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Inception Date
Mar 28, 2025
Region
North America (U.S.)
Leveraged
1x (No leverage)
Index Tracked
No Index (Active)
Domicile
United States
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Mid-Cap
Asset Class Style
Value

Share Price Chart


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Performance

HWSM Performance Chart

Hotchkis & Wiley SMID Cap Diversified Value ETF (HWSM) is up 10.7% since the beginning of the year. HWSM is currently trading at $30 per share.


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S&P 500 Index

Returns By Period

Hotchkis & Wiley SMID Cap Diversified Value ETF (HWSM) has returned 10.72% so far this year and 24.34% over the past 12 months.


Hotchkis & Wiley SMID Cap Diversified Value ETF

1D
0.11%
1M
2.13%
YTD
10.72%
6M
8.98%
1Y
24.34%
3Y*
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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

HWSM Monthly Returns History

Based on dividend-adjusted daily data since Mar 31, 2025, HWSM's average daily return is +0.08%, while the average monthly return is +1.46%. At this rate, an investment would double in approximately 4.0 years.

Historically, 75% of months were positive and 25% were negative. The best month was Apr 2026 with a return of +6.2%, while the worst month was Apr 2025 at -6.6%. The longest winning streak lasted 4 consecutive months, and the longest losing streak was 2 months.

On a daily basis, HWSM closed higher 51% of trading days. The best single day was Apr 9, 2025 with a return of +8.8%, while the worst single day was Apr 3, 2025 at -7.1%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20263.90%2.14%-5.10%6.24%1.69%1.75%10.72%
20251.24%-6.57%4.57%3.92%1.72%6.04%-0.53%-1.50%2.51%1.40%12.92%

Benchmark Metrics

Hotchkis & Wiley SMID Cap Diversified Value ETF has an annualized alpha of -3.53%, beta of 0.94, and R2 of 0.66 versus S&P 500 Index. Calculated based on daily prices since March 31, 2025.

  • This ETF participated in 82.86% of S&P 500 Index downside but only 73.91% of its upside - more exposed to losses than it benefited from rallies.
  • This ETF had an annualized alpha of -3.53% versus S&P 500 Index - delivering less than market exposure alone would predict.
  • With beta of 0.94 and R2 of 0.66, 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
-3.53%
Beta
0.94
0.66
Upside Capture
73.91%
Downside Capture
82.86%

Expense Ratio

HWSM has an expense ratio of 0.55%, placing it in the medium range.


Return for Risk

Risk / Return Rank

HWSM ranks 48 for risk / return — on par with similar ETFs. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.


HWSM Risk / Return Rank: 4848
Overall Rank
HWSM Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
HWSM Sortino Ratio Rank: 4949
Sortino Ratio Rank
HWSM Omega Ratio Rank: 4444
Omega Ratio Rank
HWSM Calmar Ratio Rank: 5050
Calmar Ratio Rank
HWSM Martin Ratio Rank: 4949
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 Hotchkis & Wiley SMID Cap Diversified Value ETF (HWSM) 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.


HWSMBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.46

Sortino ratioReturn per unit of downside risk

-0.41

Omega ratioGain probability vs. loss probability

1.28

1.37

-0.09

Calmar ratioReturn relative to maximum drawdown

2.39

2.78

-0.40

Martin ratioReturn relative to average drawdown

8.00

12.44

-4.44

Dividends

Dividend History

Hotchkis & Wiley SMID Cap Diversified Value ETF provided a 1.20% dividend yield over the last twelve months, with an annual payout of $0.36 per share.


1.33%$0.00$0.10$0.20$0.30$0.402025
Dividends
Dividend Yield
PeriodTTM2025
Dividend$0.36$0.36

Dividend yield

1.20%1.33%

Monthly Dividends

The table displays the monthly dividend distributions for Hotchkis & Wiley SMID Cap Diversified Value ETF. 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$0.00$0.00$0.00
2025$0.36$0.36

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 Hotchkis & Wiley SMID Cap Diversified 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 Hotchkis & Wiley SMID Cap Diversified Value ETF was 15.67%, occurring on Apr 8, 2025. Recovery took 55 trading sessions.

The current Hotchkis & Wiley SMID Cap Diversified Value ETF drawdown is 1.94%.


Related event

Drawdown

Fall

Recovery

Underwater

2025 selloff2025
-15.67%Apr 2025
5d2mo 20d
2mo 25dApr 2025 - Jun 2025
2026 correction2026
-10.23%Mar 2026
25d2mo 7d
3mo 2dFeb 2026 - May 2026
2025 pullback2025
-6.82%Nov 2025
2mo 9d20d
2mo 29dSep 2025 - Dec 2025
2025 pullback2025
-4.61%Aug 2025
8d12d
20dJul 2025 - Aug 2025
2025 pullback2025
-3.07%Jul 2025
4d8d
12dJul 2025 - Jul 2025

Drawdown Indicators


HWSMBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-15.67%

-56.78%

+41.11%

Max Drawdown (1Y)

Largest decline over 1 year

-10.23%

-9.10%

-1.13%

Max Drawdown (3Y)

Largest decline over 3 years

-18.90%

Max Drawdown (5Y)

Largest decline over 5 years

-25.43%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-1.94%

-1.80%

-0.14%

Average Drawdown

Average peak-to-trough decline

-2.68%

-10.71%

+8.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.05%

2.03%

+1.02%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

Build a portfolio with HWSM

Add Hotchkis & Wiley SMID Cap Diversified Value ETF to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Analyzer with HWSM