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PLDR vs. PFUT
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PLDR vs. PFUT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Putnam Sustainable Leaders ETF (PLDR) and Putnam Sustainable Future ETF (PFUT). The values are adjusted to include any dividend payments, if applicable.

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PLDR vs. PFUT - Yearly Performance Comparison


2026 (YTD)20252024202320222021
PLDR
Putnam Sustainable Leaders ETF
-9.19%12.03%23.47%27.47%-22.52%11.57%
PFUT
Putnam Sustainable Future ETF
-7.59%2.22%13.60%29.98%-33.60%0.62%

Returns By Period

In the year-to-date period, PLDR achieves a -9.19% return, which is significantly lower than PFUT's -7.59% return.


PLDR

1D
2.64%
1M
-5.79%
YTD
-9.19%
6M
-5.46%
1Y
10.26%
3Y*
14.62%
5Y*
10Y*

PFUT

1D
2.92%
1M
-5.82%
YTD
-7.59%
6M
-9.75%
1Y
5.81%
3Y*
8.63%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PLDR vs. PFUT - Expense Ratio Comparison

PLDR has a 0.59% expense ratio, which is lower than PFUT's 0.64% expense ratio.


Return for Risk

PLDR vs. PFUT — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

PLDR
PLDR Risk / Return Rank: 3333
Overall Rank
PLDR Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
PLDR Sortino Ratio Rank: 3232
Sortino Ratio Rank
PLDR Omega Ratio Rank: 3434
Omega Ratio Rank
PLDR Calmar Ratio Rank: 3434
Calmar Ratio Rank
PLDR Martin Ratio Rank: 3333
Martin Ratio Rank

PFUT
PFUT Risk / Return Rank: 1919
Overall Rank
PFUT Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
PFUT Sortino Ratio Rank: 2020
Sortino Ratio Rank
PFUT Omega Ratio Rank: 2020
Omega Ratio Rank
PFUT Calmar Ratio Rank: 2020
Calmar Ratio Rank
PFUT Martin Ratio Rank: 1919
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.

PLDR vs. PFUT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Putnam Sustainable Leaders ETF (PLDR) and Putnam Sustainable Future ETF (PFUT). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


PLDRPFUTDifference

Sharpe ratio

Return per unit of total volatility

0.63

0.26

+0.37

Sortino ratio

Return per unit of downside risk

0.92

0.54

+0.38

Omega ratio

Gain probability vs. loss probability

1.14

1.07

+0.07

Calmar ratio

Return relative to maximum drawdown

0.83

0.37

+0.46

Martin ratio

Return relative to average drawdown

2.93

1.11

+1.82

PLDR vs. PFUT - Sharpe Ratio Comparison

The current PLDR Sharpe Ratio is 0.63, which is higher than the PFUT Sharpe Ratio of 0.26. The chart below compares the historical Sharpe Ratios of PLDR and PFUT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


PLDRPFUTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.63

0.26

+0.37

Sharpe Ratio (All Time)

Calculated using the full available price history

0.41

-0.07

+0.47

Correlation

The correlation between PLDR and PFUT is 0.89, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

PLDR vs. PFUT - Dividend Comparison

PLDR's dividend yield for the trailing twelve months is around 0.41%, while PFUT has not paid dividends to shareholders.


TTM20252024202320222021
PLDR
Putnam Sustainable Leaders ETF
0.41%0.37%0.38%0.56%0.63%0.39%
PFUT
Putnam Sustainable Future ETF
0.00%0.00%0.03%0.00%0.00%0.00%

Drawdowns

PLDR vs. PFUT - Drawdown Comparison

The maximum PLDR drawdown since its inception was -29.58%, smaller than the maximum PFUT drawdown of -44.86%. Use the drawdown chart below to compare losses from any high point for PLDR and PFUT.


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Drawdown Indicators


PLDRPFUTDifference

Max Drawdown

Largest peak-to-trough decline

-29.58%

-44.86%

+15.28%

Max Drawdown (1Y)

Largest decline over 1 year

-13.03%

-14.88%

+1.85%

Current Drawdown

Current decline from peak

-10.51%

-18.58%

+8.07%

Average Drawdown

Average peak-to-trough decline

-8.82%

-21.44%

+12.62%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.69%

4.92%

-1.23%

Volatility

PLDR vs. PFUT - Volatility Comparison

The current volatility for Putnam Sustainable Leaders ETF (PLDR) is 5.30%, while Putnam Sustainable Future ETF (PFUT) has a volatility of 6.40%. This indicates that PLDR experiences smaller price fluctuations and is considered to be less risky than PFUT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PLDRPFUTDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.30%

6.40%

-1.10%

Volatility (6M)

Calculated over the trailing 6-month period

9.58%

12.45%

-2.87%

Volatility (1Y)

Calculated over the trailing 1-year period

16.31%

22.41%

-6.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.16%

21.86%

-4.70%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.16%

21.86%

-4.70%