SGI U.S. LARGE CAP CORE ETF
Symbol: SGLC
Exchange: NYSE
Sector: Technology
Category: Large Blend
Inception date: 30/03/2023
Latest date: 20/07/2026
Current price: $43.52
Expense ratio: 0.85%
Period performance
Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.
Performance metrics
Period total return
0.35%
Ann. -29.90% (Sharpe / Sortino numerator)
Volatility
19.96%
Sharpe ratio
-1.680
VaR 95%
-2.18%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
6.29%
Ann. -9.92% (Sharpe / Sortino numerator)
Volatility
18.35%
Sharpe ratio
-0.738
VaR 95%
-2.19%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
13.07%
Ann. 3.18% (Sharpe / Sortino numerator)
Volatility
15.75%
Sharpe ratio
-0.029
VaR 95%
-1.94%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
26.18%
Ann. 19.63% (Sharpe / Sortino numerator)
Volatility
19.33%
Sharpe ratio
0.828
VaR 95%
-1.72%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
35.43%
Ann. 11.36% (Sharpe / Sortino numerator)
Volatility
17.74%
Sharpe ratio
0.435
VaR 95%
-1.81%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
70.06%
Ann. 18.02% (Sharpe / Sortino numerator)
Volatility
16.14%
Sharpe ratio
0.891
VaR 95%
-1.61%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Daily returns for period 12M
Daily simple returns from the same adjusted closes used by the performance chart: 21/07/2025 - 20/07/2026.
Average daily return
0.097%
Best day
2.871%
Worst day
-2.778%
Days with data
250
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 20/07/2026 | $43.63 | $43.66 | $43.43 | $43.52 | 6,100 |
| 17/07/2026 | $43.70 | $43.77 | $43.41 | $43.41 | 21,600 |
| 16/07/2026 | $44.12 | $44.12 | $43.74 | $44.01 | 6,100 |
| 15/07/2026 | $44.27 | $44.37 | $44.10 | $44.37 | 10,800 |
| 14/07/2026 | $43.80 | $44.04 | $43.80 | $44.04 | 12,500 |
| 13/07/2026 | $43.95 | $43.95 | $43.73 | $43.73 | 12,000 |
| 10/07/2026 | $44.01 | $44.17 | $44.01 | $44.16 | 8,600 |
| 09/07/2026 | $43.96 | $43.98 | $43.89 | $43.95 | 4,700 |
| 08/07/2026 | $43.40 | $43.67 | $43.40 | $43.67 | 4,400 |
| 07/07/2026 | $43.73 | $43.82 | $43.69 | $43.69 | 17,700 |