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SP Funds S&P 500 Sharia Industry Exclusions ETF (S...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

US8863648015

CUSIP

886364801

Issuer

Toroso Investments

Inception Date

Dec 18, 2019

Region

North America (U.S.)

Leveraged

1x

Index Tracked

S&P 500 Shariah Industry Exclusions Index

Asset Class

Equity

Asset Class Size

Large-Cap

Asset Class Style

Blend

Expense Ratio

SPUS features an expense ratio of 0.49%, falling within the medium range.


Expense ratio chart for SPUS: current value at 0.49% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.49%

Share Price Chart


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Compare to other instruments

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


Popular comparisons:
SPUS vs. HLAL SPUS vs. SPY SPUS vs. VOO SPUS vs. SPRE SPUS vs. UMMA SPUS vs. SPSK SPUS vs. KSA SPUS vs. AMANX SPUS vs. SPLG SPUS vs. VT
Popular comparisons:
SPUS vs. HLAL SPUS vs. SPY SPUS vs. VOO SPUS vs. SPRE SPUS vs. UMMA SPUS vs. SPSK SPUS vs. KSA SPUS vs. AMANX SPUS vs. SPLG SPUS vs. VT

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in SP Funds S&P 500 Sharia Industry Exclusions ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


60.00%80.00%100.00%120.00%140.00%JulyAugustSeptemberOctoberNovemberDecember
127.90%
85.85%
SPUS (SP Funds S&P 500 Sharia Industry Exclusions ETF)
Benchmark (^GSPC)

Returns By Period

SP Funds S&P 500 Sharia Industry Exclusions ETF had a return of 27.92% year-to-date (YTD) and 28.34% in the last 12 months.


SPUS

YTD

27.92%

1M

2.59%

6M

7.62%

1Y

28.34%

5Y*

17.69%

10Y*

N/A

^GSPC (Benchmark)

YTD

24.34%

1M

0.23%

6M

8.53%

1Y

24.95%

5Y*

13.01%

10Y*

11.06%

Monthly Returns

The table below presents the monthly returns of SPUS, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20241.89%6.19%2.56%-3.84%5.37%5.65%-0.68%1.51%2.49%-1.64%4.74%27.92%
20236.17%-1.04%7.59%1.64%3.01%6.42%2.97%-1.28%-5.39%-2.92%9.59%4.18%34.24%
2022-6.72%-4.69%4.47%-9.15%-0.57%-8.01%10.12%-5.33%-9.05%6.40%5.72%-6.17%-22.76%
20210.98%0.48%3.26%5.36%-0.13%4.52%4.14%3.63%-5.57%9.12%1.85%3.92%35.62%
20200.98%-7.73%-9.02%13.04%5.29%3.36%5.65%9.32%-4.73%-2.55%8.75%3.34%25.68%
20190.81%0.81%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

With an overall rank of 77, SPUS is among the top 23% of ETFs on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of SPUS is 7777
Overall Rank
The Sharpe Ratio Rank of SPUS is 7878
Sharpe Ratio Rank
The Sortino Ratio Rank of SPUS is 7676
Sortino Ratio Rank
The Omega Ratio Rank of SPUS is 7878
Omega Ratio Rank
The Calmar Ratio Rank of SPUS is 7676
Calmar Ratio Rank
The Martin Ratio Rank of SPUS is 7575
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for SP Funds S&P 500 Sharia Industry Exclusions ETF (SPUS) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for SPUS, currently valued at 1.91, compared to the broader market0.002.004.001.912.10
The chart of Sortino ratio for SPUS, currently valued at 2.53, compared to the broader market-2.000.002.004.006.008.0010.002.532.80
The chart of Omega ratio for SPUS, currently valued at 1.35, compared to the broader market0.501.001.502.002.503.001.351.39
The chart of Calmar ratio for SPUS, currently valued at 2.59, compared to the broader market0.005.0010.0015.002.593.09
The chart of Martin ratio for SPUS, currently valued at 10.25, compared to the broader market0.0020.0040.0060.0080.00100.0010.2513.49
SPUS
^GSPC

The current SP Funds S&P 500 Sharia Industry Exclusions ETF Sharpe ratio is 1.91. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of SP Funds S&P 500 Sharia Industry Exclusions ETF with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio1.001.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
1.91
2.10
SPUS (SP Funds S&P 500 Sharia Industry Exclusions ETF)
Benchmark (^GSPC)

Dividends

Dividend History

SP Funds S&P 500 Sharia Industry Exclusions ETF provided a 0.69% dividend yield over the last twelve months, with an annual payout of $0.30 per share.


0.90%1.00%1.10%1.20%$0.00$0.05$0.10$0.15$0.20$0.25$0.30$0.352020202120222023
Dividends
Dividend Yield
PeriodTTM2023202220212020
Dividend$0.30$0.30$0.31$0.31$0.26

Dividend yield

0.69%0.87%1.21%0.93%1.04%

Monthly Dividends

The table displays the monthly dividend distributions for SP Funds S&P 500 Sharia Industry Exclusions ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.00$0.29
2023$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.01$0.30
2022$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.31
2021$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.00$0.05$0.31
2020$0.05$0.01$0.03$0.03$0.03$0.03$0.03$0.03$0.00$0.05$0.26

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.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-2.51%
-2.62%
SPUS (SP Funds S&P 500 Sharia Industry Exclusions ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the SP Funds S&P 500 Sharia Industry Exclusions 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 SP Funds S&P 500 Sharia Industry Exclusions ETF was 30.80%, occurring on Mar 23, 2020. Recovery took 72 trading sessions.

The current SP Funds S&P 500 Sharia Industry Exclusions ETF drawdown is 2.51%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-30.8%Feb 20, 202023Mar 23, 202072Jul 6, 202095
-28.22%Dec 28, 2021202Oct 14, 2022291Dec 12, 2023493
-11.46%Jul 11, 202420Aug 7, 202447Oct 14, 202467
-9.94%Sep 3, 202015Sep 24, 202052Dec 8, 202067
-8.19%Feb 16, 202113Mar 4, 202121Apr 5, 202134

Volatility

Volatility Chart

The current SP Funds S&P 500 Sharia Industry Exclusions ETF volatility is 4.04%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%JulyAugustSeptemberOctoberNovemberDecember
4.04%
3.79%
SPUS (SP Funds S&P 500 Sharia Industry Exclusions ETF)
Benchmark (^GSPC)
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The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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