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Swan Hedged Equity US Large Cap ETF (HEGD)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

US53656F5998

CUSIP

53656F599

Issuer

Swan Global Investments

Inception Date

Dec 22, 2020

Region

North America (U.S.)

Leveraged

1x

Index Tracked

No Index (Active)

Asset Class

Equity

Asset Class Size

Large-Cap

Expense Ratio

HEGD features an expense ratio of 0.87%, falling within the medium range.


Expense ratio chart for HEGD: current value at 0.87% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.87%

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Popular comparisons:
HEGD vs. OCTZ HEGD vs. IHG HEGD vs. SPY HEGD vs. JEPI HEGD vs. VOO HEGD vs. HEQT HEGD vs. SGOL HEGD vs. VNQ HEGD vs. VTI HEGD vs. VSIAX
Popular comparisons:
HEGD vs. OCTZ HEGD vs. IHG HEGD vs. SPY HEGD vs. JEPI HEGD vs. VOO HEGD vs. HEQT HEGD vs. SGOL HEGD vs. VNQ HEGD vs. VTI HEGD vs. VSIAX

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Swan Hedged Equity US Large Cap ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
10.98%
13.89%
HEGD (Swan Hedged Equity US Large Cap ETF)
Benchmark (^GSPC)

Returns By Period

Swan Hedged Equity US Large Cap ETF had a return of 17.01% year-to-date (YTD) and 21.90% in the last 12 months.


HEGD

YTD

17.01%

1M

2.10%

6M

10.98%

1Y

21.90%

5Y (annualized)

N/A

10Y (annualized)

N/A

^GSPC (Benchmark)

YTD

25.76%

1M

3.01%

6M

13.89%

1Y

31.70%

5Y (annualized)

13.85%

10Y (annualized)

11.26%

Monthly Returns

The table below presents the monthly returns of HEGD, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20240.74%3.13%2.22%-3.09%2.74%3.05%0.89%1.91%1.78%-0.81%17.01%
20232.53%-1.93%1.94%1.17%0.34%3.61%1.86%-0.16%-3.75%-1.41%5.71%3.79%14.16%
2022-3.69%-2.08%1.63%-5.56%-0.34%-3.18%3.07%-1.87%-2.39%4.23%2.79%-3.93%-11.25%
20210.49%1.22%1.30%3.74%-0.12%1.55%1.92%2.14%-3.08%4.82%-0.42%2.74%17.31%
20200.99%0.99%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of HEGD is 83, placing it in the top 17% of ETFs on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of HEGD is 8383
Overall Rank
The Sharpe Ratio Rank of HEGD is 8080
Sharpe Ratio Rank
The Sortino Ratio Rank of HEGD is 8282
Sortino Ratio Rank
The Omega Ratio Rank of HEGD is 7979
Omega Ratio Rank
The Calmar Ratio Rank of HEGD is 9090
Calmar Ratio Rank
The Martin Ratio Rank of HEGD is 8484
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Swan Hedged Equity US Large Cap ETF (HEGD) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for HEGD, currently valued at 2.61, compared to the broader market-2.000.002.004.002.612.59
The chart of Sortino ratio for HEGD, currently valued at 3.75, compared to the broader market-2.000.002.004.006.008.0010.003.753.45
The chart of Omega ratio for HEGD, currently valued at 1.48, compared to the broader market0.501.001.502.002.503.001.481.48
The chart of Calmar ratio for HEGD, currently valued at 4.78, compared to the broader market0.005.0010.0015.004.783.74
The chart of Martin ratio for HEGD, currently valued at 17.93, compared to the broader market0.0020.0040.0060.0080.00100.0017.9316.58
HEGD
^GSPC

The current Swan Hedged Equity US Large Cap ETF Sharpe ratio is 2.61. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Swan Hedged Equity US Large Cap ETF with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio1.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
2.61
2.59
HEGD (Swan Hedged Equity US Large Cap ETF)
Benchmark (^GSPC)

Dividends

Dividend History

Swan Hedged Equity US Large Cap ETF provided a 0.33% dividend yield over the last twelve months, with an annual payout of $0.08 per share.


0.30%0.40%0.50%0.60%0.70%0.80%0.90%$0.00$0.05$0.10$0.15202120222023
Dividends
Dividend Yield
PeriodTTM202320222021
Dividend$0.08$0.08$0.15$0.06

Dividend yield

0.33%0.39%0.87%0.31%

Monthly Dividends

The table displays the monthly dividend distributions for Swan Hedged Equity US Large Cap ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
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
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.08$0.08
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.15$0.15
2021$0.06$0.06

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.


-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-0.04%
-0.38%
HEGD (Swan Hedged Equity US Large Cap ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Swan Hedged Equity US Large Cap 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 Swan Hedged Equity US Large Cap ETF was 14.56%, occurring on Oct 12, 2022. Recovery took 297 trading sessions.

The current Swan Hedged Equity US Large Cap ETF drawdown is 0.04%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-14.56%Dec 30, 2021198Oct 12, 2022297Dec 18, 2023495
-4.58%Jul 11, 202420Aug 7, 202410Aug 21, 202430
-3.57%Apr 1, 202415Apr 19, 202418May 15, 202433
-3.54%Sep 7, 202118Sep 30, 202118Oct 26, 202136
-3.28%Feb 18, 202111Mar 4, 202121Apr 5, 202132

Volatility

Volatility Chart

The current Swan Hedged Equity US Large Cap ETF volatility is 2.71%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%6.00%JuneJulyAugustSeptemberOctoberNovember
2.71%
4.03%
HEGD (Swan Hedged Equity US Large Cap ETF)
Benchmark (^GSPC)
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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