US VEGAN CLIMATE ETF
Symbol: VEGN
Exchange: BATS
Sector: Technology
Category: Large Growth
Inception date: 09/09/2019
Latest date: 15/10/2026
Current price: $76.77
Expense ratio: 0.60%
Period performance
Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.
Performance metrics
Period total return
0.91%
Ann. -30.39% (Sharpe / Sortino numerator)
Volatility
20.69%
Sharpe ratio
-1.645
VaR 95%
-1.88%
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
-0.69%
Ann. -21.11% (Sharpe / Sortino numerator)
Volatility
19.16%
Sharpe ratio
-1.291
VaR 95%
-2.08%
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
22.55%
Ann. -7.17% (Sharpe / Sortino numerator)
Volatility
17.43%
Sharpe ratio
-0.619
VaR 95%
-1.96%
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
28.75%
Ann. 14.79% (Sharpe / Sortino numerator)
Volatility
20.70%
Sharpe ratio
0.539
VaR 95%
-1.95%
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
49.37%
Ann. 12.24% (Sharpe / Sortino numerator)
Volatility
19.20%
Sharpe ratio
0.449
VaR 95%
-1.95%
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
99.58%
Ann. 18.84% (Sharpe / Sortino numerator)
Volatility
17.79%
Sharpe ratio
0.855
VaR 95%
-1.76%
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: 15/10/2025 - 15/10/2026.
Average daily return
0.109%
Best day
3.672%
Worst day
-5.072%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 15/10/2026 | $75.42 | $76.83 | $75.42 | $76.77 | 7,500 |
| 14/10/2026 | $77.81 | $77.93 | $76.66 | $76.66 | 5,000 |
| 13/10/2026 | $78.09 | $78.59 | $77.98 | $78.59 | 7,500 |
| 12/10/2026 | $79.20 | $79.20 | $78.63 | $78.74 | 7,200 |
| 09/10/2026 | $79.52 | $79.79 | $79.52 | $79.70 | 12,400 |
| 08/10/2026 | $80.10 | $80.10 | $79.27 | $79.39 | 3,800 |
| 07/10/2026 | $80.00 | $80.49 | $80.00 | $80.43 | 2,400 |
| 06/10/2026 | $80.92 | $81.11 | $80.74 | $80.74 | 2,600 |
| 05/10/2026 | $80.09 | $80.58 | $80.09 | $80.50 | 7,900 |
| 02/10/2026 | $80.43 | $80.43 | $79.93 | $80.16 | 3,200 |