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NETLease Corporate Real Estate ETF (NETL)
Performance
Return for Risk
Dividends
Drawdowns
Volatility

ETF Info

ISIN
US26922A2481
CUSIP
26922A248
Inception Date
Mar 22, 2019
Region
North America (U.S.)
Category
REIT
Leveraged
1x (No leverage)
Index Tracked
Fundamental Income Net Lease Real Estate Index
Distribution Policy
Distributing
Asset Class
Real Estate
Asset Class Size
Multi-Cap
Asset Class Style
Blend

Share Price Chart


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Performance

Performance Chart

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


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S&P 500 Index

Returns By Period

NETLease Corporate Real Estate ETF (NETL) has returned 5.36% so far this year and 3.68% over the past 12 months.


NETLease Corporate Real Estate ETF

1D
0.63%
1M
-7.51%
YTD
5.36%
6M
2.83%
1Y
3.68%
3Y*
4.52%
5Y*
2.35%
10Y*

Benchmark (S&P 500 Index)

1D
2.91%
1M
-5.09%
YTD
-4.63%
6M
-2.39%
1Y
16.33%
3Y*
16.69%
5Y*
10.18%
10Y*
12.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Mar 22, 2019, NETL's average daily return is +0.03%, while the average monthly return is +0.56%. At this rate, your investment would double in approximately 10.3 years.

Historically, 56% of months were positive and 44% were negative. The best month was Nov 2020 with a return of +14.9%, while the worst month was Mar 2020 at -27.9%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 4 months.

On a daily basis, NETL closed higher 53% of trading days. The best single day was Mar 24, 2020 with a return of +12.7%, while the worst single day was Mar 16, 2020 at -22.4%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20265.60%7.88%-7.51%5.36%
20250.96%6.52%0.22%-3.62%1.13%1.28%-2.50%5.88%-1.06%-2.55%1.78%-1.60%6.05%
2024-5.64%-3.15%5.34%-4.41%2.97%1.30%10.36%4.18%2.26%-5.69%1.46%-8.39%-1.08%
20237.37%-4.29%-3.26%-2.01%-2.79%2.73%1.60%-2.48%-9.13%-2.56%10.74%8.66%2.69%
2022-7.69%-1.86%3.02%-6.06%-0.98%-4.68%9.43%-7.33%-10.04%8.27%4.83%-2.16%-16.16%
2021-3.46%7.64%2.11%8.67%-0.42%1.64%6.19%1.71%-7.75%6.79%-4.40%7.29%27.36%

Benchmark Metrics

NETLease Corporate Real Estate ETF has an annualized alpha of -4.18%, beta of 0.87, and R² of 0.44 versus S&P 500 Index. Calculated based on daily prices since March 25, 2019.

  • This ETF participated in 105.26% of S&P 500 Index downside but only 74.47% of its upside — more exposed to losses than it benefited from rallies.
  • R² of 0.44 means the benchmark explains less than half of this ETF's behavior — treat beta with caution or consider switching to a more representative benchmark.

Alpha
-4.18%
Beta
0.87
0.44
Upside Capture
74.47%
Downside Capture
105.26%

Expense Ratio

NETL has an expense ratio of 0.60%, placing it in the medium range.


Return for Risk

Risk / Return Rank

NETL ranks 18 for risk / return — in the bottom 18% of ETFs on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.


NETL Risk / Return Rank: 1818
Overall Rank
NETL Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
NETL Sortino Ratio Rank: 1616
Sortino Ratio Rank
NETL Omega Ratio Rank: 1616
Omega Ratio Rank
NETL Calmar Ratio Rank: 2020
Calmar Ratio Rank
NETL Martin Ratio Rank: 2222
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 NETLease Corporate Real Estate ETF (NETL) and compare them to a chosen benchmark (S&P 500 Index).


NETLBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

0.23

0.90

-0.66

Sortino ratio

Return per unit of downside risk

0.43

1.39

-0.96

Omega ratio

Gain probability vs. loss probability

1.05

1.21

-0.16

Calmar ratio

Return relative to maximum drawdown

0.40

1.40

-0.99

Martin ratio

Return relative to average drawdown

1.43

6.61

-5.18

Explore NETL risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

Dividends

Dividend History

NETLease Corporate Real Estate ETF provided a 4.98% dividend yield over the last twelve months, with an annual payout of $1.23 per share. The fund has been increasing its distributions for 3 consecutive years.


2.50%3.00%3.50%4.00%4.50%5.00%$0.00$0.20$0.40$0.60$0.80$1.00$1.202019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM2025202420232022202120202019
Dividend$1.23$1.22$1.20$1.14$1.14$1.28$1.04$0.69

Dividend yield

4.98%5.12%5.08%4.57%4.47%4.03%3.98%2.52%

Monthly Dividends

The table displays the monthly dividend distributions for NETLease Corporate Real Estate ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.11$0.11$0.11$0.32
2025$0.10$0.10$0.10$0.10$0.10$0.10$0.10$0.10$0.10$0.11$0.11$0.11$1.22
2024$0.10$0.10$0.10$0.10$0.10$0.10$0.10$0.10$0.10$0.10$0.10$0.10$1.20
2023$0.10$0.10$0.10$0.10$0.10$0.10$0.10$0.10$0.10$0.10$0.10$0.10$1.14
2022$0.10$0.10$0.10$0.10$0.10$0.10$0.10$0.10$0.10$0.10$0.10$0.10$1.14
2021$0.00$0.00$0.10$0.09$0.09$0.09$0.09$0.09$0.09$0.09$0.09$0.46$1.28

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 NETLease Corporate Real Estate 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 NETLease Corporate Real Estate ETF was 51.48%, occurring on Mar 18, 2020. Recovery took 271 trading sessions.

The current NETLease Corporate Real Estate ETF drawdown is 7.97%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-51.48%Feb 24, 202018Mar 18, 2020271Apr 15, 2021289
-30.74%Sep 7, 2021540Oct 27, 2023576Feb 17, 20261116
-9.16%Mar 3, 202619Mar 27, 2026
-6.37%Nov 1, 201932Dec 17, 201922Jan 21, 202054
-5.9%Jun 21, 20194Jun 26, 201945Aug 29, 201949

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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