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Issuer
ADRhedged
Inception Date
Jan 6, 2025
Region
Europe (Europe Developed)
Leveraged
1x (No leverage)
Index Tracked
GSK plc Local Shares Total Return
Domicile
United States
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Value
Assets Under Management
$702K

Share Price Chart


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Performance

GSKH Performance Chart

GSK plc ADRhedged ETF (GSKH) is up 7.8% since the beginning of the year. GSKH is currently trading at $73 per share.


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S&P 500 Index

Returns By Period

GSK plc ADRhedged ETF (GSKH) has returned 7.84% so far this year and 30.78% over the past 12 months.


GSK plc ADRhedged ETF

1D
1.34%
1M
4.57%
YTD
7.84%
6M
8.19%
1Y
30.78%
3Y*
5Y*
10Y*

Benchmark (S&P 500 Index)

1D
-2.64%
1M
0.25%
YTD
7.86%
6M
7.47%
1Y
24.32%
3Y*
19.90%
5Y*
11.79%
10Y*
13.33%
*Multi-year figures are annualized to reflect compound growth (CAGR)

GSKH Monthly Returns History

Based on dividend-adjusted daily data since Jan 7, 2025, GSKH's average daily return is +0.13%, while the average monthly return is +2.37%. At this rate, an investment would double in approximately 2.5 years.

Historically, 72% of months were positive and 28% were negative. The best month was Feb 2026 with a return of +16.7%, while the worst month was Jun 2025 at -8.2%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 3 months.

On a daily basis, GSKH closed higher 52% of trading days. The best single day was Feb 5, 2025 with a return of +8.1%, while the worst single day was Oct 24, 2025 at -5.3%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20263.73%16.74%-4.72%-7.53%-1.65%2.77%7.84%
20253.71%6.32%0.43%-0.23%3.00%-8.22%0.44%5.42%9.28%10.60%2.08%0.46%37.05%

Benchmark Metrics

GSK plc ADRhedged ETF has an annualized alpha of 32.60%, beta of 0.19, and R2 of 0.02 versus S&P 500 Index. Calculated based on daily prices since January 08, 2025.

  • This ETF captured 42.96% of S&P 500 Index gains and tended to rise during its downturns (downside capture of -164.10%) - a profile typical of hedging or uncorrelated assets.
  • Beta of 0.19 may look defensive, but with R2 of 0.02 this ETF is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this ETF's risk.
  • R2 of 0.02 means this ETF moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
32.60%
Beta
0.19
0.02
Upside Capture
42.96%
Downside Capture
-164.10%

Expense Ratio

GSKH has an expense ratio of 0.19%, which is considered low.


Return for Risk

Risk / Return Rank

GSKH ranks 36 for risk / return — below 36% of ETFs on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.


GSKH Risk / Return Rank: 3636
Overall Rank
GSKH Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
GSKH Sortino Ratio Rank: 3939
Sortino Ratio Rank
GSKH Omega Ratio Rank: 3838
Omega Ratio Rank
GSKH Calmar Ratio Rank: 3737
Calmar Ratio Rank
GSKH Martin Ratio Rank: 3030
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 GSK plc ADRhedged ETF (GSKH) and compare them to S&P 500 Index.


GSKHBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.83

Sortino ratioReturn per unit of downside risk

-0.89

Omega ratioGain probability vs. loss probability

1.23

1.36

-0.14

Calmar ratioReturn relative to maximum drawdown

1.67

2.69

-1.02

Martin ratioReturn relative to average drawdown

4.06

12.34

-8.29

Dividends

Dividend History

GSK plc ADRhedged ETF provided a 1.57% dividend yield over the last twelve months, with an annual payout of $1.15 per share.


1.15%$0.00$0.20$0.40$0.60$0.802025
Dividends
Dividend Yield
PeriodTTM2025
Dividend$1.15$0.79

Dividend yield

1.57%1.15%

Monthly Dividends

The table displays the monthly dividend distributions for GSK plc ADRhedged 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$0.36$0.00$0.00$0.00$0.36
2025$0.79$0.79

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 GSK plc ADRhedged 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 GSK plc ADRhedged ETF was 18.54%, occurring on May 11, 2026. The portfolio has not yet recovered.

The current GSK plc ADRhedged ETF drawdown is 13.28%.


Related event

Drawdown

Fall

Recovery

Underwater

2026 correction2026
-18.54%May 2026
2mo 21d
3mo 17dFeb 2026 - now
2025 selloff2025
-17.10%Apr 2025
1mo2mo 3d
3mo 3dMar 2025 - Jun 2025
2025 correction2025
-13.92%Jul 2025
1mo 8d2mo 11d
3mo 19dJun 2025 - Sep 2025
2026 pullback2026
-6.21%Jan 2026
5d13d
18dJan 2026 - Feb 2026
2025 pullback2025
-5.33%Oct 2025
0s5d
5dOct 2025 - Oct 2025

Drawdown Indicators


GSKHBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-18.54%

-56.78%

+38.24%

Max Drawdown (1Y)

Largest decline over 1 year

-18.54%

-9.10%

-9.44%

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 Drawdown

Current decline from peak

-13.28%

-2.97%

-10.31%

Average Drawdown

Average peak-to-trough decline

-5.65%

-10.72%

+5.07%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.61%

1.97%

+5.64%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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