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CUSIP
26922A297
Inception Date
Sep 9, 2019
Region
North America (U.S.)
Leveraged
1x (No leverage)
Index Tracked
US Vegan Climate Index
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Growth
Assets Under Management
$186M

Share Price Chart


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Performance

VEGN Performance Chart

US Vegan Climate ETF (VEGN) is up 34.4% since the beginning of the year. VEGN is currently trading at $82 per share. Investors who bought $1,000 worth of VEGN shares 5 years ago would now be looking at an investment worth $2,163.


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S&P 500 Index

Returns By Period

US Vegan Climate ETF (VEGN) has returned 34.36% so far this year and 53.65% over the past 12 months.


US Vegan Climate ETF

1D
0.73%
1M
10.45%
YTD
34.36%
6M
33.80%
1Y
53.65%
3Y*
30.07%
5Y*
16.68%
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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VEGN Monthly Returns History

Based on dividend-adjusted daily data since Sep 10, 2019, VEGN's average daily return is +0.08%, while the average monthly return is +1.68%. At this rate, an investment would double in approximately 3.5 years.

Historically, 62% of months were positive and 38% were negative. The best month was Apr 2026 with a return of +18.1%, while the worst month was Mar 2020 at -12.1%. The longest winning streak lasted 6 consecutive months, and the longest losing streak was 3 months.

On a daily basis, VEGN closed higher 55% of trading days. The best single day was Mar 13, 2020 with a return of +10.2%, while the worst single day was Mar 16, 2020 at -12.8%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20261.03%-3.00%-5.03%18.10%17.24%4.26%34.36%
20252.77%-4.06%-6.10%-0.28%7.08%5.58%0.12%1.77%4.20%3.25%-1.63%1.04%13.71%
20241.68%5.02%1.91%-5.44%3.67%5.39%1.88%1.54%3.36%-0.86%7.35%-1.98%25.42%
20239.88%-1.32%2.76%-1.48%5.20%7.17%3.96%-0.53%-4.99%-3.38%11.31%5.60%38.10%
2022-7.64%-2.52%2.48%-11.09%-1.13%-8.60%10.94%-5.49%-10.46%7.53%5.57%-7.43%-26.87%
2021-0.70%2.60%2.53%5.94%-0.39%3.75%2.11%2.88%-4.88%8.41%-1.09%2.84%26.01%

Benchmark Metrics

US Vegan Climate ETF has an annualized alpha of 3.76%, beta of 1.09, and R2 of 0.92 versus S&P 500 Index. Calculated based on daily prices since September 10, 2019.

  • This ETF captured 122.29% of S&P 500 Index gains and 103.24% of its losses - amplifying both gains and losses, but participating more in upside than downside.
  • This ETF generated an annualized alpha of 3.76% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
  • With beta of 1.09 and R2 of 0.92, 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
3.76%
Beta
1.09
0.92
Upside Capture
122.29%
Downside Capture
103.24%

Expense Ratio

VEGN has an expense ratio of 0.60%, placing it in the medium range.


Return for Risk

Risk / Return Rank

VEGN ranks 88 for risk / return — in the top 88% 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.


VEGN Risk / Return Rank: 8888
Overall Rank
VEGN Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
VEGN Sortino Ratio Rank: 8888
Sortino Ratio Rank
VEGN Omega Ratio Rank: 8787
Omega Ratio Rank
VEGN Calmar Ratio Rank: 8585
Calmar Ratio Rank
VEGN Martin Ratio Rank: 8787
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 US Vegan Climate ETF (VEGN) 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.


VEGNBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

+0.97

Sortino ratioReturn per unit of downside risk

+1.06

Omega ratioGain probability vs. loss probability

1.51

1.37

+0.14

Calmar ratioReturn relative to maximum drawdown

4.55

2.78

+1.77

Martin ratioReturn relative to average drawdown

17.84

12.44

+5.40

Dividends

Dividend History

US Vegan Climate ETF provided a 0.48% dividend yield over the last twelve months, with an annual payout of $0.39 per share.


0.30%0.40%0.50%0.60%0.70%0.80%$0.00$0.05$0.10$0.15$0.20$0.25$0.30$0.352019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM2025202420232022202120202019
Dividend$0.39$0.31$0.27$0.29$0.25$0.18$0.25$0.08

Dividend yield

0.48%0.51%0.51%0.67%0.81%0.41%0.71%0.29%

Monthly Dividends

The table displays the monthly dividend distributions for US Vegan Climate 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$0.10$0.00$0.00$0.06$0.16
2025$0.00$0.00$0.05$0.00$0.00$0.03$0.00$0.00$0.01$0.00$0.00$0.22$0.31
2024$0.00$0.00$0.03$0.00$0.00$0.06$0.00$0.00$0.06$0.00$0.00$0.12$0.27
2023$0.00$0.00$0.05$0.00$0.00$0.07$0.00$0.00$0.05$0.00$0.00$0.11$0.29
2022$0.00$0.00$0.04$0.00$0.00$0.06$0.00$0.00$0.06$0.00$0.00$0.10$0.25
2021$0.00$0.00$0.04$0.00$0.00$0.04$0.00$0.00$0.03$0.00$0.00$0.06$0.18

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 US Vegan Climate 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 US Vegan Climate ETF was 34.14%, occurring on Mar 23, 2020. Recovery took 93 trading sessions.


Related event

Drawdown

Fall

Recovery

Underwater

COVID crash2020
-34.14%Mar 2020
1mo 2d4mo 14d
5mo 16dFeb 2020 - Aug 2020
Bear market2022
-33.40%Oct 2022
11mo 9d1y 3mo
2y 2moNov 2021 - Jan 2024
2025 selloff2025
-20.91%Apr 2025
2mo 14d2mo 23d
5mo 7dJan 2025 - Jun 2025
2026 correction2026
-11.85%Mar 2026
1mo 29d16d
2mo 15dJan 2026 - Apr 2026
2024 correction2024
-10.49%Aug 2024
21d1mo 13d
2mo 4dJul 2024 - Sep 2024

Drawdown Indicators


VEGNBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-34.14%

-56.78%

+22.64%

Max Drawdown (1Y)

Largest decline over 1 year

-11.85%

-9.10%

-2.75%

Max Drawdown (3Y)

Largest decline over 3 years

-20.91%

-18.90%

-2.01%

Max Drawdown (5Y)

Largest decline over 5 years

-33.40%

-25.43%

-7.97%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

0.00%

-1.80%

+1.80%

Average Drawdown

Average peak-to-trough decline

-7.55%

-10.71%

+3.16%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.02%

2.03%

+0.99%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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