Swan Hedged Equity US Large Cap ETF (HEGD)
HEGD is an actively managed ETF by Swan Global Investments. HEGD launched on Dec 22, 2020 and has a 0.87% expense ratio.
ETF Info
| ISIN | US53656F5998 |
|---|---|
| CUSIP | 53656F599 |
| Issuer | Swan Global Investments |
| Inception Date | Dec 22, 2020 |
| Region | North America (U.S.) |
| Category | Large Cap Blend Equities, Actively Managed |
| 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.
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
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.
Returns By Period
Swan Hedged Equity US Large Cap ETF had a return of 16.65% year-to-date (YTD) and 23.03% in the last 12 months.
| Period | Return | Benchmark |
|---|---|---|
| Year-To-Date | 16.65% | 25.48% |
| 1 month | 0.71% | 2.14% |
| 6 months | 9.47% | 12.76% |
| 1 year | 23.03% | 33.14% |
| 5 years (annualized) | N/A | 13.96% |
| 10 years (annualized) | N/A | 11.39% |
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.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 0.74% | 3.13% | 2.22% | -3.09% | 2.74% | 3.05% | 0.89% | 1.91% | 1.78% | -0.81% | 16.65% | ||
| 2023 | 2.53% | -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% |
| 2021 | 0.49% | 1.22% | 1.30% | 3.74% | -0.12% | 1.55% | 1.92% | 2.14% | -3.08% | 4.82% | -0.42% | 2.74% | 17.31% |
| 2020 | 0.99% | 0.99% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current risk-adjusted rank of HEGD is 88, placing it in the top 12% of ETFs on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.
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.
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.
| Period | TTM | 2023 | 2022 | 2021 |
|---|---|---|---|---|
| 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.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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.
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 0.18%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -14.56% | Dec 30, 2021 | 198 | Oct 12, 2022 | 297 | Dec 18, 2023 | 495 |
| -4.58% | Jul 11, 2024 | 20 | Aug 7, 2024 | 10 | Aug 21, 2024 | 30 |
| -3.57% | Apr 1, 2024 | 15 | Apr 19, 2024 | 18 | May 15, 2024 | 33 |
| -3.54% | Sep 7, 2021 | 18 | Sep 30, 2021 | 18 | Oct 26, 2021 | 36 |
| -3.28% | Feb 18, 2021 | 11 | Mar 4, 2021 | 21 | Apr 5, 2021 | 32 |
Volatility
Volatility Chart
The current Swan Hedged Equity US Large Cap ETF volatility is 2.51%, 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.