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Issuer
Zacks
Inception Date
Aug 24, 2021
Region
North America (U.S.)
Leveraged
1x (No leverage)
Index Tracked
No Index (Active)
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Blend
Assets Under Management
$262M

Share Price Chart


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Performance

ZECP Performance Chart

Zacks Earnings Consistent Portfolio ETF (ZECP) is up 6.8% since the beginning of the year. ZECP is currently trading at $37 per share.


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S&P 500 Index

Returns By Period

Zacks Earnings Consistent Portfolio ETF (ZECP) has returned 6.78% so far this year and 21.32% over the past 12 months.


Zacks Earnings Consistent Portfolio ETF

1D
-0.27%
1M
0.18%
YTD
6.78%
6M
5.93%
1Y
21.32%
3Y*
15.64%
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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ZECP Monthly Returns History

Based on dividend-adjusted daily data since Aug 24, 2021, ZECP's average daily return is +0.04%, while the average monthly return is +0.80%. At this rate, an investment would double in approximately 7.2 years.

Historically, 59% of months were positive and 41% were negative. The best month was Oct 2022 with a return of +8.3%, while the worst month was Sep 2022 at -8.3%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 3 months.

On a daily basis, ZECP closed higher 53% of trading days. The best single day was Apr 9, 2025 with a return of +7.6%, while the worst single day was Apr 4, 2025 at -5.5%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20261.67%1.66%-5.84%7.48%2.09%-0.01%6.78%
20254.52%-1.01%-4.51%-1.16%3.33%3.84%1.36%1.84%2.06%1.87%3.12%-0.82%15.03%
20241.91%2.89%2.59%-3.72%3.97%2.56%2.37%3.17%1.21%-1.55%6.22%-4.98%17.32%
20232.63%-2.73%2.79%1.66%-1.34%5.20%1.90%-1.48%-4.37%-1.59%7.75%3.31%13.88%
2022-5.66%-3.25%4.02%-6.40%-0.18%-6.47%8.10%-3.87%-8.29%8.31%5.54%-4.19%-13.41%
20210.54%-4.94%6.68%-1.27%6.92%7.62%

Benchmark Metrics

Zacks Earnings Consistent Portfolio ETF has an annualized alpha of 0.19%, beta of 0.80, and R2 of 0.89 versus S&P 500 Index. Calculated based on daily prices since August 24, 2021.

  • This ETF participated in 91.54% of S&P 500 Index downside but only 84.37% of its upside - more exposed to losses than it benefited from rallies.

Alpha
0.19%
Beta
0.80
0.89
Upside Capture
84.37%
Downside Capture
91.54%

Expense Ratio

ZECP has an expense ratio of 0.55%, placing it in the medium range.


Return for Risk

Risk / Return Rank

ZECP ranks 61 for risk / return — better than 61% of ETFs on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.


ZECP Risk / Return Rank: 6161
Overall Rank
ZECP Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
ZECP Sortino Ratio Rank: 6666
Sortino Ratio Rank
ZECP Omega Ratio Rank: 5858
Omega Ratio Rank
ZECP Calmar Ratio Rank: 5353
Calmar Ratio Rank
ZECP Martin Ratio Rank: 6666
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 Zacks Earnings Consistent Portfolio ETF (ZECP) 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.


ZECPBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.04

Sortino ratioReturn per unit of downside risk

+0.17

Omega ratioGain probability vs. loss probability

1.35

1.37

-0.02

Calmar ratioReturn relative to maximum drawdown

2.57

2.78

-0.21

Martin ratioReturn relative to average drawdown

11.71

12.44

-0.73

Dividends

Dividend History

Zacks Earnings Consistent Portfolio ETF provided a 0.74% dividend yield over the last twelve months, with an annual payout of $0.27 per share. The fund has been increasing its distributions for 2 consecutive years.


0.20%0.40%0.60%0.80%1.00%$0.00$0.05$0.10$0.15$0.20$0.2520212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021
Dividend$0.27$0.27$0.19$0.19$0.21$0.03

Dividend yield

0.74%0.79%0.63%0.73%0.91%0.11%

Monthly Dividends

The table displays the monthly dividend distributions for Zacks Earnings Consistent Portfolio 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$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$0.27$0.27
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.19$0.19
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.19$0.19
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.21$0.21
2021$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 Zacks Earnings Consistent Portfolio 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 Zacks Earnings Consistent Portfolio ETF was 21.86%, occurring on Oct 12, 2022. Recovery took 320 trading sessions.

The current Zacks Earnings Consistent Portfolio ETF drawdown is 1.28%.


Related event

Drawdown

Fall

Recovery

Underwater

Bear market2022
-21.86%Oct 2022
9mo 16d1y 3mo
2y 24dDec 2021 - Jan 2024
2025 selloff2025
-15.47%Apr 2025
2mo 7d2mo 25d
5mo 2dJan 2025 - Jul 2025
2026 pullback2026
-8.32%Mar 2026
1mo 2d18d
1mo 20dFeb 2026 - Apr 2026
2025 pullback2025
-6.02%Jan 2025
1mo 9d20d
1mo 29dDec 2024 - Jan 2025
2021 pullback2021
-5.99%Oct 2021
27d17d
1mo 14dSep 2021 - Oct 2021

Drawdown Indicators


ZECPBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-21.86%

-56.78%

+34.92%

Max Drawdown (1Y)

Largest decline over 1 year

-8.32%

-9.10%

+0.78%

Max Drawdown (3Y)

Largest decline over 3 years

-15.47%

-18.90%

+3.43%

Max Drawdown (5Y)

Largest decline over 5 years

-25.43%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-1.28%

-1.80%

+0.52%

Average Drawdown

Average peak-to-trough decline

-5.46%

-10.71%

+5.25%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.83%

2.03%

-0.20%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

Build a portfolio with ZECP

Add Zacks Earnings Consistent Portfolio ETF to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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