Share Price Chart
Loading graphics...
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Thrivent Small-Mid Cap ESG ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
Loading graphics...
Returns By Period
Thrivent Small-Mid Cap ESG ETF (TSME) has returned -0.14% so far this year and 25.11% over the past 12 months.
Thrivent Small-Mid Cap ESG ETF
- 1D
- 3.94%
- 1M
- -9.63%
- YTD
- -0.14%
- 6M
- 0.38%
- 1Y
- 25.11%
- 3Y*
- 14.70%
- 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 Oct 5, 2022, TSME's average daily return is +0.07%, while the average monthly return is +1.34%. At this rate, your investment would double in approximately 4.3 years.
Historically, 57% of months were positive and 43% were negative. The best month was Jun 2023 with a return of +11.7%, while the worst month was Mar 2026 at -9.6%. The longest winning streak lasted 5 consecutive months, and the longest losing streak was 3 months.
On a daily basis, TSME closed higher 53% of trading days. The best single day was Apr 9, 2025 with a return of +10.2%, while the worst single day was Apr 3, 2025 at -7.3%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 6.90% | 3.37% | -9.63% | -0.14% | |||||||||
| 2025 | 3.35% | -4.38% | -8.09% | -1.41% | 6.89% | 6.53% | 6.90% | 3.80% | 0.05% | -1.33% | 0.93% | 0.93% | 13.79% |
| 2024 | -2.49% | 8.59% | 5.80% | -7.07% | 4.60% | -0.39% | 6.56% | -0.54% | 3.01% | -0.68% | 10.40% | -8.37% | 18.98% |
| 2023 | 10.59% | 0.04% | -4.59% | -2.93% | -3.54% | 11.70% | 4.37% | -2.61% | -6.03% | -7.41% | 9.78% | 9.92% | 17.82% |
| 2022 | 3.12% | 4.70% | -5.14% | 2.41% |
Benchmark Metrics
Thrivent Small-Mid Cap ESG ETF has an annualized alpha of -3.12%, beta of 1.15, and R² of 0.72 versus S&P 500 Index. Calculated based on daily prices since October 06, 2022.
- This ETF participated in 137.02% of S&P 500 Index downside but only 117.77% of its upside — more exposed to losses than it benefited from rallies.
- This ETF had an annualized alpha of -3.12% versus S&P 500 Index — delivering less than market exposure alone would predict.
- Alpha
- -3.12%
- Beta
- 1.15
- R²
- 0.72
- Upside Capture
- 117.77%
- Downside Capture
- 137.02%
Expense Ratio
TSME has an expense ratio of 0.65%, placing it in the medium range.
Return for Risk
Risk / Return Rank
TSME ranks 58 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.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Thrivent Small-Mid Cap ESG ETF (TSME) and compare them to a chosen benchmark (S&P 500 Index).
| TSME | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.02 | 0.90 | +0.13 |
Sortino ratioReturn per unit of downside risk | 1.54 | 1.39 | +0.16 |
Omega ratioGain probability vs. loss probability | 1.21 | 1.21 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | 1.75 | 1.40 | +0.35 |
Martin ratioReturn relative to average drawdown | 5.80 | 6.61 | -0.81 |
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 TSME risk-adjusted metrics in detail
Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.
Dividends
Dividend History
Thrivent Small-Mid Cap ESG ETF provided a 0.17% dividend yield over the last twelve months, with an annual payout of $0.07 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
| Dividend | $0.07 | $0.07 | $0.14 | $0.16 | $0.04 |
Dividend yield | 0.17% | 0.17% | 0.38% | 0.53% | 0.16% |
Monthly Dividends
The table displays the monthly dividend distributions for Thrivent Small-Mid Cap ESG 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 | $0.07 | $0.07 |
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.14 | $0.14 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.16 | $0.16 |
| 2022 | $0.04 | $0.04 |
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.
Loading graphics...
Worst Drawdowns
The table below displays the maximum drawdowns of the Thrivent Small-Mid Cap ESG 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 Thrivent Small-Mid Cap ESG ETF was 26.59%, occurring on Apr 8, 2025. Recovery took 84 trading sessions.
The current Thrivent Small-Mid Cap ESG ETF drawdown is 11.36%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -26.59% | Nov 26, 2024 | 90 | Apr 8, 2025 | 84 | Aug 8, 2025 | 174 |
| -16.5% | Aug 1, 2023 | 63 | Oct 27, 2023 | 33 | Dec 14, 2023 | 96 |
| -14.72% | Feb 23, 2026 | 26 | Mar 30, 2026 | — | — | — |
| -13.95% | Feb 16, 2023 | 62 | May 16, 2023 | 43 | Jul 19, 2023 | 105 |
| -11.1% | Jul 17, 2024 | 16 | Aug 7, 2024 | 30 | Sep 19, 2024 | 46 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
Loading graphics...