- Issuer
- Euclidean
- Inception Date
- May 17, 2023
- Category
- Small Cap Value Equities
- Leveraged
- 1x (No leverage)
- Index Tracked
- No Index (Active)
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Small-Cap
- Asset Class Style
- Value
- Assets Under Management
- $137M
Share Price Chart
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Performance
ECML Performance Chart
EA Series Trust - Euclidean Fundamental Value ETF (ECML) is up 14.8% since the beginning of the year. ECML is currently trading at $38 per share.
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Returns By Period
EA Series Trust - Euclidean Fundamental Value ETF (ECML) has returned 14.84% so far this year and 28.34% over the past 12 months.
EA Series Trust - Euclidean Fundamental Value ETF
- 1D
- 0.35%
- 1M
- 1.19%
- YTD
- 14.84%
- 6M
- 13.24%
- 1Y
- 28.34%
- 3Y*
- 14.43%
- 5Y*
- —
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- -0.37%
- 1M
- -0.01%
- YTD
- 9.16%
- 6M
- 8.64%
- 1Y
- 25.22%
- 3Y*
- 19.78%
- 5Y*
- 11.99%
- 10Y*
- 13.88%
ECML Monthly Returns History
Based on dividend-adjusted daily data since May 18, 2023, ECML's average daily return is +0.07%, while the average monthly return is +1.36%. At this rate, an investment would double in approximately 4.3 years.
Historically, 55% of months were positive and 45% were negative. The best month was Jun 2023 with a return of +14.0%, while the worst month was Dec 2024 at -10.8%. The longest winning streak lasted 4 consecutive months, and the longest losing streak was 3 months.
On a daily basis, ECML closed higher 51% of trading days. The best single day was Apr 9, 2025 with a return of +7.4%, while the worst single day was Apr 3, 2025 at -6.7%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 5.71% | 4.94% | -1.96% | 5.08% | -1.73% | 2.27% | 14.84% | ||||||
| 2025 | 3.88% | -5.16% | -1.88% | -4.17% | 2.92% | 1.93% | 0.46% | 7.92% | -0.36% | -2.65% | 3.92% | 0.58% | 6.82% |
| 2024 | -1.13% | 3.75% | 7.32% | -6.67% | 3.43% | -4.36% | 9.89% | -2.60% | 0.57% | -3.12% | 8.24% | -10.78% | 2.37% |
| 2023 | -3.02% | 13.96% | 5.95% | -2.00% | -2.46% | -5.88% | 7.25% | 11.51% | 26.00% |
Benchmark Metrics
EA Series Trust - Euclidean Fundamental Value ETF has an annualized alpha of -0.09%, beta of 0.83, and R2 of 0.45 versus S&P 500 Index. Calculated based on daily prices since May 18, 2023.
- This ETF participated in 113.78% of S&P 500 Index downside but only 90.19% of its upside - more exposed to losses than it benefited from rallies.
- R2 of 0.45 means the benchmark explains less than half of this ETF's behavior - treat beta with caution or consider switching to a more representative benchmark.
- Alpha
- -0.09%
- Beta
- 0.83
- R²
- 0.45
- Upside Capture
- 90.19%
- Downside Capture
- 113.78%
Expense Ratio
ECML has a high expense ratio of 0.95%, indicating above-average management fees.
Return for Risk
Risk / Return Rank
ECML ranks 65 for risk / return — better than 65% of ETFs on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for EA Series Trust - Euclidean Fundamental Value ETF (ECML) and compare them to S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| ECML | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.10 | ||
| Sortino ratioReturn per unit of downside risk | +0.17 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 1.37 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | 4.06 | 2.78 | +1.28 |
| Martin ratioReturn relative to average drawdown | 11.61 | 12.44 | -0.83 |
Dividends
Dividend History
EA Series Trust - Euclidean Fundamental Value ETF provided a 1.20% dividend yield over the last twelve months, with an annual payout of $0.46 per share. The fund has been increasing its distributions for 2 consecutive years.
| Period | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
| Dividend | $0.46 | $0.46 | $0.31 | $0.24 |
Dividend yield | 1.20% | 1.38% | 0.98% | 0.77% |
Monthly Dividends
The table displays the monthly dividend distributions for EA Series Trust - Euclidean Fundamental Value ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | ||||||
| 2025 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.46 | $0.46 |
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.31 | $0.31 |
| 2023 | $0.24 | $0.24 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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Worst Drawdowns
The table below displays the maximum drawdowns of the EA Series Trust - Euclidean Fundamental Value ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the EA Series Trust - Euclidean Fundamental Value ETF was 24.66%, occurring on Apr 8, 2025. Recovery took 193 trading sessions.
The current EA Series Trust - Euclidean Fundamental Value ETF drawdown is 2.06%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
2025 selloff2025 | -24.66%Apr 2025 | 4mo 13d | 9mo 11d | 1y 1moNov 2024 - Jan 2026 |
2023 correction2023 | -11.12%Oct 2023 | 2mo 26d | 1mo 17d | 4mo 13dAug 2023 - Dec 2023 |
2024 pullback2024 | -9.94%Jul 2024 | 3mo 9d | 17d | 3mo 26dApr 2024 - Jul 2024 |
2024 pullback2024 | -8.95%Aug 2024 | 6d | 3mo 1d | 3mo 7dAug 2024 - Nov 2024 |
2026 pullback2026 | -7.01%Mar 2026 | 29d | 20d | 1mo 19dFeb 2026 - Apr 2026 |
Drawdown Indicators
| ECML | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -24.66% | -56.78% | +32.12% |
Max Drawdown (1Y)Largest decline over 1 year | -7.01% | -9.10% | +2.09% |
Max Drawdown (3Y)Largest decline over 3 years | -24.66% | -18.90% | -5.76% |
Max Drawdown (5Y)Largest decline over 5 years | — | -25.43% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | -2.06% | -1.80% | -0.26% |
Average DrawdownAverage peak-to-trough decline | -5.80% | -10.71% | +4.91% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.45% | 2.03% | +0.42% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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