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SoFi Enhanced Yield ETF (THTA)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

Issuer

SoFi

Inception Date

Nov 14, 2023

Leveraged

1x

Index Tracked

No Index (Active)

Asset Class

Bond

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:
THTA vs. CSHI THTA vs. JEPQ THTA vs. SVOL THTA vs. HYGH THTA vs. FAGIX THTA vs. SPAXX THTA vs. HYBL THTA vs. CLOZ THTA vs. AGZD THTA vs. FFRHX
Popular comparisons:
THTA vs. CSHI THTA vs. JEPQ THTA vs. SVOL THTA vs. HYGH THTA vs. FAGIX THTA vs. SPAXX THTA vs. HYBL THTA vs. CLOZ THTA vs. AGZD THTA vs. FFRHX

Performance

Performance Chart

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


-10.00%-5.00%0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
0.54%
12.53%
THTA (SoFi Enhanced Yield ETF)
Benchmark (^GSPC)

Returns By Period

SoFi Enhanced Yield ETF had a return of 5.57% year-to-date (YTD) and 6.59% in the last 12 months.


THTA

YTD

5.57%

1M

1.73%

6M

0.54%

1Y

6.59%

5Y (annualized)

N/A

10Y (annualized)

N/A

^GSPC (Benchmark)

YTD

25.15%

1M

2.74%

6M

12.53%

1Y

30.93%

5Y (annualized)

13.79%

10Y (annualized)

11.18%

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20240.55%1.08%1.40%1.30%0.71%1.22%1.42%-5.66%1.29%0.16%5.57%
20230.35%0.68%1.04%

Expense Ratio

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


Expense ratio chart for THTA: 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%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of THTA is 24, indicating that it is in the bottom 24% of ETFs on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of THTA is 2424
Combined Rank
The Sharpe Ratio Rank of THTA is 1616
Sharpe Ratio Rank
The Sortino Ratio Rank of THTA is 1212
Sortino Ratio Rank
The Omega Ratio Rank of THTA is 4848
Omega Ratio Rank
The Calmar Ratio Rank of THTA is 2424
Calmar Ratio Rank
The Martin Ratio Rank of THTA is 1919
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 SoFi Enhanced Yield ETF (THTA) 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 THTA, currently valued at 0.56, compared to the broader market0.002.004.000.562.53
The chart of Sortino ratio for THTA, currently valued at 0.68, compared to the broader market-2.000.002.004.006.008.0010.0012.000.683.39
The chart of Omega ratio for THTA, currently valued at 1.27, compared to the broader market0.501.001.502.002.503.001.271.47
The chart of Calmar ratio for THTA, currently valued at 0.55, compared to the broader market0.005.0010.0015.000.553.65
The chart of Martin ratio for THTA, currently valued at 2.30, compared to the broader market0.0020.0040.0060.0080.00100.00120.002.3016.21
THTA
^GSPC

The current SoFi Enhanced Yield ETF Sharpe ratio is 0.56. 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 SoFi Enhanced Yield 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 Ratio0.501.001.502.002.5012 PMTue 1912 PMWed 2012 PMThu 2112 PMFri 22
0.56
2.53
THTA (SoFi Enhanced Yield ETF)
Benchmark (^GSPC)

Dividends

Dividend History

SoFi Enhanced Yield ETF provided a 12.13% dividend yield over the last twelve months, with an annual payout of $2.31 per share.


0.58%$0.00$0.02$0.04$0.06$0.08$0.10$0.122023
Dividends
Dividend Yield
PeriodTTM2023
Dividend$2.31$0.12

Dividend yield

12.13%0.58%

Monthly Dividends

The table displays the monthly dividend distributions for SoFi Enhanced Yield ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.17$0.18$0.22$0.22$0.23$0.22$0.22$0.21$0.14$0.19$0.19$2.19
2023$0.12$0.12

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%JuneJulyAugustSeptemberOctoberNovember
-2.20%
-0.53%
THTA (SoFi Enhanced Yield ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the SoFi Enhanced Yield 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 SoFi Enhanced Yield ETF was 11.94%, occurring on Aug 5, 2024. The portfolio has not yet recovered.

The current SoFi Enhanced Yield ETF drawdown is 2.20%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-11.94%Aug 1, 20243Aug 5, 2024
-1.42%Apr 16, 20244Apr 19, 20241Apr 22, 20245
-1.19%Jul 23, 20243Jul 25, 20242Jul 29, 20245
-1.06%Jan 18, 20248Jan 29, 20242Jan 31, 202410
-0.59%Feb 2, 20241Feb 2, 20241Feb 5, 20242

Volatility

Volatility Chart

The current SoFi Enhanced Yield ETF volatility is 1.29%, 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.


0.00%2.00%4.00%6.00%8.00%10.00%12.00%JuneJulyAugustSeptemberOctoberNovember
1.29%
3.97%
THTA (SoFi Enhanced Yield ETF)
Benchmark (^GSPC)