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Putnam Sustainable Future ETF (PFUT)
Performance
Return for Risk
Dividends
Drawdowns
Volatility

ETF Info

ISIN
US7467292014
CUSIP
746729201
Inception Date
May 25, 2021
Region
North America (U.S.)
Leveraged
1x (No leverage)
Index Tracked
No Index (Active)
Distribution Policy
Accumulating
Asset Class
Equity

Share Price Chart


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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Putnam Sustainable Future 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

Putnam Sustainable Future ETF (PFUT) has returned -7.59% so far this year and 5.81% over the past 12 months.


Putnam Sustainable Future ETF

1D
2.92%
1M
-5.82%
YTD
-7.59%
6M
-9.75%
1Y
5.81%
3Y*
8.63%
5Y*
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 May 26, 2021, PFUT's average daily return is 0.00%, while the average monthly return is +0.04%. At this rate, your investment would double in approximately 144.4 years.

Historically, 54% of months were positive and 46% were negative. The best month was Nov 2023 with a return of +12.4%, while the worst month was Jan 2022 at -13.7%. The longest winning streak lasted 5 consecutive months, and the longest losing streak was 4 months.

On a daily basis, PFUT closed higher 51% of trading days. The best single day was Apr 9, 2025 with a return of +10.5%, while the worst single day was Apr 3, 2025 at -6.4%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-2.16%0.29%-5.82%-7.59%
20257.31%-9.10%-8.48%2.16%8.36%3.22%2.61%-1.53%1.55%-0.18%0.28%-2.44%2.22%
20242.18%6.12%3.03%-5.79%5.43%0.58%-0.00%1.23%2.19%-1.35%7.55%-7.25%13.60%
20237.72%-1.93%3.01%-2.66%2.75%6.52%2.96%-2.06%-5.39%-3.66%12.37%8.55%29.98%
2022-13.74%-2.44%1.37%-12.69%-3.61%-7.06%11.31%-3.03%-9.70%4.98%4.38%-6.81%-33.60%
20210.74%7.09%1.79%2.00%-5.04%5.93%-7.10%-3.86%0.62%

Benchmark Metrics

Putnam Sustainable Future ETF has an annualized alpha of -10.80%, beta of 1.16, and R² of 0.82 versus S&P 500 Index. Calculated based on daily prices since May 27, 2021.

  • This ETF participated in 130.78% of S&P 500 Index downside but only 87.30% of its upside — more exposed to losses than it benefited from rallies.
  • This ETF had an annualized alpha of -10.80% versus S&P 500 Index — delivering less than market exposure alone would predict.

Alpha
-10.80%
Beta
1.16
0.82
Upside Capture
87.30%
Downside Capture
130.78%

Expense Ratio

PFUT has an expense ratio of 0.64%, placing it in the medium range.


Return for Risk

Risk / Return Rank

PFUT ranks 19 for risk / return — in the bottom 19% 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.


PFUT Risk / Return Rank: 1919
Overall Rank
PFUT Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
PFUT Sortino Ratio Rank: 1919
Sortino Ratio Rank
PFUT Omega Ratio Rank: 1919
Omega Ratio Rank
PFUT Calmar Ratio Rank: 2020
Calmar Ratio Rank
PFUT Martin Ratio Rank: 2020
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 Sustainable Future ETF (PFUT) and compare them to a chosen benchmark (S&P 500 Index).


PFUTBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

0.26

0.90

-0.64

Sortino ratio

Return per unit of downside risk

0.54

1.39

-0.85

Omega ratio

Gain probability vs. loss probability

1.07

1.21

-0.14

Calmar ratio

Return relative to maximum drawdown

0.37

1.40

-1.03

Martin ratio

Return relative to average drawdown

1.11

6.61

-5.49

Explore PFUT risk-adjusted metrics in detail

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

Dividends

Dividend History

Putnam Sustainable Future ETF provided a 0.00% dividend yield over the last twelve months, with an annual payout of $0.00 per share.


0.00%0.01%0.01%0.02%0.02%0.03%0.03%$0.00$0.00$0.00$0.01$0.0120242025
Dividends
Dividend Yield
PeriodTTM20252024
Dividend$0.00$0.00$0.01

Dividend yield

0.00%0.00%0.03%

Monthly Dividends

The table displays the monthly dividend distributions for Putnam Sustainable Future 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
2025$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2024$0.01$0.01

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 Sustainable Future 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 Sustainable Future ETF was 44.86%, occurring on Oct 14, 2022. The portfolio has not yet recovered.

The current Putnam Sustainable Future ETF drawdown is 18.58%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-44.86%Nov 9, 2021235Oct 14, 2022
-8.53%Sep 7, 202120Oct 4, 202125Nov 8, 202145
-3.8%Jul 7, 20219Jul 19, 20214Jul 23, 202113
-2.99%Aug 10, 20218Aug 19, 20214Aug 25, 202112
-1.61%Jun 1, 20213Jun 3, 20213Jun 8, 20216

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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