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 above-average management fees.
Share Price Chart
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Compare to other instruments
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Performance
Performance Chart
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Returns By Period
EA Series Trust - Euclidean Fundamental Value ETF (ECML) returned -4.43% year-to-date (YTD) and -5.61% over the past 12 months.
ECML
-4.43%
2.89%
-14.54%
-5.61%
N/A
N/A
N/A
^GSPC (Benchmark)
0.52%
6.32%
-1.44%
12.25%
12.45%
14.20%
10.84%
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% | -5.16% | -1.88% | -4.17% | 3.17% | -4.43% | |||||||
| 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 6, meaning it’s performing worse than 94% 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.
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Dividends
Dividend History
EA Series Trust - Euclidean Fundamental Value ETF provided a 1.02% 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 | 1.02% | 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 | $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.
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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. The portfolio has not yet recovered.
The current EA Series Trust - Euclidean Fundamental Value ETF drawdown is 15.63%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -24.66% | Nov 26, 2024 | 90 | Apr 8, 2025 | — | — | — |
| -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 chart below shows the rolling one-month volatility.
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