- ISIN
- US89157W2026
- Issuer
- Touchstone
- Inception Date
- Jul 21, 2022
- Region
- Global (Broad)
- Category
- Multisector Bonds
- Leveraged
- 1x (No leverage)
- Index Tracked
- No Index (Active)
- Distribution Policy
- Distributing
- Asset Class
- Bond
- Assets Under Management
- $229M
Highlights
- Avg. Volume (1M)
- 49K
- Avg. Volume Value (1M)
- $1.26M
Share Price Chart
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Performance
SIO Performance Chart
Touchstone Strategic Income Opportunities ETF (SIO) is up 0.3% since the beginning of the year. SIO is currently trading at $25 per share.
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Returns By Period
Touchstone Strategic Income Opportunities ETF (SIO) has returned 0.30% so far this year and 3.59% over the past 12 months.
Touchstone Strategic Income Opportunities ETF
- 1D
- -0.16%
- 1M
- -1.05%
- 6M
- -0.38%
- YTD
- 0.30%
- 1Y
- 3.59%
- 3Y*
- 6.82%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 6.16%
Benchmark (S&P 500 Index)
- 1D
- 0.70%
- 1M
- 0.09%
- 6M
- 7.94%
- YTD
- 9.41%
- 1Y
- 20.07%
- 3Y*
- 17.84%
- 5Y*
- 11.25%
- 10Y*
- 13.26%
- ALL TIME*
- 8.09%
SIO Monthly Returns History
Based on dividend-adjusted daily data since Jul 25, 2022, SIO's average daily return is +0.02%, while the average monthly return is +0.50%. At this rate, an investment would double in approximately 11.6 years.
Historically, 71% of months were positive and 29% were negative. The best month was Nov 2023 with a return of +4.3%, while the worst month was Sep 2022 at -3.6%. The longest winning streak lasted 11 consecutive months, and the longest losing streak was 3 months.
On a daily basis, SIO closed higher 54% of trading days. The best single day was Nov 10, 2022 with a return of +1.9%, while the worst single day was Sep 26, 2022 at -1.0%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 0.68% | 1.26% | -2.00% | 0.75% | 0.41% | 0.33% | -1.09% | 0.30% | |||||
| 2025 | 0.69% | 1.99% | -0.08% | 0.61% | 0.24% | 1.78% | 0.01% | 1.19% | 0.93% | 0.76% | 0.79% | 0.02% | 9.29% |
| 2024 | 0.65% | -0.08% | 1.47% | -2.04% | 1.77% | 0.70% | 2.66% | 1.67% | 1.39% | -1.77% | 1.02% | -1.33% | 6.15% |
| 2023 | 3.89% | -2.08% | 1.18% | 0.58% | -0.73% | 0.26% | 1.03% | -0.48% | -1.84% | -1.11% | 4.31% | 3.40% | 8.48% |
| 2022 | 1.63% | -1.89% | -3.56% | 0.49% | 4.04% | 0.16% | 0.70% |
Benchmark Metrics
Touchstone Strategic Income Opportunities ETF has an annualized alpha of 4.17%, beta of 0.12, and R2 of 0.15 versus S&P 500 Index. Calculated based on daily prices since July 25, 2022.
- This ETF participated in 31.17% of S&P 500 Index downside but only 27.99% of its upside - more exposed to losses than it benefited from rallies.
- Beta of 0.12 may look defensive, but with R2 of 0.15 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 0.15 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
- 4.17%
- Beta
- 0.12
- R²
- 0.15
- Upside Capture
- 27.99%
- Downside Capture
- 31.17%
Expense Ratio
SIO has an expense ratio of 0.65%, placing it in the medium range.
Return for Risk
Risk / Return Rank
SIO ranks 40 for risk / return — above 40% of ETFs peers on PortfoliosLab. Its historical combined result is below the peer median.
Risk / Return Metrics
The table below present risk-adjusted performance metrics for Touchstone Strategic Income Opportunities ETF (SIO) 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.
| SIO | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.43 | ||
| Sortino ratioReturn per unit of downside risk | -0.53 | ||
| Omega ratioGain probability vs. loss probability | 1.18 | 1.25 | -0.08 |
| Calmar ratioReturn relative to maximum drawdown | 1.56 | 2.00 | -0.45 |
| Martin ratioReturn relative to average drawdown | 4.28 | 8.49 | -4.22 |
Dividends
Dividend History
Touchstone Strategic Income Opportunities ETF provided a 7.06% dividend yield over the last twelve months, with an annual payout of $1.78 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
| Dividend | $1.78 | $1.76 | $1.35 | $1.35 | $0.77 |
Dividend yield | 7.06% | 6.80% | 5.30% | 5.37% | 3.12% |
Monthly Dividends
The table displays the monthly dividend distributions for Touchstone Strategic Income Opportunities 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 | $0.10 | $0.10 | $0.10 | $0.11 | $0.10 | $0.12 | $0.12 | $0.75 | |||||
| 2025 | $0.09 | $0.09 | $0.10 | $0.11 | $0.10 | $0.11 | $0.12 | $0.13 | $0.11 | $0.12 | $0.10 | $0.57 | $1.76 |
| 2024 | $0.10 | $0.10 | $0.10 | $0.10 | $0.11 | $0.09 | $0.11 | $0.09 | $0.09 | $0.11 | $0.09 | $0.26 | $1.35 |
| 2023 | $0.16 | $0.09 | $0.10 | $0.10 | $0.10 | $0.11 | $0.10 | $0.12 | $0.09 | $0.12 | $0.11 | $0.15 | $1.35 |
| 2022 | $0.18 | $0.16 | $0.10 | $0.10 | $0.23 | $0.77 |
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 Touchstone Strategic Income Opportunities 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 Touchstone Strategic Income Opportunities ETF was 6.94%, occurring on Oct 20, 2022. Recovery took 53 trading sessions.
The current Touchstone Strategic Income Opportunities ETF drawdown is 1.62%.
Drawdown | Fall | Recovery | Underwater | Related event |
|---|---|---|---|---|
-6.94%Oct 2022 | 2mo 6d | 2mo 18d | 4mo 24dAug 2022 - Jan 2023 | Bear market2022 |
-4.85%Oct 2023 | 8mo 18d | 1mo 11d | 9mo 29dFeb 2023 - Nov 2023 | — |
-3.18%Jan 2025 | 3mo 22d | 1mo 14d | 5mo 6dSep 2024 - Feb 2025 | — |
-2.62%Mar 2026 | 25d | — | 5mo 4dMar 2026 - now | — |
-2.38%Apr 2024 | 15d | 29d | 1mo 14dApr 2024 - May 2024 | — |
Drawdown Indicators
| SIO | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -6.94% | -56.78% | +49.84% |
Max Drawdown (1Y)Largest decline over 1 year | -2.62% | -9.10% | +6.48% |
Max Drawdown (3Y)Largest decline over 3 years | -4.34% | -18.90% | +14.56% |
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 | -1.62% | -1.58% | -0.04% |
Average DrawdownAverage peak-to-trough decline | -1.24% | -10.70% | +9.46% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.95% | 2.14% | -1.19% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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