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SmartETFs Sustainable Energy II ETF (SOLR)
Performance
Return for Risk
Dividends
Drawdowns
Volatility

ETF Info

ISIN
US4020318501
Issuer
SmartETFs
Inception Date
Nov 11, 2020
Region
Global (Broad)
Leveraged
1x (No leverage)
Index Tracked
No Index (Active)
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Mid-Cap
Asset Class Style
Growth

Share Price Chart


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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in SmartETFs Sustainable Energy II 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

SmartETFs Sustainable Energy II ETF (SOLR) has returned -0.57% so far this year and 32.04% over the past 12 months.


SmartETFs Sustainable Energy II ETF

1D
3.55%
1M
-9.09%
YTD
-0.57%
6M
1.21%
1Y
32.04%
3Y*
0.03%
5Y*
0.74%
10Y*

Benchmark (S&P 500 Index)

1D
2.91%
1M
-5.09%
YTD
-4.63%
6M
-2.39%
1Y
16.33%
3Y*
16.69%
5Y*
10.18%
10Y*
12.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Nov 12, 2020, SOLR's average daily return is +0.03%, while the average monthly return is +0.60%. At this rate, your investment would double in approximately 9.7 years.

Historically, 57% of months were positive and 43% were negative. The best month was Jul 2022 with a return of +14.6%, while the worst month was Jan 2022 at -11.3%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 3 months.

On a daily basis, SOLR closed higher 51% of trading days. The best single day was Apr 9, 2025 with a return of +9.5%, while the worst single day was Mar 4, 2021 at -5.3%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20266.00%3.18%-9.09%-0.57%
20250.01%-1.92%-2.72%1.61%8.39%7.09%2.93%3.41%3.91%4.23%-1.47%-0.88%26.72%
2024-9.51%5.45%3.91%-3.83%9.57%-8.40%3.93%-0.06%4.96%-6.86%-1.02%-8.94%-12.41%
202310.02%-3.75%3.30%-4.06%0.03%3.88%0.42%-9.35%-7.96%-11.09%11.14%9.89%-0.78%
2022-11.26%1.12%1.77%-9.79%4.85%-9.33%14.64%-2.38%-9.79%5.50%13.69%-7.08%-11.87%
20215.57%-0.98%-2.34%0.20%0.98%3.97%1.13%3.74%-3.65%8.58%-4.97%-0.47%11.48%

Benchmark Metrics

SmartETFs Sustainable Energy II ETF has an annualized alpha of -5.87%, beta of 1.04, and R² of 0.59 versus S&P 500 Index. Calculated based on daily prices since November 13, 2020.

  • This ETF participated in 126.25% of S&P 500 Index downside but only 96.27% of its upside — more exposed to losses than it benefited from rallies.
  • This ETF had an annualized alpha of -5.87% versus S&P 500 Index — delivering less than market exposure alone would predict.
  • With beta of 1.04 and R² of 0.59, 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
-5.87%
Beta
1.04
0.59
Upside Capture
96.27%
Downside Capture
126.25%

Expense Ratio

SOLR has an expense ratio of 0.79%, placing it in the medium range.


Return for Risk

Risk / Return Rank

SOLR 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.


SOLR Risk / Return Rank: 7676
Overall Rank
SOLR Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
SOLR Sortino Ratio Rank: 8080
Sortino Ratio Rank
SOLR Omega Ratio Rank: 7171
Omega Ratio Rank
SOLR Calmar Ratio Rank: 7777
Calmar Ratio Rank
SOLR Martin Ratio Rank: 7272
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 SmartETFs Sustainable Energy II ETF (SOLR) and compare them to a chosen benchmark (S&P 500 Index).


SOLRBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

1.46

0.90

+0.57

Sortino ratio

Return per unit of downside risk

2.14

1.39

+0.75

Omega ratio

Gain probability vs. loss probability

1.27

1.21

+0.06

Calmar ratio

Return relative to maximum drawdown

2.12

1.40

+0.72

Martin ratio

Return relative to average drawdown

7.74

6.61

+1.14

Explore SOLR risk-adjusted metrics in detail

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

Dividends

Dividend History

SmartETFs Sustainable Energy II ETF provided a 0.68% dividend yield over the last twelve months, with an annual payout of $0.21 per share.


0.50%1.00%1.50%2.00%2.50%$0.00$0.20$0.40$0.60$0.8020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021
Dividend$0.21$0.21$0.23$0.12$0.37$0.86

Dividend yield

0.68%0.67%0.93%0.42%1.29%2.62%

Monthly Dividends

The table displays the monthly dividend distributions for SmartETFs Sustainable Energy II 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
2025$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.21$0.21
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.23$0.23
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.12$0.12
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.37$0.37
2021$0.86$0.86

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 SmartETFs Sustainable Energy II 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 SmartETFs Sustainable Energy II ETF was 39.46%, occurring on Apr 8, 2025. Recovery took 211 trading sessions.

The current SmartETFs Sustainable Energy II ETF drawdown is 11.59%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-39.46%Nov 2, 2021861Apr 8, 2025211Feb 10, 20261072
-18.53%Feb 17, 202160May 12, 2021118Oct 28, 2021178
-14.63%Feb 12, 202632Mar 30, 2026
-7.12%Jan 8, 202115Jan 29, 20217Feb 9, 202122
-1.29%Dec 9, 20201Dec 9, 20203Dec 14, 20204

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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