- Inception Date
- Feb 28, 2024
- Category
- Intermediate Core Bond
- Leveraged
- 1x (No leverage)
- Index Tracked
- No Index (Active)
- Distribution Policy
- Distributing
- Asset Class
- Bond
- Assets Under Management
- $365M
Share Price Chart
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Performance
USDX Performance Chart
SGI Enhanced Core ETF (USDX) is up 2.5% since the beginning of the year. USDX is currently trading at $26 per share.
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Returns By Period
SGI Enhanced Core ETF (USDX) has returned 2.50% so far this year and 6.47% over the past 12 months.
SGI Enhanced Core ETF
- 1D
- 0.31%
- 1M
- 0.27%
- YTD
- 2.50%
- 6M
- 2.69%
- 1Y
- 6.47%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- -0.37%
- 1M
- -0.01%
- YTD
- 9.16%
- 6M
- 8.64%
- 1Y
- 25.22%
- 3Y*
- 19.78%
- 5Y*
- 11.99%
- 10Y*
- 13.88%
USDX Monthly Returns History
Based on dividend-adjusted daily data since Feb 29, 2024, USDX's average daily return is +0.03%, while the average monthly return is +0.53%. At this rate, an investment would double in approximately 10.9 years.
Historically, 93% of months were positive and 7% were negative. The best month was Jul 2024 with a return of +0.9%, while the worst month was Apr 2025 at -0.2%. The longest winning streak lasted 14 consecutive months, and the longest losing streak was 1 months.
On a daily basis, USDX closed higher 60% of trading days. The best single day was Jan 28, 2026 with a return of +0.7%, while the worst single day was Jan 29, 2026 at -0.5%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 0.02% | 0.49% | 0.62% | 0.73% | 0.57% | 0.06% | 2.50% | ||||||
| 2025 | 0.51% | 0.54% | 0.60% | -0.18% | 0.49% | 0.50% | 0.32% | 0.66% | 0.78% | 0.72% | 0.58% | 0.57% | 6.25% |
| 2024 | 0.00% | 0.32% | 0.60% | 0.73% | 0.57% | 0.91% | 0.80% | 0.85% | 0.67% | 0.65% | 0.57% | 6.87% |
Benchmark Metrics
SGI Enhanced Core ETF has an annualized alpha of 6.80%, beta of 0.00, and R2 of 0.00 versus S&P 500 Index. Calculated based on daily prices since February 29, 2024.
- This ETF captured 14.46% of S&P 500 Index gains and tended to rise during its downturns (downside capture of -22.66%) - a profile typical of hedging or uncorrelated assets.
- Beta of 0.00 may look defensive, but with R2 of 0.00 this ETF is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this ETF's risk.
- R2 of 0.00 means this ETF moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.
- Alpha
- 6.80%
- Beta
- 0.00
- R²
- 0.00
- Upside Capture
- 14.46%
- Downside Capture
- -22.66%
Expense Ratio
USDX has a high expense ratio of 0.98%, indicating above-average management fees.
Return for Risk
Risk / Return Rank
USDX ranks 95 for risk / return — in the top 95% 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 SGI Enhanced Core ETF (USDX) 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.
| USDX | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.11 | ||
| Sortino ratioReturn per unit of downside risk | +2.23 | ||
| Omega ratioGain probability vs. loss probability | 1.77 | 1.37 | +0.41 |
| Calmar ratioReturn relative to maximum drawdown | 6.93 | 2.78 | +4.14 |
| Martin ratioReturn relative to average drawdown | 44.32 | 12.44 | +31.88 |
Dividends
Dividend History
SGI Enhanced Core ETF provided a 5.86% dividend yield over the last twelve months, with an annual payout of $1.51 per share.
| Period | TTM | 2025 | 2024 |
|---|---|---|---|
| Dividend | $1.51 | $1.51 | $1.18 |
Dividend yield | 5.86% | 5.88% | 4.60% |
Monthly Dividends
The table displays the monthly dividend distributions for SGI Enhanced Core 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 | $0.09 | $0.08 | $0.08 | $0.09 | $0.09 | $0.00 | $0.43 | ||||||
| 2025 | $0.10 | $0.09 | $0.12 | $0.06 | $0.05 | $0.11 | $0.10 | $0.10 | $0.10 | $0.12 | $0.12 | $0.43 | $1.51 |
| 2024 | $0.22 | $0.00 | $0.00 | $0.08 | $0.00 | $0.87 | $1.18 |
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 SGI Enhanced Core 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 SGI Enhanced Core ETF was 0.94%, occurring on Jan 27, 2026. Recovery took 18 trading sessions.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
2026 pullback2026 | -0.94%Jan 2026 | 5d | 27d | 1mo 2dJan 2026 - Feb 2026 |
2025 selloff2025 | -0.74%Apr 2025 | 6d | 1mo 2d | 1mo 8dApr 2025 - May 2025 |
2026 pullback2026 | -0.64%Jun 2026 | 3d | 18d | 21dJun 2026 - Jun 2026 |
2026 pullback2026 | -0.35%May 2026 | 4d | 2d | 6dMay 2026 - May 2026 |
2026 pullback2026 | -0.31%May 2026 | 3d | 3d | 6dMay 2026 - May 2026 |
Drawdown Indicators
| USDX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -0.94% | -56.78% | +55.84% |
Max Drawdown (1Y)Largest decline over 1 year | -0.94% | -9.10% | +8.16% |
Max Drawdown (3Y)Largest decline over 3 years | — | -18.90% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -25.43% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | 0.00% | -1.80% | +1.80% |
Average DrawdownAverage peak-to-trough decline | -0.06% | -10.71% | +10.65% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.15% | 2.03% | -1.88% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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