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ISIN
US53656G5716
Inception Date
Dec 7, 2022
Region
Global (Broad)
Leveraged
1x (No leverage)
Index Tracked
No Index (Active)
Distribution Policy
Distributing
Asset Class
Equity
Assets Under Management
$6M

Share Price Chart


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Performance

RNWZ Performance Chart

TrueShares Eagle Global Renewable Energy Income ETF (RNWZ) is up 14.1% since the beginning of the year. RNWZ is currently trading at $31 per share.


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S&P 500 Index

Returns By Period

TrueShares Eagle Global Renewable Energy Income ETF (RNWZ) has returned 14.05% so far this year and 33.86% over the past 12 months.


TrueShares Eagle Global Renewable Energy Income ETF

1D
1.10%
1M
-2.56%
YTD
14.05%
6M
15.05%
1Y
33.86%
3Y*
11.78%
5Y*
10Y*

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

RNWZ Monthly Returns History

Based on dividend-adjusted daily data since Dec 9, 2022, RNWZ's average daily return is +0.04%, while the average monthly return is +0.88%. At this rate, an investment would double in approximately 6.6 years.

Historically, 60% of months were positive and 40% were negative. The best month was May 2024 with a return of +12.6%, while the worst month was Dec 2024 at -9.5%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 4 months.

On a daily basis, RNWZ closed higher 52% of trading days. The best single day was Apr 9, 2025 with a return of +5.7%, while the worst single day was Apr 4, 2025 at -5.9%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20267.28%7.39%0.71%4.90%-4.93%-1.43%14.05%
2025-1.27%2.37%5.86%3.95%2.82%4.11%0.49%1.21%4.04%5.75%2.70%-0.35%36.33%
2024-7.18%-4.96%4.43%0.41%12.55%-6.66%5.93%2.51%5.50%-6.86%-1.33%-9.46%-7.36%
2023-0.75%-3.82%4.45%2.64%-5.09%3.36%0.30%-8.32%-9.19%-2.63%9.09%7.92%-3.89%
2022-0.74%-0.74%

Benchmark Metrics

TrueShares Eagle Global Renewable Energy Income ETF has an annualized alpha of 0.75%, beta of 0.51, and R2 of 0.20 versus S&P 500 Index. Calculated based on daily prices since December 09, 2022.

  • This ETF participated in 66.93% of S&P 500 Index downside but only 49.72% of its upside - more exposed to losses than it benefited from rallies.
  • Beta of 0.51 may look defensive, but with R2 of 0.20 this ETF is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this ETF's risk.
  • R2 of 0.20 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
0.75%
Beta
0.51
0.20
Upside Capture
49.72%
Downside Capture
66.93%

Expense Ratio

RNWZ has an expense ratio of 0.75%, placing it in the medium range.


Return for Risk

Risk / Return Rank

RNWZ ranks 73 for risk / return — better than 73% 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.


RNWZ Risk / Return Rank: 7373
Overall Rank
RNWZ Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
RNWZ Sortino Ratio Rank: 6969
Sortino Ratio Rank
RNWZ Omega Ratio Rank: 6868
Omega Ratio Rank
RNWZ Calmar Ratio Rank: 8686
Calmar Ratio Rank
RNWZ Martin Ratio Rank: 6868
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 TrueShares Eagle Global Renewable Energy Income ETF (RNWZ) and compare them to S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


RNWZBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

+0.19

Sortino ratioReturn per unit of downside risk

+0.26

Omega ratioGain probability vs. loss probability

1.39

1.37

+0.02

Calmar ratioReturn relative to maximum drawdown

4.62

2.78

+1.84

Martin ratioReturn relative to average drawdown

12.19

12.44

-0.25

Dividends

Dividend History

TrueShares Eagle Global Renewable Energy Income ETF provided a 1.96% dividend yield over the last twelve months, with an annual payout of $0.62 per share.


0.00%1.00%2.00%3.00%4.00%$0.00$0.20$0.40$0.60$0.802022202320242025
Dividends
Dividend Yield
PeriodTTM2025202420232022
Dividend$0.62$0.58$0.49$0.88$0.00

Dividend yield

1.96%2.12%2.36%3.87%0.01%

Monthly Dividends

The table displays the monthly dividend distributions for TrueShares Eagle Global Renewable Energy Income 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$0.11$0.00$0.00$0.00$0.11
2025$0.00$0.00$0.08$0.00$0.00$0.23$0.00$0.00$0.21$0.00$0.00$0.08$0.58
2024$0.00$0.00$0.10$0.00$0.00$0.11$0.00$0.00$0.23$0.00$0.00$0.06$0.49
2023$0.00$0.00$0.14$0.00$0.00$0.12$0.00$0.00$0.27$0.00$0.00$0.36$0.88
2022$0.00$0.00

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 TrueShares Eagle Global Renewable Energy Income 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 TrueShares Eagle Global Renewable Energy Income ETF was 24.90%, occurring on Oct 4, 2023. Recovery took 231 trading sessions.

The current TrueShares Eagle Global Renewable Energy Income ETF drawdown is 6.30%.


Related event

Drawdown

Fall

Recovery

Underwater

2023 bear market2023
-24.90%Oct 2023
8mo 19d11mo 7d
1y 7moJan 2023 - Sep 2024
2025 bear market2025
-20.50%Jan 2025
3mo 15d5mo 21d
9mo 6dSep 2024 - Jul 2025
2026 pullback2026
-7.36%Jun 2026
1mo 17d
1mo 23dMay 2026 - now
2025 pullback2025
-5.66%Dec 2025
26d1mo 7d
2mo 3dNov 2025 - Jan 2026
2023 pullback2023
-4.93%Jan 2023
21d7d
28dDec 2022 - Jan 2023

Drawdown Indicators


RNWZBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-24.90%

-56.78%

+31.88%

Max Drawdown (1Y)

Largest decline over 1 year

-7.36%

-9.10%

+1.74%

Max Drawdown (3Y)

Largest decline over 3 years

-24.74%

-18.90%

-5.84%

Max Drawdown (5Y)

Largest decline over 5 years

-25.43%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-6.30%

-1.80%

-4.50%

Average Drawdown

Average peak-to-trough decline

-7.16%

-10.71%

+3.55%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.79%

2.03%

+0.76%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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