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Putnam Panagora ESG International Equity ETF - (PP...
Performance
Return for Risk
Dividends
Drawdowns
Volatility

ETF Info

ISIN
US7467298706
Issuer
Putnam
Inception Date
Jan 19, 2023
Leveraged
1x (No leverage)
Index Tracked
No Index (Active)
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-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 Putnam Panagora ESG International 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.


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S&P 500 Index

Returns By Period

Putnam Panagora ESG International Equity ETF - (PPIE) has returned -1.27% so far this year and 21.12% over the past 12 months.


Putnam Panagora ESG International Equity ETF -

1D
3.12%
1M
-8.88%
YTD
-1.27%
6M
3.13%
1Y
21.12%
3Y*
15.68%
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 Jan 20, 2023, PPIE's average daily return is +0.06%, while the average monthly return is +1.19%. At this rate, your investment would double in approximately 4.9 years.

Historically, 72% of months were positive and 28% were negative. The best month was Nov 2023 with a return of +8.2%, while the worst month was Mar 2026 at -8.9%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 3 months.

On a daily basis, PPIE closed higher 55% of trading days. The best single day was Apr 9, 2025 with a return of +7.5%, while the worst single day was Apr 4, 2025 at -6.6%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20263.83%4.36%-8.88%-1.27%
20253.92%2.94%1.18%4.85%4.42%2.48%-2.01%3.76%2.95%1.49%0.40%2.52%32.77%
20240.02%1.83%4.33%-2.47%5.81%-1.40%3.23%3.85%0.28%-5.45%0.76%-2.78%7.67%
20230.60%-3.04%2.50%3.08%-3.05%3.75%1.95%-3.26%-3.57%-1.99%8.22%4.86%9.66%

Benchmark Metrics

Putnam Panagora ESG International Equity ETF - has an annualized alpha of 2.56%, beta of 0.73, and R² of 0.56 versus S&P 500 Index. Calculated based on daily prices since January 23, 2023.

  • This ETF participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (68.52%) than losses (53.52%) — typical of diversified or defensive assets.
  • This ETF generated an annualized alpha of 2.56% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.

Alpha
2.56%
Beta
0.73
0.56
Upside Capture
68.52%
Downside Capture
53.52%

Expense Ratio

PPIE has an expense ratio of 0.49%, placing it in the medium range.


Return for Risk

Risk / Return Rank

PPIE ranks 64 for risk / return — better than 64% 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.


PPIE Risk / Return Rank: 6464
Overall Rank
PPIE Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
PPIE Sortino Ratio Rank: 6565
Sortino Ratio Rank
PPIE Omega Ratio Rank: 6464
Omega Ratio Rank
PPIE Calmar Ratio Rank: 6363
Calmar Ratio Rank
PPIE Martin Ratio Rank: 6262
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 Panagora ESG International Equity ETF - (PPIE) and compare them to a chosen benchmark (S&P 500 Index).


PPIEBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

1.19

0.90

+0.30

Sortino ratio

Return per unit of downside risk

1.70

1.39

+0.32

Omega ratio

Gain probability vs. loss probability

1.25

1.21

+0.03

Calmar ratio

Return relative to maximum drawdown

1.67

1.40

+0.27

Martin ratio

Return relative to average drawdown

6.47

6.61

-0.13

Explore PPIE 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 Panagora ESG International Equity ETF - provided a 13.23% dividend yield over the last twelve months, with an annual payout of $3.39 per share. The fund has been increasing its distributions for 2 consecutive years.


3.00%4.00%5.00%6.00%7.00%8.00%$0.00$0.50$1.00$1.50$2.00202320242025
Dividends
Dividend Yield
PeriodTTM202520242023
Dividend$3.39$2.27$1.13$0.71

Dividend yield

13.23%8.40%5.12%3.30%

Monthly Dividends

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$1.12$0.00$1.12
2025$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$2.27$2.27
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.13$1.13
2023$0.71$0.71

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 Panagora ESG International 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 Putnam Panagora ESG International Equity ETF - was 13.55%, occurring on Apr 8, 2025. Recovery took 12 trading sessions.

The current Putnam Panagora ESG International Equity ETF - drawdown is 8.88%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-13.55%Mar 20, 202514Apr 8, 202512Apr 25, 202526
-12%Mar 2, 202615Mar 20, 2026
-10.26%Jul 19, 202372Oct 27, 202332Dec 13, 2023104
-9.51%Sep 27, 202473Jan 13, 202535Mar 5, 2025108
-7.71%Jul 17, 202414Aug 5, 202410Aug 19, 202424

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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