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Issuer
Themes
Inception Date
Dec 12, 2023
Leveraged
1x (No leverage)
Index Tracked
Solactive US Cash Flow Champions Index
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Value
Assets Under Management
$2M

Share Price Chart


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Performance

LGCF Performance Chart

Themes US Cash Flow Champions ETF (LGCF) is up 4.8% since the beginning of the year. LGCF is currently trading at $36 per share.


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S&P 500 Index

Returns By Period

Themes US Cash Flow Champions ETF (LGCF) has returned 4.82% so far this year and 16.43% over the past 12 months.


Themes US Cash Flow Champions ETF

1D
0.21%
1M
0.05%
YTD
4.82%
6M
3.86%
1Y
16.43%
3Y*
5Y*
10Y*

Benchmark (S&P 500 Index)

1D
-1.44%
1M
-1.45%
YTD
7.60%
6M
6.59%
1Y
22.24%
3Y*
19.20%
5Y*
11.54%
10Y*
13.71%
*Multi-year figures are annualized to reflect compound growth (CAGR)

LGCF Monthly Returns History

Based on dividend-adjusted daily data since Dec 13, 2023, LGCF's average daily return is +0.07%, while the average monthly return is +1.30%. At this rate, an investment would double in approximately 4.5 years.

Historically, 71% of months were positive and 29% were negative. The best month was Mar 2024 with a return of +6.7%, while the worst month was Dec 2024 at -5.4%. The longest winning streak lasted 4 consecutive months, and the longest losing streak was 2 months.

On a daily basis, LGCF closed higher 54% of trading days. The best single day was Apr 9, 2025 with a return of +7.1%, while the worst single day was Apr 4, 2025 at -7.4%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20261.23%0.31%-0.21%2.68%-0.29%1.03%4.82%
20254.43%1.98%-2.30%-4.69%3.04%3.52%-0.09%5.46%1.44%-1.67%2.20%1.85%15.71%
20241.69%3.10%6.73%-4.50%1.60%0.50%5.42%2.07%-0.36%0.21%6.06%-5.36%17.65%
20233.29%3.29%

Benchmark Metrics

Themes US Cash Flow Champions ETF has an annualized alpha of 2.93%, beta of 0.70, and R2 of 0.52 versus S&P 500 Index. Calculated based on daily prices since December 13, 2023.

  • This ETF participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (67.42%) than losses (52.32%) - typical of diversified or defensive assets.
  • This ETF generated an annualized alpha of 2.93% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.

Alpha
2.93%
Beta
0.70
0.52
Upside Capture
67.42%
Downside Capture
52.32%

Expense Ratio

LGCF has an expense ratio of 0.29%, placing it in the medium range.


Return for Risk

Risk / Return Rank

LGCF ranks 47 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.


LGCF Risk / Return Rank: 4747
Overall Rank
LGCF Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
LGCF Sortino Ratio Rank: 3838
Sortino Ratio Rank
LGCF Omega Ratio Rank: 3939
Omega Ratio Rank
LGCF Calmar Ratio Rank: 6464
Calmar Ratio Rank
LGCF Martin Ratio Rank: 5454
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 Themes US Cash Flow Champions ETF (LGCF) 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.


LGCFBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.50

Sortino ratioReturn per unit of downside risk

-0.62

Omega ratioGain probability vs. loss probability

1.24

1.32

-0.08

Calmar ratioReturn relative to maximum drawdown

2.87

2.46

+0.41

Martin ratioReturn relative to average drawdown

8.60

10.92

-2.32

Dividends

Dividend History

Themes US Cash Flow Champions ETF provided a 1.75% dividend yield over the last twelve months, with an annual payout of $0.63 per share.


1.20%1.30%1.40%1.50%1.60%1.70%1.80%$0.00$0.10$0.20$0.30$0.40$0.50$0.6020242025
Dividends
Dividend Yield
PeriodTTM20252024
Dividend$0.63$0.63$0.36

Dividend yield

1.75%1.84%1.19%

Monthly Dividends

The table displays the monthly dividend distributions for Themes US Cash Flow Champions 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$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.63$0.63
2024$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 Themes US Cash Flow Champions 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 Themes US Cash Flow Champions ETF was 16.67%, occurring on Apr 8, 2025. Recovery took 59 trading sessions.

The current Themes US Cash Flow Champions ETF drawdown is 0.75%.


Related event

Drawdown

Fall

Recovery

Underwater

2025 selloff2025
-16.67%Apr 2025
1mo 17d2mo 26d
4mo 13dFeb 2025 - Jul 2025
2024 pullback2024
-7.34%Dec 2024
17d1mo 9d
1mo 26dDec 2024 - Jan 2025
2024 pullback2024
-6.11%Aug 2024
5d18d
23dJul 2024 - Aug 2024
2026 pullback2026
-5.75%Feb 2026
10d2mo 9d
2mo 19dFeb 2026 - Apr 2026
2024 pullback2024
-5.20%May 2024
1mo 28d1mo 18d
3mo 16dApr 2024 - Jul 2024

Drawdown Indicators


LGCFBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-16.67%

-56.78%

+40.11%

Max Drawdown (1Y)

Largest decline over 1 year

-5.75%

-9.10%

+3.35%

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

-0.75%

-3.21%

+2.46%

Average Drawdown

Average peak-to-trough decline

-2.20%

-10.71%

+8.51%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.91%

2.04%

-0.13%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

Build a portfolio with LGCF

Add Themes US Cash Flow Champions 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 LGCF