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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in THOR Equal Weight 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.
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Returns By Period
THOR Equal Weight Low Volatility ETF (THLV) has returned 6.82% so far this year and 20.10% over the past 12 months.
THOR Equal Weight Low Volatility ETF
- 1D
- 1.01%
- 1M
- -4.37%
- YTD
- 6.82%
- 6M
- 8.18%
- 1Y
- 20.10%
- 3Y*
- 11.20%
- 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%
Monthly Returns
Based on dividend-adjusted daily data since Sep 13, 2022, THLV's average daily return is +0.04%, while the average monthly return is +0.86%. At this rate, your investment would double in approximately 6.7 years.
Historically, 56% of months were positive and 44% were negative. The best month was Oct 2022 with a return of +8.4%, while the worst month was Dec 2024 at -6.5%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 4 months.
On a daily basis, THLV closed higher 56% of trading days. The best single day was Nov 10, 2022 with a return of +4.7%, while the worst single day was Jan 17, 2023 at -4.4%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 5.38% | 6.01% | -4.37% | 6.82% | |||||||||
| 2025 | -1.33% | 0.50% | -0.88% | -0.22% | 3.45% | 2.62% | 1.10% | 2.24% | 1.39% | 0.27% | 1.47% | -0.47% | 10.50% |
| 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% | -3.07% | 6.78% | 2.95% | -2.69% | -4.24% | -1.33% | 3.16% | 5.60% | 5.88% |
| 2022 | -6.37% | 8.35% | 6.00% | -4.64% | 2.55% |
Benchmark Metrics
THOR Equal Weight Low Volatility ETF has an annualized alpha of 1.43%, beta of 0.57, and R² of 0.60 versus S&P 500 Index. Calculated based on daily prices since September 14, 2022.
- This ETF participated in 76.01% of S&P 500 Index downside but only 64.87% of its upside — more exposed to losses than it benefited from rallies.
- Beta of 0.57 indicates this ETF moves significantly less than S&P 500 Index — a genuinely defensive profile with reduced participation in both market rallies and downturns.
- Alpha
- 1.43%
- Beta
- 0.57
- R²
- 0.60
- Upside Capture
- 64.87%
- Downside Capture
- 76.01%
Expense Ratio
THLV has an expense ratio of 0.64%, placing it in the medium range.
Return for Risk
Risk / Return Rank
THLV ranks 87 for risk / return — in the top 87% of ETFs on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for THOR Equal Weight Low Volatility ETF (THLV) and compare them to a chosen benchmark (S&P 500 Index).
| THLV | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.79 | 0.90 | +0.89 |
Sortino ratioReturn per unit of downside risk | 2.50 | 1.39 | +1.11 |
Omega ratioGain probability vs. loss probability | 1.33 | 1.21 | +0.12 |
Calmar ratioReturn relative to maximum drawdown | 3.15 | 1.40 | +1.75 |
Martin ratioReturn relative to average drawdown | 11.39 | 6.61 | +4.79 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Explore THLV risk-adjusted metrics in detail
Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.
Dividends
Dividend History
THOR Equal Weight Low Volatility ETF provided a 1.66% dividend yield over the last twelve months, with an annual payout of $0.53 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
| Dividend | $0.53 | $0.53 | $0.35 | $0.69 | $0.15 |
Dividend yield | 1.66% | 1.77% | 1.25% | 2.72% | 0.62% |
Monthly Dividends
The table displays the monthly dividend distributions for THOR Equal Weight 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | $0.53 | $0.53 |
| 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.
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Worst Drawdowns
The table below displays the maximum drawdowns of the THOR Equal Weight 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 Equal Weight Low Volatility ETF was 13.15%, occurring on Apr 21, 2025. Recovery took 64 trading sessions.
The current THOR Equal Weight Low Volatility ETF drawdown is 4.37%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -13.15% | Dec 2, 2024 | 95 | Apr 21, 2025 | 64 | Jul 23, 2025 | 159 |
| -11.61% | Jan 17, 2023 | 90 | May 24, 2023 | 187 | Feb 22, 2024 | 277 |
| -6.87% | Sep 15, 2022 | 12 | Sep 30, 2022 | 20 | Oct 28, 2022 | 32 |
| -6.66% | Mar 2, 2026 | 15 | Mar 20, 2026 | — | — | — |
| -5.58% | Dec 2, 2022 | 12 | Dec 19, 2022 | 17 | Jan 13, 2023 | 29 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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