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abrdn U.S. Sustainable Leaders Fund (GXXIX)
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Fund Info

ISIN
US0030213757
CUSIP
003021375
Issuer
Aberdeen
Inception Date
Jun 30, 2000
Min. Investment
$1,000,000
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Growth

Share Price Chart


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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in abrdn U.S. Sustainable Leaders Fund, 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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S&P 500 Index

Returns By Period

abrdn U.S. Sustainable Leaders Fund (GXXIX) has returned -10.06% so far this year and 0.30% over the past 12 months. Looking at the last ten years, GXXIX has achieved an annualized return of 13.01%, outperforming the S&P 500 Index benchmark, which averaged 12.16% per year.


abrdn U.S. Sustainable Leaders Fund

1D
-0.24%
1M
-7.99%
YTD
-10.06%
6M
-10.18%
1Y
0.30%
3Y*
4.65%
5Y*
8.96%
10Y*
13.01%

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Oct 12, 2011, GXXIX's average daily return is +0.06%, while the average monthly return is +1.12%. At this rate, your investment would double in approximately 5.2 years.

Historically, 65% of months were positive and 35% were negative. The best month was Dec 2021 with a return of +49.2%, while the worst month was Mar 2020 at -11.4%. The longest winning streak lasted 9 consecutive months, and the longest losing streak was 5 months.

On a daily basis, GXXIX closed higher 51% of trading days. The best single day was Dec 22, 2021 with a return of +47.2%, while the worst single day was Mar 16, 2020 at -11.8%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-0.14%-2.10%-7.99%-10.06%
20252.20%-3.59%-5.51%0.71%4.46%2.40%1.90%0.29%1.43%0.92%-0.28%-0.77%3.82%
20242.75%5.66%1.49%-5.36%2.02%0.53%-0.68%1.67%1.05%-1.11%5.32%-3.13%10.11%
20236.87%-2.52%-0.80%1.35%-1.42%7.01%1.60%-1.99%-5.06%-3.47%9.02%4.78%15.19%
2022-10.67%-2.66%1.48%-8.62%-0.67%-8.82%10.05%-6.17%-10.72%6.56%6.82%-4.15%-26.55%
2021-1.89%0.60%4.10%6.04%-0.84%2.36%4.66%3.21%-3.72%7.32%-1.48%49.15%81.37%

Benchmark Metrics

abrdn U.S. Sustainable Leaders Fund has an annualized alpha of 1.12%, beta of 0.99, and R² of 0.62 versus S&P 500 Index. Calculated based on daily prices since October 13, 2011.

  • With beta of 0.99 and R² of 0.62, this fund moves broadly in line with S&P 500 Index — much of its variation is explained by market exposure rather than independent behavior.

Alpha
1.12%
Beta
0.99
0.62
Upside Capture
104.27%
Downside Capture
103.37%

Expense Ratio

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


Return for Risk

Risk / Return Rank

GXXIX ranks 5 for risk / return — in the bottom 5% of mutual funds on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.


GXXIX Risk / Return Rank: 55
Overall Rank
GXXIX Sharpe Ratio Rank: 55
Sharpe Ratio Rank
GXXIX Sortino Ratio Rank: 55
Sortino Ratio Rank
GXXIX Omega Ratio Rank: 55
Omega Ratio Rank
GXXIX Calmar Ratio Rank: 55
Calmar Ratio Rank
GXXIX Martin Ratio Rank: 55
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 abrdn U.S. Sustainable Leaders Fund (GXXIX) and compare them to a chosen benchmark (S&P 500 Index).


GXXIXBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

0.05

0.90

-0.85

Sortino ratio

Return per unit of downside risk

0.19

1.39

-1.20

Omega ratio

Gain probability vs. loss probability

1.03

1.21

-0.19

Calmar ratio

Return relative to maximum drawdown

-0.08

1.40

-1.48

Martin ratio

Return relative to average drawdown

-0.31

6.61

-6.91

Explore GXXIX risk-adjusted metrics in detail

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

Dividends

Dividend History

abrdn U.S. Sustainable Leaders Fund provided a 2.55% dividend yield over the last twelve months, with an annual payout of $0.32 per share.


0.00%10.00%20.00%30.00%40.00%50.00%60.00%$0.00$2.00$4.00$6.00$8.0020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$0.32$0.32$0.00$0.04$0.04$8.74$2.16$1.33$1.41$1.33$1.47$0.71

Dividend yield

2.55%2.30%0.00%0.28%0.39%59.39%14.10%9.76%12.93%10.11%12.20%5.82%

Monthly Dividends

The table displays the monthly dividend distributions for abrdn U.S. Sustainable Leaders Fund. 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
2025$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.32$0.32
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.04$0.04
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.04$0.04
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$8.74$8.74

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 abrdn U.S. Sustainable Leaders Fund. 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 abrdn U.S. Sustainable Leaders Fund was 33.65%, occurring on Oct 14, 2022. The portfolio has not yet recovered.

The current abrdn U.S. Sustainable Leaders Fund drawdown is 13.31%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-33.65%Dec 30, 2021200Oct 14, 2022
-32.53%Feb 20, 202023Mar 23, 202082Jul 20, 2020105
-20.5%Sep 24, 201864Dec 24, 201875Apr 12, 2019139
-15.81%Jun 24, 2015161Feb 11, 2016110Jul 20, 2016271
-11.51%Apr 3, 201242Jun 1, 201272Sep 13, 2012114

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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