EA Series Trust - Euclidean Fundamental Value ETF (ECML)
ECML is an actively managed ETF by Euclidean. ECML launched on May 17, 2023 and has a 0.95% expense ratio.
ETF Info
May 17, 2023
1x
No Index (Active)
Small-Cap
Value
Expense Ratio
ECML has a high expense ratio of 0.95%, indicating higher-than-average management fees.
Share Price Chart
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Compare to other instruments
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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in EA Series Trust - Euclidean Fundamental Value ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
Returns By Period
EA Series Trust - Euclidean Fundamental Value ETF had a return of 2.25% year-to-date (YTD) and 5.79% in the last 12 months.
ECML
2.25%
-2.98%
-0.84%
5.79%
N/A
N/A
^GSPC (Benchmark)
4.01%
1.13%
9.82%
22.80%
12.93%
11.26%
Monthly Returns
The table below presents the monthly returns of ECML, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 3.88% | 2.25% | |||||||||||
| 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 | -4.28% | 13.96% | 5.95% | -2.00% | -2.46% | -5.88% | 7.25% | 11.51% | 24.36% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of ECML is 14, meaning it’s performing worse than 86% of other ETFs on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.
Risk-Adjusted Performance Indicators
The charts below present risk-adjusted performance metrics for EA Series Trust - Euclidean Fundamental Value ETF (ECML) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
Dividends
Dividend History
EA Series Trust - Euclidean Fundamental Value ETF provided a 0.95% dividend yield over the last twelve months, with an annual payout of $0.31 per share.
| Period | TTM | 2024 | 2023 |
|---|---|---|---|
| Dividend | $0.31 | $0.31 | $0.24 |
Dividend yield | 0.95% | 0.97% | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | $0.00 | $0.00 | $0.00 | ||||||||||
| 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.
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 12.44%, occurring on Dec 20, 2024. The portfolio has not yet recovered.
The current EA Series Trust - Euclidean Fundamental Value ETF drawdown is 9.73%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -12.44% | Nov 26, 2024 | 18 | Dec 20, 2024 | — | — | — |
| -11.12% | Aug 2, 2023 | 62 | Oct 27, 2023 | 32 | Dec 13, 2023 | 94 |
| -9.94% | Apr 1, 2024 | 69 | Jul 9, 2024 | 13 | Jul 26, 2024 | 82 |
| -8.95% | Aug 1, 2024 | 5 | Aug 7, 2024 | 64 | Nov 6, 2024 | 69 |
| -5.07% | Dec 28, 2023 | 13 | Jan 17, 2024 | 18 | Feb 12, 2024 | 31 |
Volatility
Volatility Chart
The current EA Series Trust - Euclidean Fundamental Value ETF volatility is 4.14%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.