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AdvisorShares Psychedelics ETF (PSIL)
Performance
Return for Risk
Dividends
Drawdowns
Volatility

ETF Info

CUSIP
00768Y297
Inception Date
Sep 15, 2021
Region
Global (Broad)
Leveraged
1x (No leverage)
Index Tracked
No Index (Active)
Domicile
United States
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Small-Cap
Asset Class Style
Value

Share Price Chart


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AdvisorShares Psychedelics ETF

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in AdvisorShares Psychedelics 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

AdvisorShares Psychedelics ETF (PSIL) has returned 1.28% so far this year and 65.03% over the past 12 months.


AdvisorShares Psychedelics ETF

1D
2.89%
1M
1.99%
YTD
1.28%
6M
-2.70%
1Y
65.03%
3Y*
1.97%
5Y*
10Y*

Benchmark (S&P 500 Index)

1D
0.72%
1M
-3.54%
YTD
-3.95%
6M
-2.09%
1Y
15.95%
3Y*
16.96%
5Y*
10.34%
10Y*
12.24%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Sep 16, 2021, PSIL's average daily return is -0.08%, while the average monthly return is -1.87%.

Historically, 39% of months were positive and 61% were negative. The best month was Oct 2024 with a return of +56.6%, while the worst month was Sep 2022 at -27.9%. The longest winning streak lasted 6 consecutive months, and the longest losing streak was 8 months.

On a daily basis, PSIL closed higher 46% of trading days. The best single day was Oct 15, 2024 with a return of +99.5%, while the worst single day was Jun 23, 2025 at -12.0%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-2.80%2.26%-0.98%2.89%1.28%
202512.83%3.72%-8.25%-2.28%15.57%5.49%20.87%1.97%11.31%5.03%-3.45%-1.91%74.55%
20245.76%-0.34%1.71%-12.75%-8.46%-17.90%10.03%-17.67%-12.52%56.58%1.87%-9.39%-19.50%
202316.67%-1.84%-12.25%-8.00%-1.13%9.24%7.96%-11.22%-9.37%-7.45%-13.76%8.17%-25.12%
2022-17.96%-9.14%-7.68%-21.95%-6.43%-8.93%14.26%31.77%-27.93%-14.89%-3.75%-19.48%-67.24%
2021-8.72%3.17%-20.63%-22.39%-41.98%

Benchmark Metrics

AdvisorShares Psychedelics ETF has an annualized alpha of -24.15%, beta of 0.85, and R² of 0.05 versus S&P 500 Index. Calculated based on daily prices since September 17, 2021.

  • This ETF participated in 144.16% of S&P 500 Index downside but only -11.96% of its upside — more exposed to losses than it benefited from rallies.
  • R² of 0.05 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
-24.15%
Beta
0.85
0.05
Upside Capture
-11.96%
Downside Capture
144.16%

Expense Ratio

PSIL has a high expense ratio of 1.00%, indicating above-average management fees.


Return for Risk

Risk / Return Rank

PSIL ranks 75 for risk / return — better than 75% 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.


PSIL Risk / Return Rank: 7575
Overall Rank
PSIL Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
PSIL Sortino Ratio Rank: 7878
Sortino Ratio Rank
PSIL Omega Ratio Rank: 7070
Omega Ratio Rank
PSIL Calmar Ratio Rank: 8888
Calmar Ratio Rank
PSIL Martin Ratio Rank: 5858
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 AdvisorShares Psychedelics ETF (PSIL) and compare them to a chosen benchmark (S&P 500 Index).


PSILBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

1.65

0.92

+0.73

Sortino ratio

Return per unit of downside risk

2.14

1.41

+0.73

Omega ratio

Gain probability vs. loss probability

1.27

1.21

+0.06

Calmar ratio

Return relative to maximum drawdown

3.17

1.41

+1.76

Martin ratio

Return relative to average drawdown

6.74

6.61

+0.13

Explore PSIL risk-adjusted metrics in detail

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

Dividends

Dividend History

AdvisorShares Psychedelics ETF provided a 9.87% dividend yield over the last twelve months, with an annual payout of $1.72 per share. The fund has been increasing its distributions for 2 consecutive years.


0.00%2.00%4.00%6.00%8.00%10.00%$0.00$0.50$1.00$1.50$2.002022202320242025
Dividends
Dividend Yield
PeriodTTM2025202420232022
Dividend$1.72$1.88$0.16$0.03$0.54

Dividend yield

9.87%10.95%1.49%0.24%2.91%

Monthly Dividends

The table displays the monthly dividend distributions for AdvisorShares Psychedelics 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$0.00
2025$0.00$0.00$0.16$0.00$0.00$0.01$0.00$0.00$0.02$0.00$0.00$1.68$1.88
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.11$0.00$0.00$0.05$0.16
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.03$0.00$0.00$0.00$0.03
2022$0.54$0.00$0.00$0.00$0.54

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 AdvisorShares Psychedelics 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 AdvisorShares Psychedelics ETF was 92.72%, occurring on Oct 11, 2024. The portfolio has not yet recovered.

The current AdvisorShares Psychedelics ETF drawdown is 80.30%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-92.72%Sep 23, 2021768Oct 11, 2024
-4.53%Sep 17, 20212Sep 20, 20212Sep 22, 20214

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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