Hennessy Sustainable ETF
Data updated: 2026-09-28
C000239897 — Hennessy Sustainable ETF. United States Large Cap Blend / Core Thematic Equity · $92.88M AUM. Holdings, fees, performance and SEC filings.
C000239897 Fund Overview
Hennessy Sustainable ETF is a US ETF managed by Hennessy Funds Trust, categorised as United States Large Cap Blend / Core Thematic Equity. ABC INVEST provides holdings, performance, costs, cashflows, risk data, prospectus documents and SEC filings, sourced from SEC filings.
- Type: US ETF
- Manager: Hennessy Funds Trust
- Category: United States Large Cap Blend / Core Thematic Equity
- Assets under management: $92.88M
- 1-year return: 19.0%
- SEC CIK: 0000891944
- SEC series ID: S000079062
- Share class ID: C000239897
C000239897 Investment Objective and Strategy
Hennessy Sustainable ETF describes its objective and strategy as follows, from its latest prospectus filed with the SEC by Hennessy Funds Trust.
Investment objective
The Hennessy Sustainable ETF seeks to achieve long-term capital appreciation.
Principal investment strategy
The Fund is an actively managed exchange-traded fund (ETF) that will invest, under normal circumstances, at least 80% of the value of its net assets, plus the amount of any borrowings for investment purposes, in exchange-traded equity securities of U.S. issuers that meet sustainability standards, as determined by the Portfolio Managers. The Portfolio Managers also screen on the basis of fundamental financial standards. The Fund primarily invests in large-capitalization issuers but may also invest in small- and medium-capitalization issuers. The Fund considers companies within the Russell 1000 Index and S&P 500 Index to be large-capitalization issuers. In identifying investments for the Fund, the Portfolio Managers utilize three independent processes. First, the Portfolio Managers apply a rules-based sustainability methodology that seeks to identify the strong companies from each industry and sub-industry group in the universe of large-capitalization companies, medium-capitalization companies, or small-capitalization companies, as applicable.
Companies that have exclusively or primarily engaged in weapons, tobacco, or fossil fuel extraction are excluded from consideration. The remaining universe is then quantitatively scored against industry group peers on up to 25 sustainability-related key performance indicators (KPIs) such as energy productivity, carbon intensity, water dependence, waste profile, and KPIs relating to governance, including capacity to innovate, unfunded pension fund liabilities, chief executive officer/average worker pay, safety performance, employee turnover, leadership diversity, percentage tax paid, and percent of bonus linked to sustainability performance. The securities deemed by the Portfolio Managers to be strong may be retained. This generally results in the Portfolio Managers retaining securities in the top 50%, but the Portfolio Managers have discretion to retain more than that.
The Portfolio Managers utilize data feeds from third parties that the Portfolio Managers consider, in their sole discretion, as trustworthy or have the expertise in specific KPI areas. The current primary external data source is Corporate Knights Research, an affiliate of Stance Capital, LLC, but such firm or firms may change in the Portfolio Managers discretion. Corporate Knights Research is based in Toronto, and is a leading media firm in Canada focused on climate risk. For over 20 years, it has published an annual ranking of the most sustainable companies in the world. Its methodology is rules-based and forms the foundation of the Portfolio Managers approach to sustainability scoring. Second, the Portfolio Managers apply a machine-learning model that uses financial, risk, and other factors to identify companies that are most likely to outperform both in the absolute returns and in risk-adjusted returns over the next quarter.
In the final process, the portfolio is optimized to minimize tail risk and maximize diversification. Tail risk is the risk that an investments return will move significantly beyond expectations (namely, more than three standard deviations from its mean). The Portfolio Managers target a maximum weighting of 3.5% of any single position upon rebalancing, but retain discretion to adjust this target percentage. The Portfolio Managers generally rebalance the portfolio quarterly. Positions are sold quarterly if the Portfolio Managers decide they are no longer optimal in the portfolio. The Funds investment portfolio is generally composed of around 40 investment positions. While investing in a particular sector is not a principal investment strategy of the Fund, its portfolio may be significantly invested in a sector as a result of the portfolio management decisions made pursuant to its principal investment strategy.
While the Fund does not place any restrictions on its level of sector concentration, it will limit its investments in industries within any particular sector to less than 25% of the Funds total assets. On each rebalancing date, investments within a particular sector will also be capped at up to twice the weight of the sector within the S&P 500 Index.
C000239897 Holdings
Top 10 holdings of Hennessy Sustainable ETF by percentage of net assets, from the fund's latest SEC N-PORT filing.
| Holding | % of net assets |
|---|---|
| Best Buy Co Inc | 3.67% |
| HP Inc | 3.64% |
| Charter Communications Inc | 3.54% |
| Ford Motor Co | 3.52% |
| McKesson Corp | 3.48% |
| WW Grainger Inc | 3.39% |
| DaVita Inc | 3.36% |
| Regions Financial Corp | 3.35% |
| Costco Wholesale Corp | 3.33% |
| Starbucks Corp | 3.33% |
C000239897 Portfolio Allocation
Asset-class allocation of Hennessy Sustainable ETF by percentage of net assets, from the latest SEC N-PORT filing.
| Asset class | Allocation |
|---|---|
| Equity | 99.6% |
| Cash & Equivalents | 0.4% |
C000239897 Performance
Total returns for C000239897 (as of 2026-10-01), from SEC filings.
| Period | Total return |
|---|---|
| YTD | 11.5% |
| 1 year | 19.0% |
| 3 years (annualised) | 11.6% |
C000239897 Risk Information
Risk metrics for C000239897, derived from monthly returns in SEC filings.
- 1-year volatility (annualised): 13.2%
C000239897 Costs and Fees
C000239897 costs about $85 per $10,000 invested per year in fund expenses.
- Net expense ratio: 0.85%
- Gross expense ratio: 0.95%
- Portfolio turnover: 275%
- Brokerage commissions: 11.03 bps of average net assets (SEC N-CEN)
C000239897 Cashflows
Over the 12 months to 2026-07, Hennessy Sustainable ETF had net outflows of $14.40M, from monthly SEC N-PORT filings.
| Month | Net flow |
|---|---|
| 2026-07 | −$225.39K |
| 2026-06 | −$947.78K |
| 2026-05 | −$365.00K |
| 2026-04 | −$2.16M |
| 2026-03 | −$345.93K |
| 2026-02 | −$706.90K |
C000239897 Debt Constituents
No individual debt constituents are reported in Hennessy Sustainable ETF's latest SEC N-PORT filing.
C000239897 Prospectus and SEC Filings
Official Hennessy Sustainable ETF filings on SEC EDGAR — prospectus, portfolio holdings and annual reports.
- Prospectus (485BPOS) — filed 2026-03-02
- Prospectus (485BPOS) — filed 2025-02-28
- Prospectus (485BPOS) — filed 2024-02-29
- Portfolio holdings (N-PORT) — filed 2026-09-28
- Portfolio holdings (N-PORT) — filed 2026-06-25
- Portfolio holdings (N-PORT) — filed 2026-03-31
- Annual census (N-CEN) — filed 2026-01-13
- Annual census (N-CEN) — filed 2025-01-13
Related Funds
Other United States Large Cap Blend / Core Thematic Equity funds tracked on ABC INVEST:
Data Sources
ABC INVEST compiles this page from public filings made to the U.S. Securities and Exchange Commission (SEC) through EDGAR: portfolio holdings and monthly cashflows from Form N-PORT, expenses and returns from fund prospectuses (Form 485BPOS) and the SEC DERA Risk/Return Summary data sets, annual data from Form N-CEN, and shareholder reports from Form N-CSR.