C000217290 Performance — ClearBridge Focus Value ESG ETF
Data updated: 2024-11-22
C000217290 returned +19.10% over one year to Sep 2024. The annualised 3-year return is +6.34%. Against its Thematic Equity category average the fund came out ahead over three years but behind over one: $100 invested three years ago grew to $120, against $114 for the category, and to $119 over one year, against $131. Volatility over the past three years was 17.06% a year. In the 12 months to Sep 2024 the fund lost a net $1.8M, and assets reached $1.64M.
C000217290 Growth of $100
What $100 invested in ClearBridge Focus Value ESG ETF grew to, compounded from monthly returns reported on SEC Form N-PORT, against the Thematic Equity category average over the same months.
| Period | C000217290 | Category average |
|---|---|---|
| 1 year (Oct 2023 – Sep 2024) | $119 | $131 |
| 3 years (Oct 2021 – Sep 2024) | $120 | $114 |
| Since data start (May 2020 – Sep 2024) | $170 | $182 |
C000217290 Trailing Returns
Total returns to Sep 2024, from SEC N-PORT.
| Period | Total return |
|---|---|
| 1 year | +19.10% |
| 3 years (annualised) | +6.34% |
C000217290 Annual Returns
Calendar-year total returns of ClearBridge Focus Value ESG ETF, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2024 (Jan–Sep) | +5.45% |
| 2023 | +20.94% |
| 2022 | −12.44% |
| 2021 | +24.66% |
| 2020 (May–Dec) | +22.45% |
C000217290 Monthly Returns
Monthly total returns as reported on SEC Form N-PORT.
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | −1.4% | +2.9% | +3.9% | −6.0% | +2.2% | −0.4% | +3.6% | 0.0% | +0.8% | — | — | — |
| 2023 | +4.0% | −2.3% | +0.5% | +1.6% | −2.6% | +7.6% | +3.8% | −1.9% | −3.2% | −1.2% | +8.9% | +5.0% |
| 2022 | −3.4% | −3.5% | +2.6% | −7.6% | +1.2% | −8.8% | +7.1% | −2.5% | −9.3% | +10.4% | +7.3% | −4.3% |
| 2021 | −1.6% | +4.7% | +6.5% | +5.7% | +2.3% | −0.7% | +1.2% | +2.4% | −5.1% | +5.1% | −3.2% | +5.8% |
| 2020 | — | — | — | — | −0.2% | +1.0% | +5.4% | +4.3% | −1.8% | −1.9% | +12.3% | +2.1% |
C000217290 Risk
Risk measures from monthly returns over Oct 2021 – Sep 2024.
- 3-year volatility (annualised): 17.06%
- 3-year Sharpe ratio: 0.11 (vs 4.5% risk-free rate)
- Best month: +10.39% (Oct 2022)
- Worst month: −9.33% (Sep 2022)
C000217290 Fund Flows
Monthly money in and out of ClearBridge Focus Value ESG ETF, from SEC Form N-PORT.
- 12-month net flow: −$1.8M
- 12-month gross sales (incl. reinvestments): $0
- Sales ÷ redemptions: 0.00×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Sep 2024 | $0 | $0 | $0 |
| Aug 2024 | $0 | $0 | $0 |
| Jul 2024 | $0 | $738K | −$738K |
| Jun 2024 | $0 | $0 | $0 |
| May 2024 | $0 | $0 | $0 |
| Apr 2024 | $0 | $1.1M | −$1.1M |
| Mar 2024 | $0 | $0 | $0 |
| Feb 2024 | $0 | $0 | $0 |
| Jan 2024 | $0 | $0 | $0 |
| Dec 2023 | $0 | $0 | $0 |
| Nov 2023 | $0 | $0 | $0 |
| Oct 2023 | $0 | $0 | $0 |
C000217290 Assets Under Management
Net assets of ClearBridge Focus Value ESG ETF by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2024-09-30 | $1.64M |
| 2024-06-30 | $2.30M |
| 2024-03-31 | $3.55M |
| 2023-12-31 | $3.37M |
| 2023-09-29 | $3.03M |
| 2023-06-30 | $3.09M |
| 2023-03-31 | $2.91M |
| 2022-12-30 | $2.86M |
| 2022-09-30 | $3.12M |
| 2022-06-30 | $3.30M |
| 2022-03-31 | $3.89M |
| 2021-12-31 | $3.71M |
For information only. Not investment advice: figures are as reported in SEC filings and may contain errors or be out of date. Past performance does not guarantee future results.