Swan Hedged Equity US Large Cap ETF (HEGD)

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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.

Swan Hedged Equity US Large Cap ETF (HEGD) has returned -2.02% so far this year and 13.19% over the past 12 months.

Based on dividend-adjusted daily data since Dec 23, 2020, HEGD's average daily return is +0.03%, while the average monthly return is +0.70%. At this rate, your investment would double in approximately 8.3 years.

Historically, 63% of months were positive and 38% were negative. The best month was Nov 2023 with a return of +5.7%, while the worst month was Apr 2022 at -5.6%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 3 months.

On a daily basis, HEGD closed higher 53% of trading days. The best single day was Nov 10, 2022 with a return of +3.6%, while the worst single day was Apr 26, 2022 at -2.2%.

Swan Hedged Equity US Large Cap ETF has an annualized alpha of 2.52%, beta of 0.49, and R² of 0.78 versus S&P 500 Index. Calculated based on daily prices since December 24, 2020.

• This ETF participated in 58.46% of S&P 500 Index downside but only 56.37% of its upside — more exposed to losses than it benefited from rallies.
• This ETF generated an annualized alpha of 2.52% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
• Beta of 0.49 indicates this ETF moves significantly less than S&P 500 Index — a genuinely defensive profile with reduced participation in both market rallies and downturns.

HEGD has an expense ratio of 0.88%, placing it in the medium range.

HEGD ranks 86 for risk / return — in the top 86% 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.

The table below present risk-adjusted performance metrics for Swan Hedged Equity US Large Cap ETF (HEGD) and compare them to a chosen benchmark (S&P 500 Index).

Swan Hedged Equity US Large Cap ETF provided a 0.37% dividend yield over the last twelve months, with an annual payout of $0.09 per share.

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.

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.

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 3.44%.

The chart below shows the rolling one-month volatility.