HEGDSWAN HEDGED EQUITY US LARGE CAP ETF
SWAN HEDGED EQUITY US LARGE CAP ETF
$27.07+0.22% today
242752-WK
SOURCE: MARKET TAPE & DAILY CREATION/REDEMPTION RECORDS · 1M SHOWN
The desk’s read
Flows are quiet — the past month netted out near zero, while the price has returned +6.9% so far this year.
COMPOSED FROM THE FUND’S OWN DAILY RECORDS · UPDATED WITH EACH REFRESH
$273Massets under management
—expense ratio
—net flow, trailing month
72Kavg daily volume, 30 days
0holdings · US-domiciled
2024listed March 22, 2024 · beta 0.57
Sector weights
PORTFOLIO COMPOSITION, LATEST DISCLOSURE
Performance
| 1 week | -0.8% |
| 1 month | +2.3% |
| 3 months | +1.4% |
| 6 months | +6.8% |
| YTD | +6.9% |
| 1 year | +12.1% |
| 3 years | — |
PRICE RETURN, DISTRIBUTIONS NOT REINVESTED
Net flows
| 1 week | — |
| 1 month | — |
| 3 months | — |
| YTD | — |
| 1 year | — |
CREATION/REDEMPTION DOLLARS, DAILY RECORDS
The risk read
10%realized volatility, 30 days (annualized)
8%realized volatility, 1 year
-4.4%deepest fall from a peak, 1 year
-1.3%where it sits vs. that peak today
VOLATILITY & DRAWDOWN FROM THE DAILY TAPE · CONCENTRATION FROM THE LATEST DISCLOSED BOOK
Options tape
—calls today
—puts today
—put/call ratio
133Kshares traded
The case against HEGD
Due diligence cuts both ways. These funds sit on the same shelf and beat HEGD on at least one dimension that matters — the fee, the asset base, or where the money is going.
| Fund | Fee | Assets | Flow, 1M | The case | |
|---|---|---|---|---|---|
| ESMV iShares ESG MSCI USA Min Vol Factor ETF | 0.18% | $7904.06T | −$41K | 28936027× the assets | Head-to-head |
| SPY SPDR S&P 500 ETF Trust | 0.09% | $818.3B | +$2.8B | 2996× the assets · +$2.8B in over the month | Head-to-head |
| IJH iShares Core S&P Mid-Cap ETF | 0.05% | $128.4B | +$547M | 470× the assets · +$547M in over the month | Head-to-head |
| ITOT iShares Core S&P Total U.S. Stock Market ETF | 0.03% | $97.9B | +$245M | 359× the assets · +$245M in over the month | Head-to-head |
| IVW iShares S&P 500 Growth ETF | 0.18% | $77.4B | +$322M | 284× the assets · +$322M in over the month | Head-to-head |