Federated Hermes ETF Trust

10-Year Study

FLCG.US · · US · ETF

Executive Summary: Federated Hermes ETF Trust has compounded at 16.5% annually over the last 10 years, with a maximum drawdown of 12.1% and an annualized volatility of 19.1%.

1Y CAGR
+17.1%
3Y CAGR
+16.5%
5Y CAGR
+16.5%
10Y CAGR
+16.5%

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 →
12.1%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.85
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.52
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
15.7%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +16.9%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · -0.9%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
50%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-2.2-3.1-4.79.6————————-0.9%
20253.6-4.4-8.11.38.66.43.5-0.14.52.7-2.00.716.9%
2024———————3.52.20.76.9-0.812.8%

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 19.1%. The dominant macroeconomic risk driver is VTI.US, accounting for 87.2% of variance. Idiosyncratic stock-specific factors contribute 0.2%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2024-07-0110000
2024-08-0110352.922879372158
2024-09-0110576.002041768525
2024-10-0110648.50077563277
2024-11-0111378.672292164314
2024-12-0111284.12086312574
2025-01-0111694.667873649621
2025-02-0111184.465012780993
2025-03-0110279.666457970276
2025-04-0110413.617638965876
2025-05-0111312.035667143877
2025-06-0112033.47383784689
2025-07-0112458.377033294386
2025-08-0112451.198940832579
2025-09-0113010.01343898422
2025-10-0113360.782890617835
2025-11-0113097.705801892625
2025-12-0113187.750983996842
2026-01-0112903.019983011847
2026-02-0112505.832200125218
2026-03-0111923.210361975252
2026-04-0113072.103938778848
Annual Return Matrix
YearAnnual Return
20250.16869990528830536
2026-0.008769277290595734
Total Factor Risk
0.1914104362947623
VTI.US Exposure
0.8715663801692046
VEA.US Exposure
-0.13051961315846633
VWO.US Exposure
0.05812400870578302
QQQ.US Exposure
0.05981645883840966
VTV.US Exposure
0.013839167841271613
IJR.US Exposure
-0.17525127638340393
QUAL.US Exposure
0.006795319362290134
SHV.US Exposure
0.15625624646837227
TLT.US Exposure
0.0460301222611003
LQD.US Exposure
-0.05899039062257761
HYG.US Exposure
0.04950763250061722
GLD.US Exposure
0.001791877996557065
USO.US Exposure
-0.0007879027678197119
VNQ.US Exposure
-0.009492218707575262
BTC-USD.CC Exposure
-0.0011376976131989664
CPER.US Exposure
-0.01106298821468538
VIX.INDX Exposure
0.09469535638360661
UUP.US Exposure
0.029910426257583375
TIP.US Exposure
-0.003580891293651587
Idiosyncratic Exposure
0.0024899819765829556
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
0
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
19.1%

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 →0.00%
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 →
+5.6%
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 →
+2.8%
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 →
3.3% 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 Federated Hermes ETF Trust a high-risk investment?

Federated Hermes ETF Trust (FLCG.US) has an annualized volatility of 19.1% and experienced a maximum drawdown of 12.1% over the last 10 years. Its primary macro risk driver is VTI.US.

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

Over the past 10 years, FLCG.US has generated a Compound Annual Growth Rate (CAGR) of 16.5%. It has had a positive return in 50% 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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