PortfoliosLab logoPortfoliosLab logo
Issuer
F/m
Inception Date
Jan 10, 2024
Leveraged
1x (No leverage)
Index Tracked
ICE 3-Year US Target Maturity Corporate Index - Benchmark TR Gross
Distribution Policy
Distributing
Asset Class
Bond
Assets Under Management
$40M

Share Price Chart


Loading charts...

Compare stocks, funds, or ETFs

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


Performance

ZTRE Performance Chart

F/M 3-Year Investment Grade Corporate Bond ETF (ZTRE) is up 0.5% since the beginning of the year. ZTRE is currently trading at $51 per share.


Loading charts...

S&P 500 Index

Returns By Period

F/M 3-Year Investment Grade Corporate Bond ETF (ZTRE) has returned 0.47% so far this year and 3.84% over the past 12 months.


F/M 3-Year Investment Grade Corporate Bond ETF

1D
-0.04%
1M
0.25%
YTD
0.47%
6M
0.83%
1Y
3.84%
3Y*
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)

ZTRE Monthly Returns History

Based on dividend-adjusted daily data since Dec 19, 2024, ZTRE's average daily return is +0.02%, while the average monthly return is +0.38%. At this rate, an investment would double in approximately 15.2 years.

Historically, 84% of months were positive and 16% were negative. The best month was Aug 2025 with a return of +1.1%, while the worst month was Mar 2026 at -0.8%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 1 months.

On a daily basis, ZTRE closed higher 54% of trading days. The best single day was Aug 1, 2025 with a return of +0.5%, while the worst single day was Apr 7, 2025 at -0.6%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20260.39%0.40%-0.78%0.40%0.23%-0.16%0.47%
20250.51%1.01%0.38%0.69%0.20%0.91%-0.01%1.13%0.38%0.23%0.56%0.43%6.60%
20240.32%0.32%

Benchmark Metrics

F/M 3-Year Investment Grade Corporate Bond ETF has an annualized alpha of 4.36%, beta of 0.03, and R2 of 0.07 versus S&P 500 Index. Calculated based on daily prices since December 19, 2024.

  • This ETF captured 10.97% of S&P 500 Index gains and tended to rise during its downturns (downside capture of -14.41%) - a profile typical of hedging or uncorrelated assets.
  • Beta of 0.03 may look defensive, but with R2 of 0.07 this ETF is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this ETF's risk.
  • R2 of 0.07 means this ETF moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
4.36%
Beta
0.03
0.07
Upside Capture
10.97%
Downside Capture
-14.41%

Expense Ratio

ZTRE has an expense ratio of 0.15%, which is considered low.


Return for Risk

Risk / Return Rank

ZTRE ranks 64 for risk / return — better than 64% 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.


ZTRE Risk / Return Rank: 6464
Overall Rank
ZTRE Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
ZTRE Sortino Ratio Rank: 7373
Sortino Ratio Rank
ZTRE Omega Ratio Rank: 6969
Omega Ratio Rank
ZTRE Calmar Ratio Rank: 5555
Calmar Ratio Rank
ZTRE Martin Ratio Rank: 6161
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 F/M 3-Year Investment Grade Corporate Bond ETF (ZTRE) 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.


ZTREBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

0.00

Sortino ratioReturn per unit of downside risk

+0.38

Omega ratioGain probability vs. loss probability

1.40

1.37

+0.03

Calmar ratioReturn relative to maximum drawdown

2.66

2.78

-0.13

Martin ratioReturn relative to average drawdown

10.60

12.44

-1.83

Dividends

Dividend History

F/M 3-Year Investment Grade Corporate Bond ETF provided a 4.22% dividend yield over the last twelve months, with an annual payout of $2.14 per share.


0.00%1.00%2.00%3.00%4.00%$0.00$0.50$1.00$1.50$2.0020242025
Dividends
Dividend Yield
PeriodTTM20252024
Dividend$2.14$2.24$0.20

Dividend yield

4.22%4.37%0.39%

Monthly Dividends

The table displays the monthly dividend distributions for F/M 3-Year Investment Grade Corporate Bond ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.18$0.18$0.18$0.17$0.18$0.00$0.89
2025$0.00$0.21$0.20$0.19$0.20$0.19$0.19$0.16$0.18$0.17$0.17$0.36$2.24
2024$0.20$0.20

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.


Loading charts...

Worst Drawdowns

The table below displays the maximum drawdowns of the F/M 3-Year Investment Grade Corporate Bond 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 F/M 3-Year Investment Grade Corporate Bond ETF was 1.45%, occurring on Mar 26, 2026. The portfolio has not yet recovered.

The current F/M 3-Year Investment Grade Corporate Bond ETF drawdown is 0.34%.


Related event

Drawdown

Fall

Recovery

Underwater

2026 pullback2026
-1.45%Mar 2026
1mo
3mo 29dFeb 2026 - now
2025 selloff2025
-1.16%Apr 2025
7d14d
21dApr 2025 - Apr 2025
2025 selloff2025
-0.52%May 2025
13d13d
26dMay 2025 - May 2025
2025 pullback2025
-0.40%Nov 2025
7d16d
23dOct 2025 - Nov 2025
2025 selloff2025
-0.39%Jun 2025
1d6d
7dJun 2025 - Jun 2025

Drawdown Indicators


ZTREBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-1.45%

-56.78%

+55.33%

Max Drawdown (1Y)

Largest decline over 1 year

-1.45%

-9.10%

+7.65%

Max Drawdown (3Y)

Largest decline over 3 years

-18.90%

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

-0.34%

-1.80%

+1.46%

Average Drawdown

Average peak-to-trough decline

-0.20%

-10.71%

+10.51%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.36%

2.03%

-1.67%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


Loading charts...

Portfolio Analyzer

Build a portfolio with ZTRE

Add F/M 3-Year Investment Grade Corporate Bond ETF to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Analyzer with ZTRE