Thor Low Volatility ETF (THLV)
THLV is a passive ETF by THOR tracking the investment results of the Thor Low Volatility Index - Benchmark TR Gross. THLV launched on Sep 12, 2022 and has a 0.64% expense ratio.
ETF Info
US8851551015
Sep 12, 2022
North America (U.S.)
1x
Thor Low Volatility Index - Benchmark TR Gross
Large-Cap
Value
Expense Ratio
THLV features an expense ratio of 0.64%, falling within the medium range.
Share Price Chart
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Compare to other instruments
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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Thor Low Volatility ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
Returns By Period
Thor Low Volatility ETF had a return of -0.22% year-to-date (YTD) and 9.75% in the last 12 months.
THLV
-0.22%
-4.90%
2.24%
9.75%
N/A
N/A
^GSPC (Benchmark)
0.62%
-2.22%
5.05%
24.42%
12.67%
11.24%
Monthly Returns
The table below presents the monthly returns of THLV, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | -0.79% | 4.24% | 3.74% | -3.73% | 2.80% | -0.86% | 2.93% | 3.16% | 1.86% | -2.63% | 5.61% | -6.45% | 9.52% |
| 2023 | 3.85% | -2.77% | -1.40% | -0.34% | -3.08% | 6.78% | 2.95% | -2.68% | -4.24% | -1.33% | 3.16% | 5.60% | 5.88% |
| 2022 | -6.37% | 8.35% | 6.00% | -4.64% | 2.55% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of THLV is 48, indicating average performance compared to other ETFs on our website. Here’s a breakdown of how it compares using common performance measures.
Risk-Adjusted Performance Indicators
The charts below present risk-adjusted performance metrics for Thor Low Volatility ETF (THLV) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
Dividends
Dividend History
Thor Low Volatility ETF provided a 1.26% dividend yield over the last twelve months, with an annual payout of $0.35 per share.
| Period | TTM | 2024 | 2023 | 2022 |
|---|---|---|---|---|
| Dividend | $0.35 | $0.35 | $0.69 | $0.15 |
Dividend yield | 1.26% | 1.25% | 2.72% | 0.62% |
Monthly Dividends
The table displays the monthly dividend distributions for Thor Low Volatility 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | $0.00 | $0.00 | |||||||||||
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.35 | $0.35 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.69 | $0.69 |
| 2022 | $0.15 | $0.15 |
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.
Worst Drawdowns
The table below displays the maximum drawdowns of the Thor Low Volatility 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 Thor Low Volatility ETF was 11.61%, occurring on May 24, 2023. Recovery took 187 trading sessions.
The current Thor Low Volatility ETF drawdown is 6.65%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -11.61% | Jan 17, 2023 | 90 | May 24, 2023 | 187 | Feb 22, 2024 | 277 |
| -6.96% | Dec 2, 2024 | 22 | Jan 2, 2025 | — | — | — |
| -6.87% | Sep 15, 2022 | 12 | Sep 30, 2022 | 20 | Oct 28, 2022 | 32 |
| -5.58% | Dec 2, 2022 | 12 | Dec 19, 2022 | 17 | Jan 13, 2023 | 29 |
| -4.77% | Apr 1, 2024 | 12 | Apr 16, 2024 | 23 | May 17, 2024 | 35 |
Volatility
Volatility Chart
The current Thor Low Volatility ETF volatility is 3.67%, 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.