recovered to the old high on November 6, 2024, 2.1 years after the bottom.
How volatile is XRMI?
Over the past 3 years XRMI had an annualized volatility of 5.3% and a Sharpe ratio of 0.85 (excess return over 1–3 month T-bills per unit of risk).