- Issuer
- Guinness Atkinson
- Inception Date
- Nov 11, 2020
- Region
- Global (International)
- Leveraged
- 1x (No leverage)
- Index Tracked
- No Index (Active)
- Domicile
- United States
- Distribution Policy
- Accumulating
- Asset Class
- Equity
Share Price Chart
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Performance
SULR Performance Chart
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Returns By Period
SmartETFs Sustainable Energy II ETF
- 1D
- —
- 1M
- —
- 6M
- —
- YTD
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- 0.81%
- 1M
- 2.13%
- 6M
- 8.99%
- YTD
- 10.20%
- 1Y
- 20.44%
- 3Y*
- 19.60%
- 5Y*
- 11.54%
- 10Y*
- 13.44%
SULR Monthly Returns History
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | 9.99% | -3.72% | 3.30% | -4.06% | -0.00% | 3.89% | 0.42% | -9.35% | -7.95% | -11.09% | 11.14% | 1.51% | -8.35% |
| 2022 | -11.23% | 1.10% | 1.76% | -9.76% | 4.84% | -9.33% | 14.65% | -2.41% | -9.76% | 5.46% | 13.72% | -7.94% | -12.68% |
| 2021 | 5.55% | -0.97% | -2.34% | 0.19% | 0.97% | 3.97% | 1.14% | 3.74% | -3.67% | 8.59% | -4.96% | -0.48% | 11.47% |
Benchmark Metrics
SmartETFs Sustainable Energy II ETF has an annualized alpha of -5.66%, beta of 1.05, and R2 of 0.58 versus S&P 500 Index. Calculated based on daily prices since November 11, 2020.
- This ETF participated in 124.51% of S&P 500 Index downside but only 104.51% of its upside - more exposed to losses than it benefited from rallies.
- This ETF had an annualized alpha of -5.66% versus S&P 500 Index - delivering less than market exposure alone would predict.
- With beta of 1.05 and R2 of 0.58, 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
- -5.66%
- Beta
- 1.05
- R²
- 0.58
- Upside Capture
- 104.51%
- Downside Capture
- 124.51%
Expense Ratio
SULR has an expense ratio of 0.79%, placing it in the medium range.
Return for Risk
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for SmartETFs Sustainable Energy II ETF (SULR) 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.
| SULR | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.30 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 2.26 | — |
| Martin ratioReturn relative to average drawdown | — | 9.80 | — |
Dividends
Dividend History
SmartETFs Sustainable Energy II ETF provided a 0.00% dividend yield over the last twelve months, with an annual payout of $0.00 per share.
| Period | TTM | 2022 | 2021 |
|---|---|---|---|
| Dividend | $0.00 | $0.08 | $0.86 |
Dividend yield | 0.00% | 0.28% | 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.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | $0.08 | $0.08 |
| 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 33.89%, occurring on Oct 31, 2023. The portfolio has not yet recovered.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
2023 bear market2023 | -33.89%Oct 2023 | 1y 12mo | — | 4y 8moNov 2021 - now |
2021 correction2021 | -18.52%May 2021 | 2mo 24d | 5mo 19d | 8mo 13dFeb 2021 - Oct 2021 |
2021 pullback2021 | -7.13%Jan 2021 | 21d | 11d | 1mo 2dJan 2021 - Feb 2021 |
2020 pullback2020 | -1.30%Dec 2020 | 0s | 5d | 5dDec 2020 - Dec 2020 |
2020 pullback2020 | -1.27%Dec 2020 | 3d | 5d | 8dNov 2020 - Dec 2020 |
Drawdown Indicators
| SULR | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | — | -56.78% | — |
Max Drawdown (1Y)Largest decline over 1 year | — | -9.10% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -18.90% | — |
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 | — | -0.87% | — |
Average DrawdownAverage peak-to-trough decline | — | -10.71% | — |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 2.09% | — |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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