<?xml version="1.0" encoding="UTF-8"?>

<!--XBRL Document Created with the Workiva Platform-->
<!--Copyright 2026 Workiva-->
<!--r:c231cb79-f143-4f3c-b3ec-f0c7a655a62d,g:f3f77fc3-9d23-48a1-bf4b-3ed03d275767-->
<xs:schema xmlns:xs="http://www.w3.org/2001/XMLSchema" xmlns:link="http://www.xbrl.org/2003/linkbase" xmlns:glx="http://www.globalxfunds.com/20260817" xmlns:xbrli="http://www.xbrl.org/2003/instance" xmlns:dtr-types="http://www.xbrl.org/dtr/type/2024-01-31" attributeFormDefault="unqualified" elementFormDefault="qualified" targetNamespace="http://www.globalxfunds.com/20260817">
  <xs:import namespace="http://www.xbrl.org/2003/instance" schemaLocation="http://www.xbrl.org/2003/xbrl-instance-2003-12-31.xsd"/>
  <xs:import namespace="http://www.xbrl.org/2003/linkbase" schemaLocation="http://www.xbrl.org/2003/xbrl-linkbase-2003-12-31.xsd"/>
  <xs:import namespace="http://www.xbrl.org/dtr/type/2024-01-31" schemaLocation="https://www.xbrl.org/dtr/type/2024-01-31/types.xsd"/>
  <xs:import namespace="http://xbrl.sec.gov/fnd-oef/2025" schemaLocation="https://xbrl.sec.gov/fnd/2025/fnd-oef-2025.xsd"/>
  <xs:import namespace="http://xbrl.sec.gov/oef-rr/2025" schemaLocation="https://xbrl.sec.gov/oef/2025/oef-rr-2025.xsd"/>
  <xs:annotation>
    <xs:appinfo>
      <link:linkbaseRef xmlns:xlink="http://www.w3.org/1999/xlink" xlink:arcrole="http://www.w3.org/1999/xlink/properties/linkbase" xlink:href="glx-20260817_pre.xml" xlink:role="http://www.xbrl.org/2003/role/presentationLinkbaseRef" xlink:type="simple"/>
      <link:linkbaseRef xmlns:xlink="http://www.w3.org/1999/xlink" xlink:arcrole="http://www.w3.org/1999/xlink/properties/linkbase" xlink:href="glx-20260817_def.xml" xlink:role="http://www.xbrl.org/2003/role/definitionLinkbaseRef" xlink:type="simple"/>
      <link:linkbaseRef xmlns:xlink="http://www.w3.org/1999/xlink" xlink:arcrole="http://www.w3.org/1999/xlink/properties/linkbase" xlink:href="glx-20260817_lab.xml" xlink:role="http://www.xbrl.org/2003/role/labelLinkbaseRef" xlink:type="simple"/>
    </xs:appinfo>
  </xs:annotation>
  <xs:element id="glx_GlobalXFundsMember" abstract="true" name="GlobalXFundsMember" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="dtr-types:domainItemType"/>
  <xs:element id="glx_S000101713Member" abstract="true" name="S000101713Member" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="dtr-types:domainItemType"/>
  <xs:element id="glx_C000271963Member" abstract="true" name="C000271963Member" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="dtr-types:domainItemType"/>
  <xs:element id="glx_AssetClassRiskMember" abstract="true" name="AssetClassRiskMember" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="dtr-types:domainItemType"/>
  <xs:element id="glx_AssetClassRiskEquitySecuritiesRiskMember" abstract="true" name="AssetClassRiskEquitySecuritiesRiskMember" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="dtr-types:domainItemType"/>
  <xs:element id="glx_AssetClassRiskETFInvestmentRiskMember" abstract="true" name="AssetClassRiskETFInvestmentRiskMember" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="dtr-types:domainItemType"/>
  <xs:element id="glx_CapitalizationRiskMember" abstract="true" name="CapitalizationRiskMember" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="dtr-types:domainItemType"/>
  <xs:element id="glx_CapitalizationRiskLargeCapitalizationCompaniesRiskMember" abstract="true" name="CapitalizationRiskLargeCapitalizationCompaniesRiskMember" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="dtr-types:domainItemType"/>
  <xs:element id="glx_CybersecurityRiskMember" abstract="true" name="CybersecurityRiskMember" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="dtr-types:domainItemType"/>
  <xs:element id="glx_FocusRiskMember" abstract="true" name="FocusRiskMember" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="dtr-types:domainItemType"/>
  <xs:element id="glx_FocusRiskRisksRelatedToInvestingInTheBankingIndustryMember" abstract="true" name="FocusRiskRisksRelatedToInvestingInTheBankingIndustryMember" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="dtr-types:domainItemType"/>
  <xs:element id="glx_FocusRiskRisksRelatedToInvestingInTheCapitalMarketsIndustryMember" abstract="true" name="FocusRiskRisksRelatedToInvestingInTheCapitalMarketsIndustryMember" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="dtr-types:domainItemType"/>
  <xs:element id="glx_FocusRiskRisksRelatedToInvestingInTheFinancialsSectorMember" abstract="true" name="FocusRiskRisksRelatedToInvestingInTheFinancialsSectorMember" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="dtr-types:domainItemType"/>
