Harbor ETF Trust

10-Year Study

EFFE.US · · US · ETF

Executive Summary: Harbor ETF Trust has compounded at 1.2% annually over the last 10 years, with a maximum drawdown of 27.8% and an annualized volatility of 55.8%.

1Y CAGR
+22.5%
3Y CAGR
+23.5%
5Y CAGR
+23.5%
10Y CAGR
+1.2%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
27.8%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
-0.05
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
-0.03
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
14.8%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +22.2%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · -7.7%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
80%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20264.56.8-11.39.4————————8.3%
20251.81.11.40.25.14.20.32.20.62.42.0-0.922.2%
2024———————————-23.1-23.1%
20190.7-0.01.70.2-0.92.8-0.1—————4.6%
20182.9-3.2-1.1-0.51.6-0.40.32.5-1.5-5.51.6-4.3-7.7%
2017-0.92.70.21.6-0.40.22.00.6-0.50.3-0.52.58.0%
2016———-0.40.53.52.50.20.0-2.51.21.56.5%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 55.8%. The dominant macroeconomic risk driver is VNQ.US, accounting for 56.3% of variance. Idiosyncratic stock-specific factors contribute 0.1%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019962.021710921923
2016-05-0110008.635539540373
2016-06-0110359.346954276854
2016-07-0110613.711066602165
2016-08-0110639.02992598755
2016-09-0110641.24532618377
2016-10-0110375.668576130645
2016-11-0110499.369289127811
2016-12-0110652.005841422559
2017-01-0110552.674530583825
2017-02-0110837.647335416112
2017-03-0110859.258790391494
2017-04-0111031.969581198939
2017-05-0110984.451507602442
2017-06-0111010.358126223557
2017-07-0111230.903476369818
2017-08-0111293.205955357425
2017-09-0111239.222530167874
2017-10-0111273.764688329362
2017-11-0111221.182842855786
2017-12-0111502.583880024777
2018-01-0111830.734382558925
2018-02-0111456.105688153035
2018-03-0111332.04327716465
2018-04-0111278.059851975097
2018-05-0111455.111018677182
2018-06-0111411.93332097532
2018-07-0111442.13510324217
2018-08-0111722.812744428722
2018-09-0111550.101953621275
2018-10-0110919.752779423003
2018-11-0111089.479561802884
2018-12-0110617.46368326107
2019-01-0110690.843163229783
2019-02-0110688.672975282465
2019-03-0110872.189493577602
2019-04-0110898.096112198717
2019-05-0110805.27536520194
2019-06-0111112.266535249732
2019-07-0111101.053897521917
2024-12-018535.982168289034
2025-01-018691.421880015734
2025-02-018787.045786444463
2025-03-018907.717278765165
2025-04-018926.11866406847
2025-05-019381.270373769663
2025-06-019771.63293079361
2025-07-019800.930468082413
2025-08-0110019.983814014893
2025-09-0110079.302284574938
2025-10-0110320.238358976214
2025-11-0110523.105719801608
2025-12-0110433.13334448569
2026-01-0110905.646557765429
2026-02-0111646.494468281348
2026-03-0110333.48554790464
2026-04-0111303.966470596213
Annual Return Matrix
YearAnnual Return
20170.07985144312393877
2018-0.07694968417494386
20190.04554667938476209
20250.2222534137014165
20260.08346803374949618
Total Factor Risk
0.5576054963009228
VTI.US Exposure
0.22467899831514848
VEA.US Exposure
-0.0392137506964493
VWO.US Exposure
0.01631146392383634
QQQ.US Exposure
-0.03405758039662424
VTV.US Exposure
-0.02697116035668119
IJR.US Exposure
-0.07092395732983534
QUAL.US Exposure
0.10836748460577449
SHV.US Exposure
0.026157692725147137
TLT.US Exposure
0.04600758703600419
LQD.US Exposure
0.0198864413868408
HYG.US Exposure
0.017091790664428085
GLD.US Exposure
0.008089161178476516
USO.US Exposure
-0.00024010288709720544
VNQ.US Exposure
0.5627680082246398
BTC-USD.CC Exposure
-0.0016335713214650082
CPER.US Exposure
0.001936324003628135
VIX.INDX Exposure
-0.0026711772806185022
UUP.US Exposure
0.013725159095474298
TIP.US Exposure
0.12984768856266815
Idiosyncratic Exposure
0.0008435005467044721
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
50.3
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
55.8%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →N/A
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →4.19%
Market Cap$0
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$0
Avg Yield on Cost
0.00%

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+3.5%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+7.7%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
9.6% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
1.00
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Harbor ETF Trust a high-risk investment?

Harbor ETF Trust (EFFE.US) has an annualized volatility of 55.8% and experienced a maximum drawdown of 27.8% over the last 10 years. Its primary macro risk driver is VNQ.US.

What is the 10-year return of EFFE.US?

Over the past 10 years, EFFE.US has generated a Compound Annual Growth Rate (CAGR) of 1.2%. It has had a positive return in 80% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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