- ISIN
- US8863645201
- Issuer
- Gotham
- Inception Date
- Jun 7, 2022
- Region
- North America (U.S.)
- Category
- Mid Cap Value Equities
- Leveraged
- 1x (No leverage)
- Index Tracked
- No Index (Active)
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Mid-Cap
- Asset Class Style
- Value
- Assets Under Management
- $204M
Share Price Chart
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Performance
GVLU Performance Chart
Gotham 1000 Value ETF (GVLU) is up 5.5% since the beginning of the year. GVLU is currently trading at $26 per share.
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Returns By Period
Gotham 1000 Value ETF (GVLU) has returned 5.48% so far this year and 17.15% over the past 12 months.
Gotham 1000 Value ETF
- 1D
- -0.22%
- 1M
- -1.36%
- YTD
- 5.48%
- 6M
- 4.01%
- 1Y
- 17.15%
- 3Y*
- 14.96%
- 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%
GVLU Monthly Returns History
Based on dividend-adjusted daily data since Jun 8, 2022, GVLU's average daily return is +0.04%, while the average monthly return is +0.93%. At this rate, an investment would double in approximately 6.2 years.
Historically, 51% of months were positive and 49% were negative. The best month was Oct 2022 with a return of +12.3%, while the worst month was Jun 2022 at -11.3%. The longest winning streak lasted 4 consecutive months, and the longest losing streak was 4 months.
On a daily basis, GVLU closed higher 52% of trading days. The best single day was Apr 9, 2025 with a return of +9.3%, while the worst single day was Apr 3, 2025 at -6.0%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 4.17% | 3.71% | -4.93% | 4.72% | -0.09% | -1.85% | 5.48% | ||||||
| 2025 | 3.20% | -2.44% | -2.93% | -3.51% | 5.28% | 2.81% | -0.28% | 5.49% | 0.63% | -1.85% | 4.02% | 0.84% | 11.24% |
| 2024 | -0.48% | 3.73% | 5.88% | -5.16% | 4.24% | -2.98% | 6.49% | 0.76% | 1.05% | -2.19% | 6.85% | -6.49% | 11.09% |
| 2023 | 8.52% | -2.51% | -4.83% | -0.32% | -3.97% | 9.55% | 5.95% | -1.85% | -2.80% | -4.12% | 7.44% | 7.36% | 18.02% |
| 2022 | -11.26% | 8.76% | -2.97% | -10.05% | 12.31% | 7.02% | -5.41% | -4.22% |
Benchmark Metrics
Gotham 1000 Value ETF has an annualized alpha of -2.51%, beta of 0.86, and R2 of 0.65 versus S&P 500 Index. Calculated based on daily prices since June 08, 2022.
- This ETF participated in 104.19% of S&P 500 Index downside but only 83.85% of its upside - more exposed to losses than it benefited from rallies.
- This ETF had an annualized alpha of -2.51% versus S&P 500 Index - delivering less than market exposure alone would predict.
- With beta of 0.86 and R2 of 0.65, this ETF moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.
- Alpha
- -2.51%
- Beta
- 0.86
- R²
- 0.65
- Upside Capture
- 83.85%
- Downside Capture
- 104.19%
Expense Ratio
GVLU has an expense ratio of 0.51%, placing it in the medium range.
Return for Risk
Risk / Return Rank
GVLU ranks 39 for risk / return — below 39% 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.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Gotham 1000 Value ETF (GVLU) 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.
| GVLU | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.75 | ||
| Sortino ratioReturn per unit of downside risk | -0.76 | ||
| Omega ratioGain probability vs. loss probability | 1.22 | 1.37 | -0.14 |
| Calmar ratioReturn relative to maximum drawdown | 2.12 | 2.78 | -0.67 |
| Martin ratioReturn relative to average drawdown | 6.78 | 12.44 | -5.66 |
Dividends
Dividend History
Gotham 1000 Value ETF provided a 6.10% dividend yield over the last twelve months, with an annual payout of $1.59 per share. The fund has been increasing its distributions for 3 consecutive years.
| Period | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
| Dividend | $1.59 | $1.59 | $0.68 | $0.35 | $0.18 |
Dividend yield | 6.10% | 6.44% | 2.88% | 1.62% | 0.98% |
Monthly Dividends
The table displays the monthly dividend distributions for Gotham 1000 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | $1.59 | $1.59 |
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.68 | $0.68 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.35 | $0.35 |
| 2022 | $0.18 | $0.18 |
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 Gotham 1000 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 Gotham 1000 Value ETF was 20.82%, occurring on Apr 8, 2025. Recovery took 94 trading sessions.
The current Gotham 1000 Value ETF drawdown is 2.91%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
2025 selloff2025 | -20.82%Apr 2025 | 4mo 13d | 4mo 16d | 8mo 29dNov 2024 - Aug 2025 |
Bear market2022 | -16.95%Sep 2022 | 1mo 10d | 1mo 28d | 3mo 8dAug 2022 - Nov 2022 |
2023 correction2023 | -13.73%Mar 2023 | 1mo 12d | 4mo 9d | 5mo 21dFeb 2023 - Jul 2023 |
Bear market2022 | -11.98%Jul 2022 | 1mo 6d | 1mo 3d | 2mo 9dJun 2022 - Aug 2022 |
2023 pullback2023 | -9.97%Oct 2023 | 2mo 27d | 1mo 5d | 4mo 2dAug 2023 - Dec 2023 |
Drawdown Indicators
| GVLU | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.82% | -56.78% | +35.96% |
Max Drawdown (1Y)Largest decline over 1 year | -8.14% | -9.10% | +0.96% |
Max Drawdown (3Y)Largest decline over 3 years | -20.82% | -18.90% | -1.92% |
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 | -2.91% | -1.80% | -1.11% |
Average DrawdownAverage peak-to-trough decline | -4.14% | -10.71% | +6.57% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.54% | 2.03% | +0.51% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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