Share Price Chart
Loading graphics...
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Performance
PEPS Performance Chart
Parametric Equity Plus ETF (PEPS) is up 1.6% since the beginning of the year. PEPS is currently trading at $30 per share.
Loading graphics...
Returns By Period
Parametric Equity Plus ETF (PEPS) has returned 1.57% so far this year and 33.99% over the past 12 months.
Parametric Equity Plus ETF
- 1D
- 0.42%
- 1M
- 3.39%
- YTD
- 1.57%
- 6M
- 5.21%
- 1Y
- 33.99%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- 0.80%
- 1M
- 4.83%
- YTD
- 2.59%
- 6M
- 5.27%
- 1Y
- 30.14%
- 3Y*
- 19.29%
- 5Y*
- 10.91%
- 10Y*
- 12.94%
PEPS Monthly Returns History
Based on dividend-adjusted daily data since Nov 8, 2024, PEPS's average daily return is +0.06%, while the average monthly return is +1.10%. At this rate, an investment would double in approximately 5.3 years.
Historically, 61% of months were positive and 39% were negative. The best month was Apr 2026 with a return of +6.5%, while the worst month was Mar 2025 at -6.7%. The longest winning streak lasted 6 consecutive months, and the longest losing streak was 3 months.
On a daily basis, PEPS closed higher 59% of trading days. The best single day was Apr 9, 2025 with a return of +9.6%, while the worst single day was Apr 4, 2025 at -6.8%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 1.79% | -0.89% | -5.42% | 6.45% | 1.57% | ||||||||
| 2025 | 3.22% | -1.29% | -6.74% | -0.86% | 6.10% | 5.41% | 2.98% | 2.72% | 4.24% | 3.55% | -0.27% | 0.30% | 20.32% |
| 2024 | 1.10% | -2.53% | -1.45% |
Benchmark Metrics
Parametric Equity Plus ETF has an annualized alpha of 1.32%, beta of 1.07, and R² of 0.98 versus S&P 500 Index. Calculated based on daily prices since November 11, 2024.
- This ETF captured 114.30% of S&P 500 Index gains and 105.41% of its losses — amplifying both gains and losses, but participating more in upside than downside.
- With beta of 1.07 and R² of 0.98, 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
- 1.32%
- Beta
- 1.07
- R²
- 0.98
- Upside Capture
- 114.30%
- Downside Capture
- 105.41%
Expense Ratio
PEPS has an expense ratio of 0.10%, which is considered low.
Return for Risk
Risk / Return Rank
PEPS ranks 67 for risk / return — better than 67% of ETFs on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Parametric Equity Plus ETF (PEPS) and compare them to a chosen benchmark (S&P 500 Index).
| PEPS | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.40 | 2.30 | +0.11 |
Sortino ratioReturn per unit of downside risk | 3.18 | 3.18 | 0.00 |
Omega ratioGain probability vs. loss probability | 1.45 | 1.43 | +0.02 |
Calmar ratioReturn relative to maximum drawdown | 3.63 | 3.40 | +0.22 |
Martin ratioReturn relative to average drawdown | 16.69 | 15.35 | +1.33 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Explore PEPS risk-adjusted metrics in detail
Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.
Dividends
Dividend History
Parametric Equity Plus ETF provided a 0.96% dividend yield over the last twelve months, with an annual payout of $0.29 per share.
| Period | TTM | 2025 | 2024 |
|---|---|---|---|
| Dividend | $0.29 | $0.29 | $0.04 |
Dividend yield | 0.96% | 1.00% | 0.17% |
Monthly Dividends
The table displays the monthly dividend distributions for Parametric Equity Plus 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 | $0.06 | $0.00 | $0.06 | ||||||||
| 2025 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $0.10 | $0.29 |
| 2024 | $0.04 | $0.04 |
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.
Loading graphics...
Worst Drawdowns
The table below displays the maximum drawdowns of the Parametric Equity Plus 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 Parametric Equity Plus ETF was 21.26%, occurring on Apr 8, 2025. Recovery took 59 trading sessions.
The current Parametric Equity Plus ETF drawdown is 0.94%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -21.26% | Feb 20, 2025 | 34 | Apr 8, 2025 | 59 | Jul 3, 2025 | 93 |
| -9.8% | Feb 3, 2026 | 39 | Mar 30, 2026 | — | — | — |
| -5.37% | Nov 13, 2025 | 6 | Nov 20, 2025 | 13 | Dec 10, 2025 | 19 |
| -4.66% | Dec 9, 2024 | 22 | Jan 10, 2025 | 18 | Feb 6, 2025 | 40 |
| -3.41% | Oct 9, 2025 | 2 | Oct 10, 2025 | 7 | Oct 21, 2025 | 9 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
Loading graphics...
Build a portfolio with PEPS
Add Parametric Equity Plus 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 PEPS