- ISIN
- US6649257085
- CUSIP
- 664925708
- Issuer
- KKM Financial
- Inception Date
- Jun 11, 2014
- Region
- North America (U.S.)
- Category
- Large Cap Blend Equities
- Leveraged
- 1x (No leverage)
- Index Tracked
- Essential 40 Stock Index
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Large-Cap
- Asset Class Style
- Blend
- Assets Under Management
- $181M
Share Price Chart
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Performance
ESN Performance Chart
Essential 40 Stock ETF (ESN) is up 14.0% since the beginning of the year. ESN is currently trading at $20 per share.
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Returns By Period
Essential 40 Stock ETF (ESN) has returned 14.03% so far this year and 26.37% over the past 12 months.
Essential 40 Stock ETF
- 1D
- -0.05%
- 1M
- -0.37%
- YTD
- 14.03%
- 6M
- 13.86%
- 1Y
- 26.37%
- 3Y*
- —
- 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%
ESN Monthly Returns History
Based on dividend-adjusted daily data since Oct 21, 2024, ESN's average daily return is +0.06%, while the average monthly return is +1.25%. At this rate, an investment would double in approximately 4.6 years.
Historically, 62% of months were positive and 38% were negative. The best month was Apr 2026 with a return of +7.2%, while the worst month was Dec 2024 at -5.2%. The longest winning streak lasted 4 consecutive months, and the longest losing streak was 2 months.
On a daily basis, ESN closed higher 55% of trading days. The best single day was Apr 9, 2025 with a return of +7.1%, while the worst single day was Apr 4, 2025 at -5.7%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 4.04% | 2.83% | -4.60% | 7.18% | 5.40% | -1.09% | 14.03% | ||||||
| 2025 | 4.09% | 2.20% | -2.97% | -1.93% | 3.13% | 3.37% | -0.29% | 3.68% | 2.89% | 0.36% | 1.40% | -0.24% | 16.52% |
| 2024 | -3.19% | 5.16% | -5.24% | -3.53% |
Benchmark Metrics
Essential 40 Stock ETF has an annualized alpha of 4.92%, beta of 0.69, and R2 of 0.77 versus S&P 500 Index. Calculated based on daily prices since October 21, 2024.
- This ETF participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (84.74%) than losses (72.84%) - typical of diversified or defensive assets.
- This ETF generated an annualized alpha of 4.92% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
- Beta of 0.69 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
- 4.92%
- Beta
- 0.69
- R²
- 0.77
- Upside Capture
- 84.74%
- Downside Capture
- 72.84%
Expense Ratio
ESN has an expense ratio of 0.70%, placing it in the medium range.
Return for Risk
Risk / Return Rank
ESN ranks 83 for risk / return — in the top 83% of ETFs on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Essential 40 Stock ETF (ESN) 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.
| ESN | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.62 | ||
| Sortino ratioReturn per unit of downside risk | +0.89 | ||
| Omega ratioGain probability vs. loss probability | 1.45 | 1.37 | +0.09 |
| Calmar ratioReturn relative to maximum drawdown | 4.12 | 2.78 | +1.34 |
| Martin ratioReturn relative to average drawdown | 16.22 | 12.44 | +3.78 |
Dividends
Dividend History
Essential 40 Stock ETF provided a 0.80% dividend yield over the last twelve months, with an annual payout of $0.16 per share.
| Period | TTM | 2025 | 2024 |
|---|---|---|---|
| Dividend | $0.16 | $0.16 | $0.11 |
Dividend yield | 0.80% | 0.91% | 0.76% |
Monthly Dividends
The table displays the monthly dividend distributions for Essential 40 Stock 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 | $0.16 | $0.16 |
| 2024 | $0.11 | $0.11 |
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 Essential 40 Stock 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 Essential 40 Stock ETF was 13.60%, occurring on Apr 8, 2025. Recovery took 55 trading sessions.
The current Essential 40 Stock ETF drawdown is 1.61%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
2025 selloff2025 | -13.60%Apr 2025 | 1mo 17d | 2mo 20d | 4mo 7dFeb 2025 - Jun 2025 |
2026 pullback2026 | -6.42%Mar 2026 | 27d | 18d | 1mo 15dMar 2026 - Apr 2026 |
2025 pullback2025 | -5.60%Jan 2025 | 1mo 1d | 1mo 12d | 2mo 13dDec 2024 - Feb 2025 |
2025 pullback2025 | -4.90%Nov 2025 | 23d | 1mo 16d | 2mo 9dOct 2025 - Jan 2026 |
2024 pullback2024 | -3.41%Nov 2024 | 14d | 4d | 18dOct 2024 - Nov 2024 |
Drawdown Indicators
| ESN | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -13.60% | -56.78% | +43.18% |
Max Drawdown (1Y)Largest decline over 1 year | -6.42% | -9.10% | +2.68% |
Max Drawdown (3Y)Largest decline over 3 years | — | -18.90% | — |
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 | -1.61% | -1.80% | +0.19% |
Average DrawdownAverage peak-to-trough decline | -1.86% | -10.71% | +8.85% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.63% | 2.03% | -0.40% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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