- CUSIP
- 26923N470
- Issuer
- Brookmont
- Inception Date
- Mar 31, 2025
- Category
- Nontraditional Bonds
- Leveraged
- 1x (No leverage)
- Index Tracked
- No Index (Active)
- Distribution Policy
- Distributing
- Asset Class
- Bond
- Assets Under Management
- $16M
Share Price Chart
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Performance
ILS Performance Chart
Brookmont Catastrophic Bond ETF (ILS) is up 2.2% since the beginning of the year. ILS is currently trading at $20 per share.
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Returns By Period
Brookmont Catastrophic Bond ETF (ILS) has returned 2.17% so far this year and 7.46% over the past 12 months.
Brookmont Catastrophic Bond ETF
- 1D
- 0.15%
- 1M
- 1.16%
- YTD
- 2.17%
- 6M
- 2.46%
- 1Y
- 7.46%
- 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%
ILS Monthly Returns History
Based on dividend-adjusted daily data since Apr 1, 2025, ILS's average daily return is +0.02%, while the average monthly return is +0.38%. At this rate, an investment would double in approximately 15.2 years.
Historically, 87% of months were positive and 13% were negative. The best month was Sep 2025 with a return of +2.3%, while the worst month was Apr 2025 at -2.4%. The longest winning streak lasted 12 consecutive months, and the longest losing streak was 1 months.
On a daily basis, ILS closed higher 50% of trading days. The best single day was May 30, 2025 with a return of +1.3%, while the worst single day was Apr 1, 2025 at -2.0%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 0.39% | 0.39% | 0.27% | 0.35% | 0.00% | 0.76% | 2.17% | ||||||
| 2025 | -2.37% | 1.86% | -0.91% | 0.88% | 0.71% | 2.34% | 0.05% | 0.64% | 0.36% | 3.54% |
Benchmark Metrics
Brookmont Catastrophic Bond ETF has an annualized alpha of 5.13%, beta of -0.01, and R2 of 0.00 versus S&P 500 Index. Calculated based on daily prices since April 01, 2025.
- This ETF participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (13.96%) than losses (8.33%) - typical of diversified or defensive assets.
- Beta of -0.01 may look defensive, but with R2 of 0.00 this ETF is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this ETF's risk.
- R2 of 0.00 means this ETF moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.
- Alpha
- 5.13%
- Beta
- -0.01
- R²
- 0.00
- Upside Capture
- 13.96%
- Downside Capture
- 8.33%
Expense Ratio
ILS has a high expense ratio of 1.58%, indicating above-average management fees.
Return for Risk
Risk / Return Rank
ILS ranks 95 for risk / return — in the top 95% 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.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Brookmont Catastrophic Bond ETF (ILS) 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.
| ILS | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.88 | ||
| Sortino ratioReturn per unit of downside risk | +2.03 | ||
| Omega ratioGain probability vs. loss probability | 1.65 | 1.37 | +0.28 |
| Calmar ratioReturn relative to maximum drawdown | 13.55 | 2.78 | +10.76 |
| Martin ratioReturn relative to average drawdown | 49.81 | 12.44 | +37.37 |
Dividends
Dividend History
Brookmont Catastrophic Bond ETF provided a 8.06% dividend yield over the last twelve months, with an annual payout of $1.61 per share.
| Period | TTM | 2025 |
|---|---|---|
| Dividend | $1.61 | $1.21 |
Dividend yield | 8.06% | 6.06% |
Monthly Dividends
The table displays the monthly dividend distributions for Brookmont Catastrophic Bond 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.40 | $0.00 | $0.00 | $0.00 | $0.40 | ||||||
| 2025 | $0.40 | $0.00 | $0.00 | $0.40 | $0.00 | $0.00 | $0.41 | $1.21 |
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 Brookmont Catastrophic Bond 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 Brookmont Catastrophic Bond ETF was 2.46%, occurring on May 13, 2025. Recovery took 66 trading sessions.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
2025 selloff2025 | -2.46%May 2025 | 1mo 12d | 3mo 7d | 4mo 19dApr 2025 - Aug 2025 |
2026 pullback2026 | -0.55%May 2026 | 8d | 10d | 18dMay 2026 - Jun 2026 |
2026 pullback2026 | -0.53%Jan 2026 | 0s | 1d | 1dJan 2026 - Jan 2026 |
2025 pullback2025 | -0.44%Sep 2025 | 0s | 5d | 5dSep 2025 - Sep 2025 |
2025 pullback2025 | -0.40%Oct 2025 | 9d | 4d | 13dOct 2025 - Oct 2025 |
Drawdown Indicators
| ILS | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -2.46% | -56.78% | +54.32% |
Max Drawdown (1Y)Largest decline over 1 year | -0.55% | -9.10% | +8.55% |
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 DrawdownCurrent decline from peak | 0.00% | -1.80% | +1.80% |
Average DrawdownAverage peak-to-trough decline | -0.54% | -10.71% | +10.17% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.15% | 2.03% | -1.88% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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