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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Efficient Market Portfolio Plus ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
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Returns By Period
Efficient Market Portfolio Plus ETF (EMPB) has returned 1.31% so far this year and 16.63% over the past 12 months.
Efficient Market Portfolio Plus ETF
- 1D
- 2.72%
- 1M
- -1.38%
- YTD
- 1.31%
- 6M
- -0.11%
- 1Y
- 16.63%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- 2.91%
- 1M
- -5.09%
- YTD
- -4.63%
- 6M
- -2.39%
- 1Y
- 16.33%
- 3Y*
- 16.69%
- 5Y*
- 10.18%
- 10Y*
- 12.16%
Monthly Returns
Based on dividend-adjusted daily data since Dec 12, 2024, EMPB's average daily return is +0.05%, while the average monthly return is +1.02%. At this rate, your investment would double in approximately 5.7 years.
Historically, 75% of months were positive and 25% were negative. The best month was May 2025 with a return of +4.9%, while the worst month was Mar 2025 at -2.0%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 2 months.
On a daily basis, EMPB closed higher 54% of trading days. The best single day was Apr 9, 2025 with a return of +3.3%, while the worst single day was Jan 27, 2025 at -2.7%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 0.34% | 2.38% | -1.38% | 1.31% | |||||||||
| 2025 | 1.77% | 0.02% | -2.00% | 2.52% | 4.87% | 4.11% | 1.01% | 1.77% | 1.48% | 0.99% | -1.52% | -0.86% | 14.84% |
| 2024 | 0.89% | 0.89% |
Benchmark Metrics
Efficient Market Portfolio Plus ETF has an annualized alpha of 10.08%, beta of 0.48, and R² of 0.50 versus S&P 500 Index. Calculated based on daily prices since December 13, 2024.
- This ETF captured 54.85% of S&P 500 Index gains and tended to rise during its downturns (downside capture of -10.04%) — a profile typical of hedging or uncorrelated assets.
- This ETF generated an annualized alpha of 10.08% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
- Beta of 0.48 indicates this ETF moves significantly less than S&P 500 Index — a genuinely defensive profile with reduced participation in both market rallies and downturns.
- Alpha
- 10.08%
- Beta
- 0.48
- R²
- 0.50
- Upside Capture
- 54.85%
- Downside Capture
- -10.04%
Expense Ratio
EMPB has a high expense ratio of 1.82%, indicating above-average management fees.
Return for Risk
Risk / Return Rank
EMPB ranks 76 for risk / return — better than 76% 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 Efficient Market Portfolio Plus ETF (EMPB) and compare them to a chosen benchmark (S&P 500 Index).
| EMPB | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.37 | 0.90 | +0.47 |
Sortino ratioReturn per unit of downside risk | 2.03 | 1.39 | +0.65 |
Omega ratioGain probability vs. loss probability | 1.26 | 1.21 | +0.04 |
Calmar ratioReturn relative to maximum drawdown | 2.76 | 1.40 | +1.36 |
Martin ratioReturn relative to average drawdown | 8.07 | 6.61 | +1.46 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Explore EMPB risk-adjusted metrics in detail
Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.
Dividends
Dividend History
Efficient Market Portfolio Plus ETF provided a 0.87% dividend yield over the last twelve months, with an annual payout of $0.25 per share.
| Period | TTM | 2025 | 2024 |
|---|---|---|---|
| Dividend | $0.25 | $0.25 | $0.07 |
Dividend yield | 0.87% | 0.88% | 0.28% |
Monthly Dividends
The table displays the monthly dividend distributions for Efficient Market Portfolio Plus 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 | |||||||||
| 2025 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.25 | $0.25 |
| 2024 | $0.07 | $0.07 |
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 Efficient Market Portfolio Plus 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 Efficient Market Portfolio Plus ETF was 7.55%, occurring on Apr 8, 2025. Recovery took 23 trading sessions.
The current Efficient Market Portfolio Plus ETF drawdown is 2.99%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -7.55% | Feb 20, 2025 | 34 | Apr 8, 2025 | 23 | May 12, 2025 | 57 |
| -5.98% | Oct 7, 2025 | 69 | Jan 14, 2026 | 18 | Feb 10, 2026 | 87 |
| -5.56% | Feb 26, 2026 | 23 | Mar 30, 2026 | — | — | — |
| -4.08% | Jan 7, 2025 | 5 | Jan 14, 2025 | 5 | Jan 22, 2025 | 10 |
| -2.65% | Jan 27, 2025 | 1 | Jan 27, 2025 | 7 | Feb 5, 2025 | 8 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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