- ISIN
- US74933W5931
- Inception Date
- Mar 30, 2023
- Category
- Large Cap Blend Equities
- Leveraged
- 1x (No leverage)
- Index Tracked
- No Index (Active)
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Assets Under Management
- $106M
Share Price Chart
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Performance
SGLC Performance Chart
SGI U.S. Large Cap Core ETF (SGLC) is up 13.0% since the beginning of the year. SGLC is currently trading at $43 per share.
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Returns By Period
SGI U.S. Large Cap Core ETF (SGLC) has returned 13.02% so far this year and 33.50% over the past 12 months.
SGI U.S. Large Cap Core ETF
- 1D
- -0.39%
- 1M
- 0.91%
- YTD
- 13.02%
- 6M
- 12.78%
- 1Y
- 33.50%
- 3Y*
- 21.49%
- 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%
SGLC Monthly Returns History
Based on dividend-adjusted daily data since Mar 31, 2023, SGLC's average daily return is +0.08%, while the average monthly return is +1.69%. At this rate, an investment would double in approximately 3.4 years.
Historically, 65% of months were positive and 35% were negative. The best month was Apr 2026 with a return of +11.1%, while the worst month was Mar 2025 at -6.0%. The longest winning streak lasted 9 consecutive months, and the longest losing streak was 3 months.
On a daily basis, SGLC closed higher 56% of trading days. The best single day was Apr 9, 2025 with a return of +9.6%, while the worst single day was Apr 3, 2025 at -5.7%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 3.71% | -2.49% | -4.28% | 11.12% | 6.19% | -1.06% | 13.02% | ||||||
| 2025 | 3.32% | -2.30% | -6.04% | -1.26% | 6.15% | 4.36% | 2.41% | 2.35% | 3.12% | 2.08% | 0.61% | 1.85% | 17.30% |
| 2024 | 2.67% | 5.60% | 3.53% | -4.09% | 6.14% | 2.98% | -0.72% | 1.69% | 0.75% | -2.03% | 5.83% | -3.15% | 20.19% |
| 2023 | 0.31% | 2.34% | -0.27% | 5.91% | 4.60% | -2.18% | -3.46% | -2.29% | 8.97% | 4.63% | 19.30% |
Benchmark Metrics
SGI U.S. Large Cap Core ETF has an annualized alpha of 0.55%, beta of 1.03, and R2 of 0.90 versus S&P 500 Index. Calculated based on daily prices since March 31, 2023.
- This ETF captured 105.20% of S&P 500 Index gains and 102.49% of its losses - amplifying both gains and losses, but participating more in upside than downside.
- With beta of 1.03 and R2 of 0.90, this ETF moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.
- Alpha
- 0.55%
- Beta
- 1.03
- R²
- 0.90
- Upside Capture
- 105.20%
- Downside Capture
- 102.49%
Expense Ratio
SGLC has an expense ratio of 0.85%, placing it in the medium range.
Return for Risk
Risk / Return Rank
SGLC ranks 76 for risk / return — better than 76% 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.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for SGI U.S. Large Cap Core ETF (SGLC) 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.
| SGLC | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.37 | ||
| Sortino ratioReturn per unit of downside risk | +0.39 | ||
| Omega ratioGain probability vs. loss probability | 1.43 | 1.37 | +0.06 |
| Calmar ratioReturn relative to maximum drawdown | 3.48 | 2.78 | +0.70 |
| Martin ratioReturn relative to average drawdown | 15.14 | 12.44 | +2.70 |
Dividends
Dividend History
SGI U.S. Large Cap Core ETF provided a 0.21% dividend yield over the last twelve months, with an annual payout of $0.09 per share.
| Period | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
| Dividend | $0.09 | $0.09 | $2.85 | $0.44 |
Dividend yield | 0.21% | 0.23% | 8.68% | 1.49% |
Monthly Dividends
The table displays the monthly dividend distributions for SGI U.S. Large Cap Core ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.00 | $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 | $0.09 | $0.09 |
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $2.85 | $2.85 |
| 2023 | $0.44 | $0.44 |
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 SGI U.S. Large Cap Core 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 SGI U.S. Large Cap Core ETF was 20.24%, occurring on Apr 8, 2025. Recovery took 73 trading sessions.
The current SGI U.S. Large Cap Core ETF drawdown is 1.67%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
2025 selloff2025 | -20.24%Apr 2025 | 4mo 10d | 3mo 17d | 7mo 27dNov 2024 - Jul 2025 |
2023 correction2023 | -10.03%Oct 2023 | 2mo 26d | 26d | 3mo 22dAug 2023 - Nov 2023 |
2026 pullback2026 | -9.67%Mar 2026 | 1mo 27d | 18d | 2mo 15dJan 2026 - Apr 2026 |
2024 pullback2024 | -8.97%Aug 2024 | 25d | 2mo 7d | 3mo 2dJul 2024 - Oct 2024 |
2024 pullback2024 | -5.03%Apr 2024 | 17d | 21d | 1mo 8dApr 2024 - May 2024 |
Drawdown Indicators
| SGLC | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.24% | -56.78% | +36.54% |
Max Drawdown (1Y)Largest decline over 1 year | -9.67% | -9.10% | -0.57% |
Max Drawdown (3Y)Largest decline over 3 years | -20.24% | -18.90% | -1.34% |
Max Drawdown (5Y)Largest decline over 5 years | — | -25.43% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | -1.67% | -1.80% | +0.13% |
Average DrawdownAverage peak-to-trough decline | -2.45% | -10.71% | +8.26% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.22% | 2.03% | +0.19% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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