Parametric Hedged Equity ETF (PHEQ)

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

Parametric Hedged Equity ETF (PHEQ) returned -2.13% year-to-date (YTD) and 7.19% over the past 12 months.

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

The current rank of PHEQ is 68, indicating average performance compared to other ETFs on our website. Here’s a breakdown of how it compares using common performance measures.

The charts below present risk-adjusted performance metrics for Parametric Hedged Equity ETF (PHEQ) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

Parametric Hedged Equity ETF Sharpe ratios as of May 10, 2025 (values are recalculated daily):

• 1-Year: 0.63
• All Time: 1.32

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

The chart below shows the rolling Sharpe ratio of Parametric Hedged Equity ETF compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time. For deeper analysis or to customize the calculation, use the Sharpe ratio tool.

Parametric Hedged Equity ETF provided a 1.48% dividend yield over the last twelve months, with an annual payout of $0.43 per share.

The table displays the monthly dividend distributions for Parametric Hedged Equity ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.

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.

The table below displays the maximum drawdowns of the Parametric Hedged Equity 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 Hedged Equity ETF was 12.55%, occurring on Apr 8, 2025. The portfolio has not yet recovered.

The current Parametric Hedged Equity ETF drawdown is 5.33%.

The current Parametric Hedged Equity ETF volatility is 4.14%, 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.