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Zacks Earnings Consistent Portfolio ETF (ZECP)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

Issuer

Zacks Investment Management

Inception Date

Aug 24, 2021

Region

North America (U.S.)

Leveraged

1x

Index Tracked

No Index (Active)

Home Page

www.zacks.com

Asset Class

Equity

Asset Class Size

Large-Cap

Asset Class Style

Blend

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.


Popular comparisons:
ZECP vs. FLGR ZECP vs. NWJCX ZECP vs. VOO ZECP vs. SPY ZECP vs. ^GSPC ZECP vs. ARKK ZECP vs. JPST ZECP vs. AVLV ZECP vs. NVDA ZECP vs. FSPGX
Popular comparisons:
ZECP vs. FLGR ZECP vs. NWJCX ZECP vs. VOO ZECP vs. SPY ZECP vs. ^GSPC ZECP vs. ARKK ZECP vs. JPST ZECP vs. AVLV ZECP vs. NVDA ZECP vs. FSPGX

Performance

Performance Chart

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


0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
8.94%
10.75%
ZECP (Zacks Earnings Consistent Portfolio ETF)
Benchmark (^GSPC)

Returns By Period

Zacks Earnings Consistent Portfolio ETF had a return of 19.56% year-to-date (YTD) and 25.09% in the last 12 months.


ZECP

YTD

19.56%

1M

-0.10%

6M

9.08%

1Y

25.09%

5Y (annualized)

N/A

10Y (annualized)

N/A

^GSPC (Benchmark)

YTD

24.05%

1M

0.89%

6M

11.19%

1Y

30.12%

5Y (annualized)

13.82%

10Y (annualized)

11.14%

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20241.91%2.89%2.59%-3.72%3.97%2.56%2.37%3.17%1.21%-1.55%19.56%
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%
20210.66%-4.94%6.68%-1.27%6.91%7.75%

Expense Ratio

ZECP features an expense ratio of 0.55%, falling within the medium range.


Expense ratio chart for ZECP: current value at 0.55% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.55%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of ZECP is 82, placing it in the top 18% of ETFs on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of ZECP is 8282
Combined Rank
The Sharpe Ratio Rank of ZECP is 8282
Sharpe Ratio Rank
The Sortino Ratio Rank of ZECP is 8080
Sortino Ratio Rank
The Omega Ratio Rank of ZECP is 8080
Omega Ratio Rank
The Calmar Ratio Rank of ZECP is 8686
Calmar Ratio Rank
The Martin Ratio Rank of ZECP is 8484
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 Zacks Earnings Consistent Portfolio ETF (ZECP) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for ZECP, currently valued at 2.54, compared to the broader market0.002.004.002.542.54
The chart of Sortino ratio for ZECP, currently valued at 3.48, compared to the broader market-2.000.002.004.006.008.0010.003.483.40
The chart of Omega ratio for ZECP, currently valued at 1.47, compared to the broader market0.501.001.502.002.503.001.471.47
The chart of Calmar ratio for ZECP, currently valued at 3.99, compared to the broader market0.005.0010.0015.003.993.66
The chart of Martin ratio for ZECP, currently valued at 16.82, compared to the broader market0.0020.0040.0060.0080.00100.0016.8216.28
ZECP
^GSPC

The current Zacks Earnings Consistent Portfolio ETF Sharpe ratio is 2.54. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Zacks Earnings Consistent Portfolio ETF with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.

Rolling 12-month Sharpe Ratio1.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
2.54
2.51
ZECP (Zacks Earnings Consistent Portfolio ETF)
Benchmark (^GSPC)

Dividends

Dividend History

Zacks Earnings Consistent Portfolio ETF provided a 0.61% dividend yield over the last twelve months, with an annual payout of $0.19 per share.


0.20%0.40%0.60%0.80%1.00%$0.00$0.05$0.10$0.15$0.20202120222023
Dividends
Dividend Yield
PeriodTTM202320222021
Dividend$0.19$0.19$0.21$0.03

Dividend yield

0.61%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
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
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.


-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-1.57%
-1.80%
ZECP (Zacks Earnings Consistent Portfolio ETF)
Benchmark (^GSPC)

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 21.85%, occurring on Oct 12, 2022. Recovery took 320 trading sessions.

The current Zacks Earnings Consistent Portfolio ETF drawdown is 1.57%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-21.85%Dec 30, 2021198Oct 12, 2022320Jan 23, 2024518
-5.99%Sep 7, 202120Oct 4, 202113Oct 21, 202133
-5.6%Jul 17, 202414Aug 5, 202411Aug 20, 202425
-4.52%Apr 1, 202414Apr 18, 202416May 10, 202430
-3.42%Nov 17, 202110Dec 1, 20214Dec 7, 202114

Volatility

Volatility Chart

The current Zacks Earnings Consistent Portfolio ETF volatility is 3.49%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%6.00%JuneJulyAugustSeptemberOctoberNovember
3.49%
4.06%
ZECP (Zacks Earnings Consistent Portfolio ETF)
Benchmark (^GSPC)