- Issuer
- BrandywineGLOBAL
- Inception Date
- Jul 25, 2023
- Region
- North America (United States)
- Category
- Actively Managed, Intermediate Core Bond
- Leveraged
- 1x (No leverage)
- Index Tracked
- No Index (Active)
- Domicile
- United States
- Distribution Policy
- Distributing
- Asset Class
- Bond
- Assets Under Management
- $10M
Highlights
- Avg. Volume (1M)
- 11
- Avg. Volume Value (1M)
- $276.61
Share Price Chart
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Performance
USFI Performance Chart
BrandywineGLOBAL - U.S. Fixed Income ETF (USFI) is up 0.5% since the beginning of the year. USFI is currently trading at $24 per share.
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Returns By Period
BrandywineGLOBAL - U.S. Fixed Income ETF (USFI) has returned 0.45% so far this year and 3.87% over the past 12 months.
BrandywineGLOBAL - U.S. Fixed Income ETF
- 1D
- -0.33%
- 1M
- -1.09%
- 6M
- 0.39%
- YTD
- 0.45%
- 1Y
- 3.87%
- 3Y*
- 3.61%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 3.79%
Benchmark (S&P 500 Index)
- 1D
- -1.52%
- 1M
- -1.67%
- 6M
- 4.85%
- YTD
- 6.88%
- 1Y
- 14.84%
- 3Y*
- 16.88%
- 5Y*
- 10.73%
- 10Y*
- 12.90%
- ALL TIME*
- 8.04%
USFI Monthly Returns History
Based on dividend-adjusted daily data since Jul 27, 2023, USFI's average daily return is +0.02%, while the average monthly return is +0.32%. At this rate, an investment would double in approximately 18.1 years.
Historically, 62% of months were positive and 38% were negative. The best month was Nov 2023 with a return of +6.2%, while the worst month was Sep 2023 at -4.2%. The longest winning streak lasted 5 consecutive months, and the longest losing streak was 3 months.
On a daily basis, USFI closed higher 51% of trading days. The best single day was Aug 2, 2024 with a return of +2.1%, while the worst single day was Apr 10, 2024 at -1.8%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 0.08% | 0.73% | -0.45% | -0.01% | 0.79% | 0.03% | -0.70% | 0.45% | |||||
| 2025 | 0.33% | 1.50% | 0.57% | 0.32% | -0.71% | 1.80% | -0.25% | 0.89% | 1.58% | 0.52% | 0.66% | -0.45% | 6.96% |
| 2024 | -0.40% | -2.11% | 0.86% | -4.08% | 2.37% | 1.28% | 3.61% | 1.85% | 1.73% | -2.76% | 1.08% | -2.02% | 1.11% |
| 2023 | 0.61% | -1.09% | -4.17% | -2.65% | 6.15% | 4.46% | 2.95% |
Benchmark Metrics
BrandywineGLOBAL - U.S. Fixed Income ETF has an annualized alpha of 3.14%, beta of 0.05, and R2 of 0.01 versus S&P 500 Index. Calculated based on daily prices since July 27, 2023.
- This ETF participated in 48.49% of S&P 500 Index downside but only 28.10% of its upside - more exposed to losses than it benefited from rallies.
- Beta of 0.05 may look defensive, but with R2 of 0.01 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 0.01 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
- 3.14%
- Beta
- 0.05
- R²
- 0.01
- Upside Capture
- 28.10%
- Downside Capture
- 48.49%
Expense Ratio
USFI has an expense ratio of 0.39%, placing it in the medium range.
Return for Risk
Risk / Return Rank
USFI ranks 65 for risk / return — above 65% of ETFs peers on PortfoliosLab. Its historical combined result is above most peers.
Risk / Return Metrics
The table below present risk-adjusted performance metrics for BrandywineGLOBAL - U.S. Fixed Income ETF (USFI) 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.
| USFI | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.05 | ||
| Sortino ratioReturn per unit of downside risk | +0.29 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 1.21 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 3.52 | 1.64 | +1.88 |
| Martin ratioReturn relative to average drawdown | 8.32 | 6.95 | +1.37 |
Dividends
Dividend History
BrandywineGLOBAL - U.S. Fixed Income ETF provided a 4.46% dividend yield over the last twelve months, with an annual payout of $1.08 per share.
| Period | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
| Dividend | $1.08 | $1.09 | $1.11 | $0.46 |
Dividend yield | 4.46% | 4.42% | 4.60% | 1.83% |
Monthly Dividends
The table displays the monthly dividend distributions for BrandywineGLOBAL - U.S. Fixed Income 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 | $0.07 | $0.07 | $0.08 | $0.12 | $0.10 | $0.10 | $0.54 | |||||
| 2025 | $0.00 | $0.09 | $0.08 | $0.09 | $0.10 | $0.09 | $0.09 | $0.10 | $0.09 | $0.08 | $0.10 | $0.17 | $1.09 |
| 2024 | $0.00 | $0.09 | $0.09 | $0.09 | $0.11 | $0.09 | $0.08 | $0.10 | $0.09 | $0.09 | $0.10 | $0.19 | $1.11 |
| 2023 | $0.01 | $0.09 | $0.08 | $0.09 | $0.18 | $0.46 |
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 BrandywineGLOBAL - U.S. Fixed Income 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 BrandywineGLOBAL - U.S. Fixed Income ETF was 8.47%, occurring on Oct 19, 2023. Recovery took 38 trading sessions.
The current BrandywineGLOBAL - U.S. Fixed Income ETF drawdown is 1.11%.
Drawdown | Fall | Recovery | Underwater | Related event |
|---|---|---|---|---|
-8.47%Oct 2023 | 2mo 19d | 1mo 25d | 4mo 14dAug 2023 - Dec 2023 | — |
-6.37%Apr 2024 | 3mo 29d | 3mo 7d | 7mo 6dDec 2023 - Jul 2024 | — |
-5.67%Jan 2025 | 3mo 28d | 7mo 24d | 11mo 22dSep 2024 - Sep 2025 | — |
-2.08%Aug 2024 | 2d | 27d | 29dAug 2024 - Sep 2024 | — |
-1.11%Jul 2026 | 1mo | — | 1mo 1dJun 2026 - now | — |
Drawdown Indicators
| USFI | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -8.47% | -56.78% | +48.31% |
Max Drawdown (1Y)Largest decline over 1 year | -1.11% | -9.10% | +7.99% |
Max Drawdown (3Y)Largest decline over 3 years | -8.47% | -18.90% | +10.43% |
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 | -1.11% | -3.86% | +2.75% |
Average DrawdownAverage peak-to-trough decline | -2.06% | -10.70% | +8.64% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.47% | 2.14% | -1.67% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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