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SRH U.S. Quality ETF (SRHQ)
Performance
Return for Risk
Dividends
Drawdowns
Volatility

ETF Info

ISIN
US2103221030
Issuer
SRH
Inception Date
Oct 4, 2022
Leveraged
1x (No leverage)
Index Tracked
SRH US Quality Index - Benchmark TR Gross
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Mid-Cap
Asset Class Style
Blend

Share Price Chart


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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in SRH U.S. Quality 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

SRH U.S. Quality ETF (SRHQ) has returned 1.50% so far this year and 13.52% over the past 12 months.


SRH U.S. Quality ETF

1D
2.44%
1M
-3.58%
YTD
1.50%
6M
4.25%
1Y
13.52%
3Y*
14.24%
5Y*
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 Oct 5, 2022, SRHQ's average daily return is +0.06%, while the average monthly return is +1.21%. At this rate, your investment would double in approximately 4.8 years.

Historically, 60% of months were positive and 40% were negative. The best month was Jun 2023 with a return of +8.5%, while the worst month was Apr 2024 at -5.6%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 3 months.

On a daily basis, SRHQ closed higher 53% of trading days. The best single day was Apr 9, 2025 with a return of +7.7%, while the worst single day was Apr 3, 2025 at -4.9%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20261.71%3.50%-3.58%1.50%
20253.86%-4.07%-3.67%-1.42%3.11%3.28%-0.34%3.26%0.80%0.75%0.64%1.31%7.34%
2024-0.33%5.52%3.67%-5.61%1.50%-0.06%7.58%2.71%1.91%-1.89%6.37%-5.05%16.49%
20236.01%-1.80%-0.39%1.88%-2.98%8.49%2.86%-1.50%-3.92%-3.25%8.16%7.52%21.81%
20224.27%4.75%-4.60%4.20%

Benchmark Metrics

SRH U.S. Quality ETF has an annualized alpha of 0.19%, beta of 0.87, and R² of 0.74 versus S&P 500 Index. Calculated based on daily prices since October 06, 2022.

  • This ETF participated in 92.85% of S&P 500 Index downside but only 87.11% of its upside — more exposed to losses than it benefited from rallies.
  • With beta of 0.87 and R² of 0.74, 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
0.19%
Beta
0.87
0.74
Upside Capture
87.11%
Downside Capture
92.85%

Expense Ratio

SRHQ has an expense ratio of 0.35%, placing it in the medium range.


Return for Risk

Risk / Return Rank

SRHQ ranks 41 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.


SRHQ Risk / Return Rank: 4141
Overall Rank
SRHQ Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
SRHQ Sortino Ratio Rank: 3939
Sortino Ratio Rank
SRHQ Omega Ratio Rank: 3535
Omega Ratio Rank
SRHQ Calmar Ratio Rank: 4444
Calmar Ratio Rank
SRHQ Martin Ratio Rank: 5252
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 SRH U.S. Quality ETF (SRHQ) and compare them to a chosen benchmark (S&P 500 Index).


SRHQBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

0.73

0.90

-0.17

Sortino ratio

Return per unit of downside risk

1.16

1.39

-0.23

Omega ratio

Gain probability vs. loss probability

1.15

1.21

-0.06

Calmar ratio

Return relative to maximum drawdown

1.19

1.40

-0.21

Martin ratio

Return relative to average drawdown

5.24

6.61

-1.36

Explore SRHQ risk-adjusted metrics in detail

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

Dividends

Dividend History

SRH U.S. Quality ETF provided a 0.78% dividend yield over the last twelve months, with an annual payout of $0.31 per share.


0.30%0.40%0.50%0.60%0.70%0.80%$0.00$0.05$0.10$0.15$0.20$0.25$0.30$0.352022202320242025
Dividends
Dividend Yield
PeriodTTM2025202420232022
Dividend$0.31$0.30$0.25$0.27$0.07

Dividend yield

0.78%0.76%0.66%0.84%0.27%

Monthly Dividends

The table displays the monthly dividend distributions for SRH U.S. Quality 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$0.08$0.08
2025$0.00$0.00$0.07$0.00$0.00$0.07$0.00$0.00$0.08$0.00$0.00$0.08$0.30
2024$0.00$0.00$0.07$0.00$0.00$0.07$0.00$0.00$0.06$0.00$0.00$0.05$0.25
2023$0.00$0.00$0.08$0.00$0.00$0.05$0.00$0.00$0.07$0.00$0.00$0.06$0.27
2022$0.07$0.07

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 SRH U.S. Quality 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 SRH U.S. Quality ETF was 18.50%, occurring on Apr 8, 2025. Recovery took 107 trading sessions.

The current SRH U.S. Quality ETF drawdown is 4.01%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-18.5%Nov 12, 2024100Apr 8, 2025107Sep 11, 2025207
-10.62%Jul 20, 202371Oct 27, 202325Dec 4, 202396
-8.96%Feb 3, 202330Mar 17, 202359Jun 12, 202389
-6.36%Aug 1, 20245Aug 7, 202410Aug 21, 202415
-6.31%Feb 27, 202622Mar 30, 2026

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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