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ISIN
US7467296072
Issuer
Putnam
Inception Date
Jan 19, 2023
Leveraged
1x (No leverage)
Index Tracked
No Index (Active)
Distribution Policy
Distributing
Asset Class
Bond
Assets Under Management
$7M

Share Price Chart


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Performance

PCRB Performance Chart

Putnam ESG Core Bond ETF - (PCRB) is down 0.5% since the beginning of the year. PCRB is currently trading at $46 per share.


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S&P 500 Index

Returns By Period

Putnam ESG Core Bond ETF - (PCRB) has returned -0.48% so far this year and 3.52% over the past 12 months.


Putnam ESG Core Bond ETF -

1D
0.21%
1M
0.05%
YTD
-0.48%
6M
-0.46%
1Y
3.52%
3Y*
4.11%
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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PCRB Monthly Returns History

Based on dividend-adjusted daily data since Jan 20, 2023, PCRB's average daily return is +0.01%, while the average monthly return is +0.27%. At this rate, an investment would double in approximately 21.4 years.

Historically, 55% of months were positive and 45% were negative. The best month was Nov 2023 with a return of +4.5%, while the worst month was Sep 2023 at -2.6%. The longest winning streak lasted 5 consecutive months, and the longest losing streak was 6 months.

On a daily basis, PCRB closed higher 52% of trading days. The best single day was Dec 13, 2023 with a return of +1.2%, while the worst single day was Apr 10, 2024 at -1.1%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20260.14%1.75%-1.54%-0.19%-0.05%-0.56%-0.48%
20250.27%2.43%0.07%0.36%-0.66%1.64%-0.28%1.21%1.06%0.56%0.64%-0.25%7.21%
2024-0.39%-1.21%1.18%-2.44%1.77%0.95%2.37%1.52%1.25%-2.53%1.19%-1.61%1.91%
20230.11%-2.49%2.26%0.43%-1.08%-0.47%-0.10%-0.42%-2.60%-1.30%4.50%3.80%2.40%

Benchmark Metrics

Putnam ESG Core Bond ETF - has an annualized alpha of 2.40%, beta of 0.05, and R2 of 0.02 versus S&P 500 Index. Calculated based on daily prices since January 20, 2023.

  • This ETF participated in 34.68% of S&P 500 Index downside but only 18.52% of its upside - more exposed to losses than it benefited from rallies.
  • Beta of 0.05 may look defensive, but with R2 of 0.02 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 0.02 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
2.40%
Beta
0.05
0.02
Upside Capture
18.52%
Downside Capture
34.68%

Expense Ratio

PCRB has an expense ratio of 0.35%, placing it in the medium range.


Return for Risk

Risk / Return Rank

PCRB ranks 32 for risk / return — below 32% of ETFs on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.


PCRB Risk / Return Rank: 3232
Overall Rank
PCRB Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
PCRB Sortino Ratio Rank: 3535
Sortino Ratio Rank
PCRB Omega Ratio Rank: 3131
Omega Ratio Rank
PCRB Calmar Ratio Rank: 3030
Calmar Ratio Rank
PCRB Martin Ratio Rank: 3232
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 Putnam ESG Core Bond ETF - (PCRB) 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.


PCRBBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.86

Sortino ratioReturn per unit of downside risk

-0.97

Omega ratioGain probability vs. loss probability

1.20

1.37

-0.16

Calmar ratioReturn relative to maximum drawdown

1.44

2.78

-1.34

Martin ratioReturn relative to average drawdown

4.47

12.44

-7.97

Dividends

Dividend History

Putnam ESG Core Bond ETF - provided a 9.81% dividend yield over the last twelve months, with an annual payout of $4.50 per share. The fund has been increasing its distributions for 2 consecutive years.


3.60%3.80%4.00%4.20%4.40%$0.00$0.50$1.00$1.50$2.00202320242025
Dividends
Dividend Yield
PeriodTTM202520242023
Dividend$4.50$2.12$2.10$1.80

Dividend yield

9.81%4.30%4.38%3.65%

Monthly Dividends

The table displays the monthly dividend distributions for Putnam ESG Core Bond ETF -. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.28$2.52$0.20$0.24$0.00$3.24
2025$0.17$0.17$0.17$0.17$0.17$0.18$0.17$0.19$0.16$0.20$0.17$0.20$2.12
2024$0.17$0.17$0.17$0.17$0.17$0.17$0.17$0.17$0.17$0.17$0.17$0.20$2.10
2023$0.15$0.15$0.15$0.15$0.16$0.16$0.16$0.17$0.17$0.37$1.80

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 Putnam ESG Core 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 Putnam ESG Core Bond ETF - was 7.20%, occurring on Oct 19, 2023. Recovery took 38 trading sessions.

The current Putnam ESG Core Bond ETF - drawdown is 2.34%.


Related event

Drawdown

Fall

Recovery

Underwater

2023 pullback2023
-7.20%Oct 2023
8mo 18d1mo 25d
10mo 13dFeb 2023 - Dec 2023
2025 pullback2025
-4.73%Jan 2025
3mo 28d5mo 14d
9mo 12dSep 2024 - Jun 2025
2024 pullback2024
-3.48%Apr 2024
2mo 14d1mo 29d
4mo 13dFeb 2024 - Jun 2024
2026 pullback2026
-3.02%May 2026
2mo 18d
3mo 23dMar 2026 - now
2024 pullback2024
-1.95%Jan 2024
27d8d
1mo 5dDec 2023 - Feb 2024

Drawdown Indicators


PCRBBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-7.20%

-56.78%

+49.58%

Max Drawdown (1Y)

Largest decline over 1 year

-3.02%

-9.10%

+6.08%

Max Drawdown (3Y)

Largest decline over 3 years

-5.85%

-18.90%

+13.05%

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

-2.34%

-1.80%

-0.54%

Average Drawdown

Average peak-to-trough decline

-1.65%

-10.71%

+9.06%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.97%

2.03%

-1.06%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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