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ISIN
US87283Q5036
Inception Date
Jun 8, 2021
Region
North America (U.S.)
Leveraged
1x (No leverage)
Index Tracked
No Index (Active)
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Growth
Assets Under Management
$4B

Share Price Chart


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Performance

TSPA Performance Chart

T. Rowe Price US Equity Research ETF (TSPA) is up 10.9% since the beginning of the year. TSPA is currently trading at $47 per share. Investors who bought $1,000 worth of TSPA shares 5 years ago would now be looking at an investment worth $1,981.


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S&P 500 Index

Returns By Period

T. Rowe Price US Equity Research ETF (TSPA) has returned 10.89% so far this year and 27.74% over the past 12 months.


T. Rowe Price US Equity Research ETF

1D
1.22%
1M
1.07%
YTD
10.89%
6M
11.12%
1Y
27.74%
3Y*
21.74%
5Y*
14.65%
10Y*

Benchmark (S&P 500 Index)

1D
0.00%
1M
-0.34%
YTD
8.39%
6M
8.57%
1Y
24.33%
3Y*
18.94%
5Y*
12.24%
10Y*
13.54%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TSPA Monthly Returns History

Based on dividend-adjusted daily data since Jun 9, 2021, TSPA's average daily return is +0.06%, while the average monthly return is +1.21%. At this rate, an investment would double in approximately 4.8 years.

Historically, 61% of months were positive and 39% were negative. The best month was Apr 2026 with a return of +11.1%, while the worst month was Apr 2022 at -9.5%. The longest winning streak lasted 6 consecutive months, and the longest losing streak was 3 months.

On a daily basis, TSPA closed higher 54% of trading days. The best single day was Apr 9, 2025 with a return of +9.0%, while the worst single day was Apr 4, 2025 at -5.7%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20261.59%-0.62%-5.30%11.10%5.06%-0.63%10.89%
20252.65%-1.53%-5.91%-0.71%6.42%4.68%2.31%1.88%3.38%2.58%-0.00%0.13%16.44%
20242.30%5.63%3.27%-3.95%5.12%3.80%0.61%2.28%2.03%-0.80%5.86%-2.02%26.37%
20236.56%-2.06%3.57%2.18%1.24%6.45%3.15%-0.98%-4.76%-1.99%9.33%4.74%29.95%
2022-4.94%-2.91%3.54%-9.49%-0.04%-8.10%9.93%-4.06%-9.21%7.69%5.14%-5.62%-18.70%
20211.44%2.26%3.07%-4.34%6.75%-0.88%4.66%13.26%

Benchmark Metrics

T. Rowe Price US Equity Research ETF has an annualized alpha of 2.19%, beta of 1.00, and R2 of 0.99 versus S&P 500 Index. Calculated based on daily prices since June 09, 2021.

  • This ETF captured 104.70% of S&P 500 Index gains but only 95.27% of its losses - a favorable profile for investors.
  • This ETF generated an annualized alpha of 2.19% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
  • With beta of 1.00 and R2 of 0.99, 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
2.19%
Beta
1.00
0.99
Upside Capture
104.70%
Downside Capture
95.27%

Expense Ratio

TSPA has an expense ratio of 0.34%, placing it in the medium range.


Return for Risk

Risk / Return Rank

TSPA ranks 67 for risk / return — better than 67% of ETFs on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.


TSPA Risk / Return Rank: 6767
Overall Rank
TSPA Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
TSPA Sortino Ratio Rank: 6565
Sortino Ratio Rank
TSPA Omega Ratio Rank: 6868
Omega Ratio Rank
TSPA Calmar Ratio Rank: 6262
Calmar Ratio Rank
TSPA Martin Ratio Rank: 7474
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for T. Rowe Price US Equity Research ETF (TSPA) 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.


TSPABenchmarkDifference
Sharpe ratioReturn per unit of total volatility

+0.18

Sortino ratioReturn per unit of downside risk

+0.24

Omega ratioGain probability vs. loss probability

1.39

1.35

+0.03

Calmar ratioReturn relative to maximum drawdown

2.96

2.66

+0.31

Martin ratioReturn relative to average drawdown

13.40

11.86

+1.54

Dividends

Dividend History

T. Rowe Price US Equity Research ETF provided a 0.56% dividend yield over the last twelve months, with an annual payout of $0.27 per share. The fund has been increasing its distributions for 2 consecutive years.


0.40%0.60%0.80%1.00%1.20%$0.00$0.05$0.10$0.15$0.20$0.2520212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021
Dividend$0.27$0.27$0.18$0.12$0.26$0.12

Dividend yield

0.56%0.62%0.50%0.41%1.16%0.43%

Monthly Dividends

The table displays the monthly dividend distributions for T. Rowe Price US Equity Research ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.00$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$0.27$0.27
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.18$0.18
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$0.26$0.26
2021$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.


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Worst Drawdowns

The table below displays the maximum drawdowns of the T. Rowe Price US Equity Research 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 T. Rowe Price US Equity Research ETF was 24.72%, occurring on Oct 12, 2022. Recovery took 280 trading sessions.

The current T. Rowe Price US Equity Research ETF drawdown is 1.04%.


Related event

Drawdown

Fall

Recovery

Underwater

Bear market2022
-24.72%Oct 2022
9mo 16d1y 1mo
1y 10moDec 2021 - Nov 2023
2025 selloff2025
-19.04%Apr 2025
1mo 17d2mo 20d
4mo 7dFeb 2025 - Jun 2025
2026 pullback2026
-9.24%Mar 2026
1mo 29d15d
2mo 14dJan 2026 - Apr 2026
2024 pullback2024
-8.90%Aug 2024
19d1mo 15d
2mo 4dJul 2024 - Sep 2024
2024 pullback2024
-5.49%Apr 2024
18d25d
1mo 13dApr 2024 - May 2024

Drawdown Indicators


TSPABenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-24.72%

-56.78%

+32.06%

Max Drawdown (1Y)

Largest decline over 1 year

-9.24%

-9.10%

-0.14%

Max Drawdown (3Y)

Largest decline over 3 years

-19.04%

-18.90%

-0.14%

Max Drawdown (5Y)

Largest decline over 5 years

-24.72%

-25.43%

+0.71%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-1.04%

-2.49%

+1.45%

Average Drawdown

Average peak-to-trough decline

-5.46%

-10.72%

+5.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.04%

2.03%

+0.01%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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