Global X Expected Short fall
| BOTZ ETF | | | USD 40.72 -0.59 -1.43% |
Expected shortfall (or ES) is a risk measure that evaluates the market risk of an equity instrument. It is an alternative to value at risk that is more sensitive to the shape of the loss distribution in the tail of the distribution. The expected shortfall at a particular level is the expected return on the portfolio in the worst percent of the cases. Expected shortfall is also called conditional value at risk (CVaR), average value at risk (AVaR), and expected tail loss (ETL). Below is Global X's current Expected Short fall with peer comparisons and related risk metrics.
Current Expected Short fall Value
Global X has a Expected Short fall of
-1.60, indicating its current reading on this measure. This reflects Global X's positioning relative to its own recent range within ETF.
Expected Shortfall | = | Conditional VAR |
| = | -1.60 | |
Expected Short fall Peers Comparison
Global X falls below the -1.37 peer average for Expected Short fall. leads at 0.0 while Global X Silver registers the lowest at -2.7269.
Expected Short fall Relative To Other Indicators
The chart below plots Expected Short fall against Maximum Drawdown for Global X and its peers. Each point represents one equity — position along the horizontal axis shows Expected Short fall while the vertical axis shows Maximum Drawdown. Equities that cluster in different quadrants carry distinct risk-return profiles. Use the dropdowns to swap in other indicators for either axis.
Compare Global X to PeersMethodology, Assumptions & Data Sources
Global X's Expected Short fall currently stands at -1.60. The Expected Short fall for Global X applies a standardized calculation to daily closing prices and, where applicable, volume data across the selected period. All inputs are based on exchange-reported closing prices, with adjustments for stock splits, dividends, and other corporate actions. The output reflects the selected calculation window — changing the horizon will produce different readings. This ETF metric is provided for analytical reference.
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