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ClearBridge Large Cap Growth ESG ETF (LRGE)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINUS5246822002
CUSIP524682200
IssuerFranklin Templeton
Inception DateMay 22, 2017
RegionNorth America (U.S.)
CategoryLarge Cap Growth Equities, Actively Managed
Leveraged1x
Index TrackedNo Index (Active)
Home Pagewww.leggmason.com
Asset ClassEquity

Asset Class Size

Large-Cap

Asset Class Style

Growth

Expense Ratio

LRGE features an expense ratio of 0.59%, falling within the medium range.


Expense ratio chart for LRGE: current value at 0.59% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.59%

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: LRGE vs. QQQ, LRGE vs. NVDA, LRGE vs. NULG, LRGE vs. BCD, LRGE vs. HUM, LRGE vs. FNGU, LRGE vs. SCHG, LRGE vs. DGRW, LRGE vs. MOAT, LRGE vs. XLK

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in ClearBridge Large Cap Growth ESG ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


100.00%120.00%140.00%160.00%180.00%200.00%220.00%MayJuneJulyAugustSeptemberOctober
215.25%
142.84%
LRGE (ClearBridge Large Cap Growth ESG ETF)
Benchmark (^GSPC)

Returns By Period

ClearBridge Large Cap Growth ESG ETF had a return of 25.68% year-to-date (YTD) and 44.65% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date25.68%22.95%
1 month4.97%4.39%
6 months18.99%18.07%
1 year44.65%37.09%
5 years (annualized)17.25%14.48%
10 years (annualized)N/A11.71%

Monthly Returns

The table below presents the monthly returns of LRGE, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20243.72%7.46%0.86%-5.26%4.56%5.05%-0.42%3.22%1.76%25.68%
202310.04%-0.93%7.14%1.22%4.75%7.42%2.55%-1.13%-5.84%-0.56%11.31%4.12%46.36%
2022-8.93%-6.10%3.52%-13.24%-3.68%-7.23%11.00%-4.51%-10.30%6.56%4.49%-5.65%-31.45%
2021-1.96%-0.30%3.27%6.24%0.07%4.05%2.19%3.54%-4.54%7.41%0.05%1.42%22.93%
20200.79%-8.70%-7.41%13.86%7.27%3.09%6.36%9.85%-3.89%-4.37%11.32%2.85%31.89%
20197.16%5.99%1.85%6.70%-7.34%6.36%2.25%-2.98%0.68%2.23%4.92%2.36%33.38%
20186.74%-2.96%-3.78%2.17%4.63%0.67%4.25%3.32%0.72%-7.91%1.74%-8.57%-0.34%
2017-0.47%3.29%0.75%2.51%1.79%4.58%2.64%16.00%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of LRGE is 82, placing it in the top 18% of ETFs on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of LRGE is 8282
Combined Rank
The Sharpe Ratio Rank of LRGE is 8686Sharpe Ratio Rank
The Sortino Ratio Rank of LRGE is 8282Sortino Ratio Rank
The Omega Ratio Rank of LRGE is 8181Omega Ratio Rank
The Calmar Ratio Rank of LRGE is 7474Calmar Ratio Rank
The Martin Ratio Rank of LRGE is 8585Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for ClearBridge Large Cap Growth ESG ETF (LRGE) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


LRGE
Sharpe ratio
The chart of Sharpe ratio for LRGE, currently valued at 3.03, compared to the broader market-2.000.002.004.006.003.03
Sortino ratio
The chart of Sortino ratio for LRGE, currently valued at 3.97, compared to the broader market0.005.0010.003.97
Omega ratio
The chart of Omega ratio for LRGE, currently valued at 1.54, compared to the broader market1.001.502.002.503.001.54
Calmar ratio
The chart of Calmar ratio for LRGE, currently valued at 2.50, compared to the broader market0.005.0010.0015.002.50
Martin ratio
The chart of Martin ratio for LRGE, currently valued at 19.70, compared to the broader market0.0020.0040.0060.0080.00100.0019.70
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.89, compared to the broader market-2.000.002.004.006.002.89
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.84, compared to the broader market0.005.0010.003.84
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.53, compared to the broader market1.001.502.002.503.001.53
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 2.54, compared to the broader market0.005.0010.0015.002.54
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 18.73, compared to the broader market0.0020.0040.0060.0080.00100.0018.73

Sharpe Ratio

The current ClearBridge Large Cap Growth ESG ETF Sharpe ratio is 3.03. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of ClearBridge Large Cap Growth ESG ETF with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio1.502.002.503.00MayJuneJulyAugustSeptemberOctober
3.03
2.89
LRGE (ClearBridge Large Cap Growth ESG ETF)
Benchmark (^GSPC)

Dividends

Dividend History

ClearBridge Large Cap Growth ESG ETF granted a 0.09% dividend yield in the last twelve months. The annual payout for that period amounted to $0.06 per share.


$0.00$0.20$0.40$0.60$0.802023202220212020201920182017
PeriodTTM2023202220212020201920182017
Dividend$0.06$0.06$0.82$0.73$0.18$0.14$0.61$0.11

Dividend yield

0.09%0.11%2.01%1.20%0.37%0.37%2.14%0.37%

Monthly Dividends

The table displays the monthly dividend distributions for ClearBridge Large Cap Growth ESG ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$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$0.06$0.06
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.82$0.82
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.73$0.73
2020$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.18$0.18
2019$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.14$0.14
2018$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.61$0.61
2017$0.11$0.11

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.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%MayJuneJulyAugustSeptemberOctober00
LRGE (ClearBridge Large Cap Growth ESG ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the ClearBridge Large Cap Growth ESG 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 ClearBridge Large Cap Growth ESG ETF was 37.03%, occurring on Oct 14, 2022. Recovery took 316 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-37.03%Nov 22, 2021226Oct 14, 2022316Jan 19, 2024542
-29.31%Feb 20, 202023Mar 23, 202070Jul 1, 202093
-19.19%Oct 2, 201845Dec 24, 201853Mar 21, 201998
-10.2%Sep 3, 202014Sep 23, 202038Nov 16, 202052
-9.43%Jul 17, 202414Aug 5, 202412Aug 21, 202426

Volatility

Volatility Chart

The current ClearBridge Large Cap Growth ESG ETF volatility is 3.36%, 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.


2.00%3.00%4.00%5.00%6.00%7.00%MayJuneJulyAugustSeptemberOctober
3.36%
2.56%
LRGE (ClearBridge Large Cap Growth ESG ETF)
Benchmark (^GSPC)