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US Vegan Climate ETF (VEGN)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

CUSIP

26922A297

Inception Date

Sep 9, 2019

Region

North America (U.S.)

Leveraged

1x

Index Tracked

US Vegan Climate Index

Asset Class

Equity

Asset Class Size

Large-Cap

Asset Class Style

Growth

Expense Ratio

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


Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Performance

Performance Chart


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Returns By Period

US Vegan Climate ETF (VEGN) returned -1.03% year-to-date (YTD) and 14.44% over the past 12 months.


VEGN

YTD

-1.03%

1M

10.28%

6M

-1.43%

1Y

14.44%

5Y*

17.13%

10Y*

N/A

^GSPC (Benchmark)

YTD

0.60%

1M

9.64%

6M

-0.54%

1Y

11.47%

5Y*

15.67%

10Y*

10.79%

*Annualized

Monthly Returns

The table below presents the monthly returns of VEGN, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20252.78%-4.06%-6.10%-0.28%7.20%-1.03%
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%2.77%-1.48%5.20%7.17%3.96%-0.53%-4.99%-3.38%11.30%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%-26.86%
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%
20201.30%-8.35%-12.10%13.51%6.50%2.58%5.48%9.31%-3.57%-3.38%11.90%4.99%27.71%
2019-0.69%2.70%4.07%2.80%9.11%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of VEGN is 70, indicating average performance compared to other ETFs on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of VEGN is 7070
Overall Rank
The Sharpe Ratio Rank of VEGN is 6363
Sharpe Ratio Rank
The Sortino Ratio Rank of VEGN is 7070
Sortino Ratio Rank
The Omega Ratio Rank of VEGN is 7070
Omega Ratio Rank
The Calmar Ratio Rank of VEGN is 7575
Calmar Ratio Rank
The Martin Ratio Rank of VEGN is 6969
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for US Vegan Climate ETF (VEGN) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

US Vegan Climate ETF Sharpe ratios as of May 16, 2025 (values are recalculated daily):

  • 1-Year: 0.64
  • 5-Year: 0.82
  • All Time: 0.63

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

The chart below shows the rolling Sharpe ratio of US Vegan Climate ETF compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time. For deeper analysis or to customize the calculation, use the Sharpe ratio tool.


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Dividends

Dividend History

US Vegan Climate ETF provided a 0.56% dividend yield over the last twelve months, with an annual payout of $0.30 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$0.30201920202021202220232024
Dividends
Dividend Yield
PeriodTTM202420232022202120202019
Dividend$0.30$0.27$0.29$0.25$0.18$0.25$0.08

Dividend yield

0.56%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
2025$0.00$0.00$0.05$0.00$0.00$0.05
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
2020$0.00$0.00$0.07$0.00$0.00$0.06$0.00$0.00$0.02$0.00$0.00$0.09$0.25
2019$0.08$0.08

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.

The current US Vegan Climate ETF drawdown is 5.01%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-34.14%Feb 20, 202023Mar 23, 202093Aug 4, 2020116
-33.4%Nov 9, 2021235Oct 14, 2022316Jan 19, 2024551
-20.91%Jan 24, 202552Apr 8, 2025
-10.49%Jul 17, 202416Aug 7, 202430Sep 19, 202446
-10.03%Sep 3, 202014Sep 23, 202038Nov 16, 202052

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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