SCTO JPMorgan US Sector Rotator Index ETF ETF Category: Risk ...

SCTO

JPMorgan US Sector Rotator Index ETF

KEY FEATURES

Intelligent Participation SCTO uses a momentum-based sector rotation strategy to shift exposures on a monthly basis, investing in up to five of the ten eligible U.S. sectors.

Limit Downside Risk In volatile or declining markets, SCTO will seek to limit downside risk by shifting up to 100% of its assets into short-term treasuries.

Capped Volatility SCTO seeks to limit equity volatility to a maximum of 20% by allocating assets to short term treasuries in more unstable markets.

ETF Category: Risk Management As of 03/31/2019

FUND DETAILS

Inception Date

10/22/2014

Underlying Index

JPMorgan U.S. Sector Rotator TR Series X Index

Number of Holdings

5

Assets Under Management

$3.59 mil

Total Expense Ratio

0.83%

Distribution Frequency

Semi-Annually

TRADING DETAILS

Ticker CUSIP Exchange Bloomberg IOPV Ticker Index Ticker

SCTO 37950E135 NYSE Arca

SCTOIV JPUSSCTO

PERFORMANCE (%)

HOLDINGS (%)

Holdings Subject to Change

SCTO at NAV SCTO at Market Price

Current Quarter

3.59%

3.86%

JPMorgan U.S. Sector Rotator TR Series X Index

3.81%

Year to Date 3.59% 3.86%

3.81%

One Year -6.84% -6.77%

-6.06%

Three Year 2.89% 2.86%

3.77%

Since Inception 0.67% 0.67%

1.57%

Utilities Select Sector SPDR ETF Industrial Select Sector SPDR ETF Materials Select Sector SPDR ETF Technology Select Sector SPDR ETF Energy Select Sector SPDR ETF

26.37% 20.56% 18.52% 17.35% 17.20%

The performance data quoted represents past performance and does not guarantee future results. 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. Current performance may be higher or lower than the performance quoted. Returns for periods greater than one year are annualized. Market price returns are based upon the midpoint of the bid/ask spread at the close of the exchange and do not represent the returns you would receive if you traded shares at other times. For performance data current to the most recent month end, please call 1-888-GXFUND-1 (1-888-493-8631), or visit .

RISK CHARACTERISTICS SINCE ETF INCEPTION

Annualized Volatility Beta Sharpe Ratio

JPMorgan U.S. Sector Rotator TR Series X Index

10.78% 0.65 0.10

S&P 500 Index

13.61% 1.00 0.80

Beyond Ordinary ETFsTM

600 LEXINGTON AVE 20TH FL NEW YORK, NY 10022

1 (888) GX-FUND-1 @GLOBALXFUNDS

SCTO

DEFINITIONS JPMorgan U.S. Sector Rotator TR Series X Index

S&P 500 Index Annualized Volatility Beta

Sharpe Ratio

JPMorgan US Sector Rotator Index ETF

As of 03/31/2019

The JPMorgan U.S. Sector Rotator TR Series X Index aims to participate in the best-performing U.S. sectors of the market while limiting its exposure to the market during periods of high volatility or market declines. The Index is based on a proprietary methodology from J.P.Morgan Securities LLC. The Index rebalances monthly to reflect changing market conditions by tracking the performance of a portfolio of one to five ETFs selected out of a pool of ten U.S. sector ETFs and a U.S. treasury bond ETF. The sectors represented by the U.S. sector ETFs are: consumer discretionary, consumer staples, energy, financials, healthcare, industrial, utilities, materials, technology and real estate.

S&P 500 Index tracks the performance of 500 leading U.S. stocks and captures approximately 80% coverage of available U.S. market capitalization. It is widely regarded as the best single gauge of large-cap U.S. equities.

The annualized standard deviation of the daily returns of the security using the closing levels of the index during the 22 index-day period preceding that day.

Measures the volatility of the Fund price relative to the volatility in the market index and can also be defined as the percent change in the price of the Fund given a 1% change in the market index. A beta below one suggests that the fund was less volatile than the market benchmark.

Measures the return for each unit of risk. The risk free rate is subtracted from the mean return and is divided by the standard deviation of returns.

Global X Management Company, LLC serves as an advisor to the Global X Funds. The Funds are distributed by SEI Investments Distribution Co. (SIDCO, 1 Freedom Valley Drive, Oaks, PA, 19456), which is not affiliated with Global X Management Company, LLC.

Investing involves risk, including the possible loss of principal. In addition to the normal risks associated with investing, narrowly focused investments typically exhibit higher volatility. Asset allocation may not protect against market risk. Investment in the Fund is subject to the risks of the underlying funds. SCTO is non-diversified. The information provided is not intended for trading purposes, and should not be considered investment advice.

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. Global X 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.

Global X Funds are not sponsored, endorsed, issued, sold or promoted by JPMorgan, nor does JPMorgan make any representations regarding the advisability of investing in the Global X Funds. Neither SIDCO nor Global X is affiliated with JPMorgan.

Carefully consider the fund's investment objectives, risk factors, charges, and expenses before investing. This and additional information can be found in the fund's full or summary prospectus, which may be obtained by calling 1-888-GX-FUND-1 (1.888.493.8631), or by visiting . Please read the prospectus carefully before investing.

Beyond Ordinary ETFsTM

600 LEXINGTON AVE 20TH FL NEW YORK, NY 10022

1 (888) GX-FUND-1 @GLOBALXFUNDS

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