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Segall Bryant & Hamill Select Equity ETF (USSE)
Performance
Return for Risk
Dividends
Drawdowns
Volatility

ETF Info

ISIN
US81580H4496
CUSIP
81580H449
Inception Date
Aug 29, 2023
Region
North America (U.S.)
Leveraged
1x (No leverage)
Index Tracked
No Index (Active)
Domicile
United States
Distribution Policy
Accumulating
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Blend

Share Price Chart


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Performance

Performance Chart

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


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S&P 500 Index

Returns By Period

Segall Bryant & Hamill Select Equity ETF (USSE) has returned -0.15% so far this year and 11.57% over the past 12 months.


Segall Bryant & Hamill Select Equity ETF

1D
0.33%
1M
-3.31%
YTD
-0.15%
6M
1.02%
1Y
11.57%
3Y*
5Y*
10Y*

Benchmark (S&P 500 Index)

1D
0.11%
1M
-3.43%
YTD
-3.84%
6M
-1.98%
1Y
16.08%
3Y*
16.86%
5Y*
10.37%
10Y*
12.29%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Aug 30, 2023, USSE's average daily return is +0.05%, while the average monthly return is +0.94%. At this rate, your investment would double in approximately 6.2 years.

Historically, 67% of months were positive and 33% were negative. The best month was Nov 2024 with a return of +7.7%, while the worst month was Feb 2025 at -6.7%. The longest winning streak lasted 5 consecutive months, and the longest losing streak was 3 months.

On a daily basis, USSE closed higher 55% of trading days. The best single day was Apr 9, 2025 with a return of +8.8%, while the worst single day was Apr 4, 2025 at -5.8%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20262.29%1.92%-5.22%1.05%-0.15%
20253.33%-6.73%-6.01%0.57%3.38%4.11%0.93%-0.52%3.01%2.65%-2.51%1.01%2.50%
20241.33%4.82%1.97%-3.15%4.81%2.59%1.18%2.49%-0.14%0.27%7.66%-1.27%24.49%
2023-0.24%-3.41%-1.63%7.53%3.02%5.01%

Benchmark Metrics

Segall Bryant & Hamill Select Equity ETF has an annualized alpha of -2.86%, beta of 0.98, and R² of 0.85 versus S&P 500 Index. Calculated based on daily prices since August 31, 2023.

  • This ETF participated in 85.59% of S&P 500 Index downside but only 76.86% of its upside — more exposed to losses than it benefited from rallies.
  • This ETF had an annualized alpha of -2.86% versus S&P 500 Index — delivering less than market exposure alone would predict.
  • With beta of 0.98 and R² of 0.85, 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
-2.86%
Beta
0.98
0.85
Upside Capture
76.86%
Downside Capture
85.59%

Expense Ratio

USSE has an expense ratio of 0.65%, placing it in the medium range.


Return for Risk

Risk / Return Rank

USSE ranks 32 for risk / return — below 32% of ETFs on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.


USSE Risk / Return Rank: 3232
Overall Rank
USSE Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
USSE Sortino Ratio Rank: 3131
Sortino Ratio Rank
USSE Omega Ratio Rank: 2929
Omega Ratio Rank
USSE Calmar Ratio Rank: 3434
Calmar Ratio Rank
USSE Martin Ratio Rank: 3535
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 Segall Bryant & Hamill Select Equity ETF (USSE) and compare them to a chosen benchmark (S&P 500 Index).


USSEBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

0.62

0.88

-0.26

Sortino ratio

Return per unit of downside risk

1.01

1.37

-0.36

Omega ratio

Gain probability vs. loss probability

1.13

1.21

-0.07

Calmar ratio

Return relative to maximum drawdown

1.17

1.39

-0.22

Martin ratio

Return relative to average drawdown

4.23

6.43

-2.20

Explore USSE risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

Dividends

Dividend History

Segall Bryant & Hamill Select Equity ETF provided a 0.00% dividend yield over the last twelve months, with an annual payout of $0.00 per share.


0.00%0.02%0.04%0.06%0.08%0.10%0.12%$0.00$0.01$0.02$0.03$0.04202320242025
Dividends
Dividend Yield
PeriodTTM202520242023
Dividend$0.00$0.00$0.04$0.03

Dividend yield

0.00%0.00%0.11%0.13%

Monthly Dividends

The table displays the monthly dividend distributions for Segall Bryant & Hamill Select Equity 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
2025$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.04$0.04
2023$0.03$0.03

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 Segall Bryant & Hamill Select Equity 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 Segall Bryant & Hamill Select Equity ETF was 22.36%, occurring on Apr 8, 2025. Recovery took 141 trading sessions.

The current Segall Bryant & Hamill Select Equity ETF drawdown is 4.82%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-22.36%Jan 24, 202552Apr 8, 2025141Oct 29, 2025193
-9.11%Feb 26, 202623Mar 30, 2026
-8.56%Oct 30, 202516Nov 20, 202545Jan 28, 202661
-7.92%Jul 17, 202414Aug 5, 202419Aug 30, 202433
-7.29%Sep 5, 202339Oct 27, 202316Nov 20, 202355

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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