  <xs:element id="glx_FocusRiskRisksRelatedToInvestingInTheFinancialsServicesIndustryMember" abstract="true" name="FocusRiskRisksRelatedToInvestingInTheFinancialsServicesIndustryMember" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="dtr-types:domainItemType"/>
  <xs:element id="glx_GeographicRiskMember" abstract="true" name="GeographicRiskMember" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="dtr-types:domainItemType"/>
  <xs:element id="glx_GeographicRiskRiskOfInvestingInDevelopedMarketsMember" abstract="true" name="GeographicRiskRiskOfInvestingInDevelopedMarketsMember" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="dtr-types:domainItemType"/>
  <xs:element id="glx_GeographicRiskRiskOfInvestingInTheUnitedStatesMember" abstract="true" name="GeographicRiskRiskOfInvestingInTheUnitedStatesMember" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="dtr-types:domainItemType"/>
  <xs:element id="glx_IndexingStrategyRiskMember" abstract="true" name="IndexingStrategyRiskMember" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="dtr-types:domainItemType"/>
  <xs:element id="glx_IndexingStrategyRiskIndexRelatedRiskMember" abstract="true" name="IndexingStrategyRiskIndexRelatedRiskMember" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="dtr-types:domainItemType"/>
  <xs:element id="glx_IndexingStrategyRiskManagementRiskMember" abstract="true" name="IndexingStrategyRiskManagementRiskMember" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="dtr-types:domainItemType"/>
  <xs:element id="glx_IndexingStrategyRiskRepresentativeSamplingRiskMember" abstract="true" name="IndexingStrategyRiskRepresentativeSamplingRiskMember" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="dtr-types:domainItemType"/>
  <xs:element id="glx_IndexingStrategyRiskTrackingErrorRiskMember" abstract="true" name="IndexingStrategyRiskTrackingErrorRiskMember" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="dtr-types:domainItemType"/>
  <xs:element id="glx_InKindContributionRiskMember" abstract="true" name="InKindContributionRiskMember" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="dtr-types:domainItemType"/>
  <xs:element id="glx_IssuerRiskMember" abstract="true" name="IssuerRiskMember" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="dtr-types:domainItemType"/>
  <xs:element id="glx_MarketRiskMember" abstract="true" name="MarketRiskMember" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="dtr-types:domainItemType"/>
  <xs:element id="glx_NewFundRiskMember" abstract="true" name="NewFundRiskMember" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="dtr-types:domainItemType"/>
  <xs:element id="glx_OperationalRiskMember" abstract="true" name="OperationalRiskMember" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="dtr-types:domainItemType"/>
  <xs:element id="glx_RisksAssociatedWithExchangeTradedFundsMember" abstract="true" name="RisksAssociatedWithExchangeTradedFundsMember" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="dtr-types:domainItemType"/>
  <xs:element id="glx_RisksAssociatedWithExchangeTradedFundsAuthorizedParticipantsConcentrationRiskMember" abstract="true" name="RisksAssociatedWithExchangeTradedFundsAuthorizedParticipantsConcentrationRiskMember" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="dtr-types:domainItemType"/>
  <xs:element id="glx_RisksAssociatedWithExchangeTradedFundsLargeShareholderRiskMember" abstract="true" name="RisksAssociatedWithExchangeTradedFundsLargeShareholderRiskMember" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="dtr-types:domainItemType"/>
  <xs:element id="glx_RisksAssociatedWithExchangeTradedFundsListingStandardsRiskMember" abstract="true" name="RisksAssociatedWithExchangeTradedFundsListingStandardsRiskMember" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="dtr-types:domainItemType"/>
  <xs:element id="glx_RisksAssociatedWithExchangeTradedFundsMarketTradingRisksAndPremiumDiscountRisksMember" abstract="true" name="RisksAssociatedWithExchangeTradedFundsMarketTradingRisksAndPremiumDiscountRisksMember" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="dtr-types:domainItemType"/>
  <xs:element id="glx_TradingHaltRiskMember" abstract="true" name="TradingHaltRiskMember" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="dtr-types:domainItemType"/>
  <xs:element id="glx_ValuationRiskMember" abstract="true" name="ValuationRiskMember" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="dtr-types:domainItemType"/>
  <xs:element id="glx_S000101714Member" abstract="true" name="S000101714Member" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="dtr-types:domainItemType"/>
