US VEGAN CLIMATE ETF
Symbol: VEGN
Exchange: BATS
Sector: Technology
Category: Large Growth
Inception date: 09/09/2019
Latest date: 21/07/2026
Current price: $77.26
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
-5.21%
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
20.13%
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
25.88%
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
37.77%
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
57.32%
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
96.93%
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: 21/07/2025 - 21/07/2026.
Average daily return
0.135%
Best day
3.615%
Worst day
-5.072%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 21/07/2026 | $77.02 | $77.26 | $77.02 | $77.26 | 6,800 |
| 20/07/2026 | $76.21 | $76.21 | $75.26 | $75.26 | 2,700 |
| 17/07/2026 | $74.56 | $76.09 | $74.56 | $75.35 | 4,100 |
| 16/07/2026 | $76.44 | $76.65 | $75.72 | $76.06 | 11,600 |
| 15/07/2026 | $79.14 | $79.14 | $76.51 | $77.36 | 8,400 |
| 14/07/2026 | $78.75 | $78.78 | $78.53 | $78.58 | 2,700 |
| 13/07/2026 | $78.10 | $78.48 | $77.69 | $77.90 | 12,500 |
| 10/07/2026 | $78.92 | $79.45 | $78.89 | $79.36 | 4,400 |
| 09/07/2026 | $78.99 | $79.83 | $78.99 | $79.23 | 19,100 |
| 08/07/2026 | $76.94 | $77.63 | $76.46 | $77.63 | 4,300 |