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3EDGE Dynamic International Equity ETF (EDGI)
Performance
Return for Risk
Dividends
Drawdowns
Volatility

ETF Info

Inception Date
Oct 2, 2024
Leveraged
1x (No leverage)
Index Tracked
No Index (Active)
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Blend

Share Price Chart


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Performance

EDGI Performance Chart

3EDGE Dynamic International Equity ETF (EDGI) is up 6.6% since the beginning of the year. EDGI is currently trading at $30 per share.


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S&P 500 Index

Returns By Period

3EDGE Dynamic International Equity ETF (EDGI) has returned 6.62% so far this year and 32.99% over the past 12 months.


3EDGE Dynamic International Equity ETF

1D
1.04%
1M
6.66%
YTD
6.62%
6M
10.93%
1Y
32.99%
3Y*
5Y*
10Y*

Benchmark (S&P 500 Index)

1D
1.18%
1M
5.05%
YTD
1.78%
6M
4.86%
1Y
28.88%
3Y*
18.97%
5Y*
10.81%
10Y*
12.85%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EDGI Monthly Returns History

Based on dividend-adjusted daily data since Oct 3, 2024, EDGI's average daily return is +0.06%, while the average monthly return is +1.28%. At this rate, an investment would double in approximately 4.5 years.

Historically, 74% of months were positive and 26% were negative. The best month was Apr 2026 with a return of +6.8%, while the worst month was Mar 2026 at -9.8%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 3 months.

On a daily basis, EDGI closed higher 57% of trading days. The best single day was Apr 9, 2025 with a return of +7.3%, while the worst single day was Apr 4, 2025 at -6.1%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20264.58%5.85%-9.82%6.81%6.62%
20252.42%1.08%0.62%2.63%3.75%3.65%-1.48%4.38%3.48%1.04%0.46%2.10%26.77%
2024-3.37%-1.84%-2.06%-7.10%

Benchmark Metrics

3EDGE Dynamic International Equity ETF has an annualized alpha of 6.12%, beta of 0.71, and R² of 0.57 versus S&P 500 Index. Calculated based on daily prices since October 04, 2024.

  • This ETF participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (58.35%) than losses (2.50%) — typical of diversified or defensive assets.
  • This ETF generated an annualized alpha of 6.12% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.

Alpha
6.12%
Beta
0.71
0.57
Upside Capture
58.35%
Downside Capture
2.50%

Expense Ratio

EDGI has a high expense ratio of 0.97%, indicating above-average management fees.


Return for Risk

Risk / Return Rank

EDGI ranks 56 for risk / return — on par with similar ETFs. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.


EDGI Risk / Return Rank: 5656
Overall Rank
EDGI Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
EDGI Sortino Ratio Rank: 6060
Sortino Ratio Rank
EDGI Omega Ratio Rank: 6666
Omega Ratio Rank
EDGI Calmar Ratio Rank: 4343
Calmar Ratio Rank
EDGI Martin Ratio Rank: 4949
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for 3EDGE Dynamic International Equity ETF (EDGI) and compare them to a chosen benchmark (S&P 500 Index).


EDGIBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

2.32

2.20

+0.11

Sortino ratio

Return per unit of downside risk

3.11

3.07

+0.05

Omega ratio

Gain probability vs. loss probability

1.43

1.41

+0.02

Calmar ratio

Return relative to maximum drawdown

2.96

3.55

-0.58

Martin ratio

Return relative to average drawdown

11.53

16.01

-4.48

Explore EDGI risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

Dividends

Dividend History

3EDGE Dynamic International Equity ETF provided a 1.85% dividend yield over the last twelve months, with an annual payout of $0.56 per share.


0.60%0.80%1.00%1.20%1.40%1.60%1.80%2.00%$0.00$0.10$0.20$0.30$0.40$0.50$0.6020242025
Dividends
Dividend Yield
PeriodTTM20252024
Dividend$0.56$0.56$0.14

Dividend yield

1.85%1.97%0.61%

Monthly Dividends

The table displays the monthly dividend distributions for 3EDGE Dynamic International Equity ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.00$0.00$0.00
2025$0.00$0.00$0.00$0.00$0.00$0.21$0.00$0.00$0.00$0.00$0.00$0.35$0.56
2024$0.14$0.14

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 3EDGE Dynamic International Equity 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 3EDGE Dynamic International Equity ETF was 14.52%, occurring on Apr 8, 2025. Recovery took 17 trading sessions.

The current 3EDGE Dynamic International Equity ETF drawdown is 4.16%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-14.52%Oct 7, 2024126Apr 8, 202517May 2, 2025143
-12.84%Feb 26, 202622Mar 27, 2026
-4.8%Nov 13, 20256Nov 20, 202513Dec 10, 202519
-3.9%Jul 24, 20257Aug 1, 20257Aug 12, 202514
-3.71%Oct 7, 20254Oct 10, 20256Oct 20, 202510

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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