- Inception Date
- May 2, 2025
- Region
- North America (U.S.)
- Category
- Derivative Income
- Leveraged
- 1x (No leverage)
- Index Tracked
- No Index (Active)
- Domicile
- United States
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Large-Cap
- Asset Class Style
- Blend
- Assets Under Management
- $201M
Highlights
- Avg. Volume (1M)
- 7K
- Avg. Volume Value (1M)
- $235.33K
Share Price Chart
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Performance
LDRX Performance Chart
SGI Enhanced Market Leaders ETF (LDRX) is up 12.2% since the beginning of the year. LDRX is currently trading at $37 per share.
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Returns By Period
SGI Enhanced Market Leaders ETF (LDRX) has returned 12.19% so far this year and 24.27% over the past 12 months.
SGI Enhanced Market Leaders ETF
- 1D
- 1.91%
- 1M
- 4.15%
- 6M
- 12.54%
- YTD
- 12.19%
- 1Y
- 24.27%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 29.95%
Benchmark (S&P 500 Index)
- 1D
- -0.17%
- 1M
- 2.47%
- 6M
- 12.22%
- YTD
- 12.83%
- 1Y
- 22.61%
- 3Y*
- 19.93%
- 5Y*
- 11.73%
- 10Y*
- 13.47%
- ALL TIME*
- 8.14%
LDRX Monthly Returns History
Based on dividend-adjusted daily data since May 5, 2025, LDRX's average daily return is +0.11%, while the average monthly return is +2.14%. At this rate, an investment would double in approximately 2.7 years.
Historically, 69% of months were positive and 31% were negative. The best month was Apr 2026 with a return of +11.7%, while the worst month was Mar 2026 at -4.4%. The longest winning streak lasted 6 consecutive months, and the longest losing streak was 2 months.
On a daily basis, LDRX closed higher 55% of trading days. The best single day was Mar 31, 2026 with a return of +3.2%, while the worst single day was Jun 5, 2026 at -2.9%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 0.14% | -2.53% | -4.40% | 11.71% | 6.29% | -2.89% | 0.79% | 3.46% | 12.19% | ||||
| 2025 | 3.53% | 5.72% | 2.01% | 1.77% | 4.95% | 4.10% | -0.32% | -0.09% | 23.63% |
Benchmark Metrics
SGI Enhanced Market Leaders ETF has an annualized alpha of 1.41%, beta of 1.01, and R2 of 0.91 versus S&P 500 Index. Calculated based on daily prices since May 05, 2025.
- This ETF participated in 123.86% of S&P 500 Index downside but only 112.75% of its upside - more exposed to losses than it benefited from rallies.
- With beta of 1.01 and R2 of 0.91, 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
- 1.41%
- Beta
- 1.01
- R²
- 0.91
- Upside Capture
- 112.75%
- Downside Capture
- 123.86%
Expense Ratio
LDRX has an expense ratio of 0.59%, placing it in the medium range.
Return for Risk
Risk / Return Rank
LDRX ranks 64 for risk / return — above 64% of ETFs peers on PortfoliosLab. Its historical combined result is above most peers.
Risk / Return Metrics
The table below present risk-adjusted performance metrics for SGI Enhanced Market Leaders ETF (LDRX) 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.
| LDRX | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | 0.00 | ||
| Sortino ratioReturn per unit of downside risk | +0.05 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.32 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 2.30 | 2.50 | -0.20 |
| Martin ratioReturn relative to average drawdown | 8.73 | 10.58 | -1.86 |
Dividends
Dividend History
SGI Enhanced Market Leaders ETF provided a 1.07% dividend yield over the last twelve months, with an annual payout of $0.39 per share.
| Period | TTM | 2025 |
|---|---|---|
| Dividend | $0.39 | $0.39 |
Dividend yield | 1.07% | 1.19% |
Monthly Dividends
The table displays the monthly dividend distributions for SGI Enhanced Market Leaders 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 | $0.04 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.08 | ||||
| 2025 | $0.08 | $0.00 | $0.00 | $0.08 | $0.00 | $0.00 | $0.24 | $0.39 |
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 SGI Enhanced Market Leaders 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 SGI Enhanced Market Leaders ETF was 10.62%, occurring on Mar 30, 2026. Recovery took 11 trading sessions.
Drawdown | Fall | Recovery | Underwater | Related event |
|---|---|---|---|---|
-10.62%Mar 2026 | 5mo 1d | 16d | 5mo 17dOct 2025 - Apr 2026 | — |
-5.44%Jun 2026 | 23d | 1mo 10d | 2mo 3dJun 2026 - Aug 2026 | — |
-2.89%Aug 2025 | 4d | 12d | 16dJul 2025 - Aug 2025 | — |
-2.36%May 2025 | 4d | 11d | 15dMay 2025 - Jun 2025 | 2025 selloff2025 |
-2.35%Oct 2025 | 17d | 10d | 27dSep 2025 - Oct 2025 | — |
Drawdown Indicators
| LDRX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -10.62% | -56.78% | +46.16% |
Max Drawdown (1Y)Largest decline over 1 year | -10.62% | -9.10% | -1.52% |
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% | -0.17% | +0.17% |
Average DrawdownAverage peak-to-trough decline | -1.63% | -10.69% | +9.06% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.79% | 2.14% | +0.65% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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