  <xs:element id="glx_C000271964Member" abstract="true" name="C000271964Member" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="dtr-types:domainItemType"/>
  <xs:element id="glx_EquitySecuritiesRiskMember" abstract="true" name="EquitySecuritiesRiskMember" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="dtr-types:domainItemType"/>
  <xs:element id="glx_ETFInvestmentRiskMember" abstract="true" name="ETFInvestmentRiskMember" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="dtr-types:domainItemType"/>
  <xs:element id="glx_FocusRiskRisksRelatedToInvestingInTheHealthCareSectorMember" abstract="true" name="FocusRiskRisksRelatedToInvestingInTheHealthCareSectorMember" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="dtr-types:domainItemType"/>
  <xs:element id="glx_FocusRiskRisksRelatedToInvestingInThePharmaceuticalsIndustryMember" abstract="true" name="FocusRiskRisksRelatedToInvestingInThePharmaceuticalsIndustryMember" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="dtr-types:domainItemType"/>
  <xs:element id="glx_S000101715Member" abstract="true" name="S000101715Member" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="dtr-types:domainItemType"/>
  <xs:element id="glx_C000271965Member" abstract="true" name="C000271965Member" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="dtr-types:domainItemType"/>
  <xs:element id="glx_FocusRiskRisksRelatedToInvestingInTheAerospaceAndDefenseIndustryMember" abstract="true" name="FocusRiskRisksRelatedToInvestingInTheAerospaceAndDefenseIndustryMember" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="dtr-types:domainItemType"/>
  <xs:element id="glx_FocusRiskRisksRelatedToInvestingInTheIndustrialsSectorMember" abstract="true" name="FocusRiskRisksRelatedToInvestingInTheIndustrialsSectorMember" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="dtr-types:domainItemType"/>
  <xs:element id="glx_S000101716Member" abstract="true" name="S000101716Member" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="dtr-types:domainItemType"/>
  <xs:element id="glx_C000271966Member" abstract="true" name="C000271966Member" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="dtr-types:domainItemType"/>
  <xs:element id="glx_FocusRiskRisksRelatedToInvestingInTheChemicalsIndustryMember" abstract="true" name="FocusRiskRisksRelatedToInvestingInTheChemicalsIndustryMember" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="dtr-types:domainItemType"/>
  <xs:element id="glx_FocusRiskRisksRelatedToInvestingInTheMaterialsSectorMember" abstract="true" name="FocusRiskRisksRelatedToInvestingInTheMaterialsSectorMember" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="dtr-types:domainItemType"/>
  <xs:element id="glx_FocusRiskRisksRelatedToInvestingInTheMetalsAndMiningIndustryMember" abstract="true" name="FocusRiskRisksRelatedToInvestingInTheMetalsAndMiningIndustryMember" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="dtr-types:domainItemType"/>
  <xs:element id="glx_S000101717Member" abstract="true" name="S000101717Member" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="dtr-types:domainItemType"/>
  <xs:element id="glx_C000271967Member" abstract="true" name="C000271967Member" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="dtr-types:domainItemType"/>
  <xs:element id="glx_FocusRiskRisksRelatedToInvestingInTheElectricUtilitiesIndustryMember" abstract="true" name="FocusRiskRisksRelatedToInvestingInTheElectricUtilitiesIndustryMember" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="dtr-types:domainItemType"/>
  <xs:element id="glx_FocusRiskRisksRelatedToInvestingInTheUtilitiesSectorMember" abstract="true" name="FocusRiskRisksRelatedToInvestingInTheUtilitiesSectorMember" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="dtr-types:domainItemType"/>
  <xs:element id="glx_S000101718Member" abstract="true" name="S000101718Member" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="dtr-types:domainItemType"/>
  <xs:element id="glx_C000271968Member" abstract="true" name="C000271968Member" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="dtr-types:domainItemType"/>
  <xs:element id="glx_FocusRiskRisksRelatedToInvestingInTheRealEstateSectorMember" abstract="true" name="FocusRiskRisksRelatedToInvestingInTheRealEstateSectorMember" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="dtr-types:domainItemType"/>
  <xs:element id="glx_FocusRiskRisksRelatedToInvestingInTheSpecializedREITsIndustryMember" abstract="true" name="FocusRiskRisksRelatedToInvestingInTheSpecializedREITsIndustryMember" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="dtr-types:domainItemType"/>
</xs:schema>
