PortfoliosLab logoPortfoliosLab logo
ISIN
US89832P1509
Inception Date
Nov 30, 2016
Leveraged
1x (No leverage)
Index Tracked
No Index (Active)
Distribution Policy
Distributing
Asset Class
Alternatives
Asset Class Size
Large-Cap
Asset Class Style
Growth
Assets Under Management
$168M

Share Price Chart


Loading charts...

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Performance

SHDG Performance Chart

Soundwatch Hedged Equity ETF (SHDG) is up 1.2% since the beginning of the year. SHDG is currently trading at $33 per share.


Loading charts...

S&P 500 Index

Returns By Period

Soundwatch Hedged Equity ETF (SHDG) has returned 1.16% so far this year and 12.02% over the past 12 months.


Soundwatch Hedged Equity ETF

1D
0.02%
1M
0.58%
YTD
1.16%
6M
0.76%
1Y
12.02%
3Y*
12.13%
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)

SHDG Monthly Returns History

Based on dividend-adjusted daily data since Oct 24, 2022, SHDG's average daily return is +0.06%, while the average monthly return is +1.13%. At this rate, an investment would double in approximately 5.1 years.

Historically, 71% of months were positive and 29% were negative. The best month was Nov 2023 with a return of +7.0%, while the worst month was Mar 2025 at -5.7%. The longest winning streak lasted 9 consecutive months, and the longest losing streak was 3 months.

On a daily basis, SHDG closed higher 56% of trading days. The best single day was Apr 9, 2025 with a return of +6.9%, while the worst single day was Apr 4, 2025 at -4.3%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20261.19%-0.57%-5.49%4.71%1.06%0.53%1.16%
20252.33%-1.00%-5.67%-0.40%4.51%2.64%2.18%1.79%2.44%1.58%0.52%0.36%11.46%
20241.45%4.22%1.82%-3.12%3.71%3.49%1.03%2.09%2.00%-0.52%4.60%-2.35%19.66%
20234.06%-1.03%3.77%1.09%0.51%5.28%2.27%-1.08%-5.05%-1.55%7.04%1.80%17.84%
20221.56%3.82%-2.74%2.55%

Benchmark Metrics

Soundwatch Hedged Equity ETF has an annualized alpha of 0.49%, beta of 0.67, and R2 of 0.91 versus S&P 500 Index. Calculated based on daily prices since October 24, 2022.

  • This ETF participated in 76.61% of S&P 500 Index downside but only 67.35% of its upside - more exposed to losses than it benefited from rallies.
  • Beta of 0.67 indicates this ETF moves significantly less than S&P 500 Index - a genuinely defensive profile with reduced participation in both market rallies and downturns.

Alpha
0.49%
Beta
0.67
0.91
Upside Capture
67.35%
Downside Capture
76.61%

Expense Ratio

SHDG has an expense ratio of 0.53%, placing it in the medium range.


Return for Risk

Risk / Return Rank

SHDG ranks 44 for risk / return — on par with similar ETFs. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.


SHDG Risk / Return Rank: 4444
Overall Rank
SHDG Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
SHDG Sortino Ratio Rank: 4444
Sortino Ratio Rank
SHDG Omega Ratio Rank: 5050
Omega Ratio Rank
SHDG Calmar Ratio Rank: 3838
Calmar Ratio Rank
SHDG Martin Ratio Rank: 4343
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 Soundwatch Hedged Equity ETF (SHDG) 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.


SHDGBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.46

Sortino ratioReturn per unit of downside risk

-0.59

Omega ratioGain probability vs. loss probability

1.31

1.37

-0.06

Calmar ratioReturn relative to maximum drawdown

1.82

2.78

-0.96

Martin ratioReturn relative to average drawdown

6.74

12.44

-5.70

Dividends

Dividend History

Soundwatch Hedged Equity ETF provided a 0.49% dividend yield over the last twelve months, with an annual payout of $0.16 per share.


0.40%0.60%0.80%1.00%1.20%$0.00$0.05$0.10$0.15$0.20$0.25$0.30$0.352022202320242025
Dividends
Dividend Yield
PeriodTTM2025202420232022
Dividend$0.16$0.16$0.18$0.30$0.19

Dividend yield

0.49%0.49%0.62%1.24%0.90%

Monthly Dividends

The table displays the monthly dividend distributions for Soundwatch Hedged Equity 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$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$0.16$0.16
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.18$0.18
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.30$0.30
2022$0.19$0.19

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.


Loading charts...

Worst Drawdowns

The table below displays the maximum drawdowns of the Soundwatch 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 Soundwatch Hedged Equity ETF was 15.82%, occurring on Apr 8, 2025. Recovery took 71 trading sessions.

The current Soundwatch Hedged Equity ETF drawdown is 0.48%.


Related event

Drawdown

Fall

Recovery

Underwater

2025 selloff2025
-15.82%Apr 2025
1mo 17d3mo 15d
5mo 2dFeb 2025 - Jul 2025
2023 pullback2023
-8.69%Oct 2023
2mo 27d1mo 16d
4mo 13dAug 2023 - Dec 2023
2026 pullback2026
-6.62%Mar 2026
1mo 25d
4mo 20dFeb 2026 - now
2024 pullback2024
-6.49%Aug 2024
19d25d
1mo 14dJul 2024 - Aug 2024
2023 pullback2023
-4.63%Mar 2023
22d21d
1mo 13dFeb 2023 - Mar 2023

Drawdown Indicators


SHDGBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-15.82%

-56.78%

+40.96%

Max Drawdown (1Y)

Largest decline over 1 year

-6.62%

-9.10%

+2.48%

Max Drawdown (3Y)

Largest decline over 3 years

-15.82%

-18.90%

+3.08%

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

-0.48%

-1.80%

+1.32%

Average Drawdown

Average peak-to-trough decline

-1.72%

-10.71%

+8.99%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.79%

2.03%

-0.24%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


Loading charts...

Portfolio Analyzer

Build a portfolio with SHDG

Add Soundwatch Hedged Equity ETF to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Analyzer with SHDG