Putnam ETF Trust

10-Year Study

FTMH.US · · US · ETF

Executive Summary: Putnam ETF Trust has compounded at 11.6% annually over the last 10 years, with a maximum drawdown of 22.7% and an annualized volatility of 30.8%.

1Y CAGR
+65.2%
3Y CAGR
+24.4%
5Y CAGR
+16.2%
10Y CAGR
+11.6%

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 →
22.7%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.46
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.11
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
28.7%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +72.1%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · -5.1%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
57%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20260.71.8-2.81.5————————1.1%
2025-0.6-1.7-1.5-0.915.1-0.4-0.5-1.46.450.30.7-0.372.1%
20246.5-3.64.5-1.52.8-2.36.10.8-4.3-2.1-7.20.0-1.2%
2023-0.6-1.85.20.9-0.63.3-0.3-0.93.5-8.26.86.413.5%
202211.1-7.114.2-10.33.711.2—-2.4-2.56.4-5.77.024.5%
202111.2-2.40.6-1.42.4-5.5————-5.5-3.4-5.1%
20208.7-15.3-8.0-0.82.80.48.45.7-9.4-3.714.2-1.0-2.1%
2019——————————-5.0—-5.0%

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 30.8%. The dominant macroeconomic risk driver is VTI.US, accounting for 28.6% of variance. Idiosyncratic stock-specific factors contribute 21.9%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2019-05-0110000
2019-11-019501.891934896177
2020-01-0110324.71739392437
2020-02-018742.118984626812
2020-03-018039.092678232126
2020-04-017976.041046627963
2020-05-018196.721757242534
2020-06-018228.247573044617
2020-07-018921.816397845078
2020-08-019426.230327833047
2020-09-018543.506608220097
2020-10-018228.247573044617
2020-11-019394.704512030965
2020-12-019300.12706462472
2021-01-0110340.47986324808
2021-02-0110088.273336831426
2021-03-0110151.324968435589
2021-04-0110010.231132008445
2021-05-0110245.902415841834
2021-06-019679.399092916818
2021-11-019142.497985614313
2021-12-018827.238950438832
2022-01-019804.540117458027
2022-02-019110.972169812232
2022-03-0110402.240323185883
2022-04-019331.652880426804
2022-05-019678.4368542497
2022-06-0110763.309637877222
2022-08-0110502.379808320655
2022-09-0110242.724484491819
2022-10-0110895.126686571059
2022-11-0110275.344112160714
2022-12-0110992.986446732415
2023-01-0110927.746314239957
2023-02-0110732.025916762585
2023-03-0111286.568358680472
2023-04-0111384.428995996492
2023-05-0111319.187986349369
2023-06-0111691.976087360394
2023-07-0111658.086339737089
2023-08-0111556.417096867171
2023-09-0111959.536329027029
2023-10-0110980.290510116312
2023-11-0111725.8658349837
2023-12-0112472.11920040686
2024-01-0113284.796857119749
2024-02-0112810.339513238809
2024-03-0113386.465222835002
2024-04-0113182.397821568848
2024-05-0113555.913960951531
2024-06-0113237.368227247616
2024-07-0114051.430911175987
2024-08-0114157.613114795511
2024-09-0113555.913960951531
2024-10-0113272.762295120792
2024-11-0112317.123339699723
2024-12-0112317.123339699723
2025-01-0112248.282487308888
2025-02-0112033.971673868984
2025-03-0111857.00045734844
2025-04-0111750.818253728916
2025-05-0113520.519893078355
2025-06-0113465.335461661412
2025-07-0113391.754465462824
2025-08-0113207.80109781169
2025-09-0114053.983431250108
2025-10-0121128.548945844297
2025-11-0121273.888210848334
2025-12-0121201.112442631893
2026-01-0121347.706038806376
2026-02-0121739.526059300217
2026-03-0121123.284628443427
2026-04-0121430.485580542183
Annual Return Matrix
YearAnnual Return
2020-0.021234178588209862
2021-0.05084748959878549
20220.24534823498642422
20230.13455240401156932
2024-0.012427387697038772
20250.7212714249842651
20260.010818919928421433
Total Factor Risk
0.30826682003212497
VTI.US Exposure
0.2862552817503094
VEA.US Exposure
0.05606253887401348
VWO.US Exposure
-0.0032291563628250365
QQQ.US Exposure
-0.008016907440940288
VTV.US Exposure
-0.002435070964820403
IJR.US Exposure
-0.0030298581443696623
QUAL.US Exposure
0.01431803614775014
SHV.US Exposure
0.07642535405796455
TLT.US Exposure
0.03848392266913065
LQD.US Exposure
0.2652900429644541
HYG.US Exposure
0.017448315958319024
GLD.US Exposure
0.006571797558712897
USO.US Exposure
0.00654395471335215
VNQ.US Exposure
0.01704036761087514
BTC-USD.CC Exposure
-0.0007016656516920027
CPER.US Exposure
0.0009556298080469684
VIX.INDX Exposure
-0.002629646550358673
UUP.US Exposure
0.0006069759954182792
TIP.US Exposure
0.014591493891350435
Idiosyncratic Exposure
0.21944859311530882
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
30.8%

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 →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
$164
Avg Yield on Cost
1.64%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$163.721.64%Solid

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 →
-0.0%
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 →
+17.5%
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 →
1.4% 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 Putnam ETF Trust a high-risk investment?

Putnam ETF Trust (FTMH.US) has an annualized volatility of 30.8% and experienced a maximum drawdown of 22.7% over the last 10 years. Its primary macro risk driver is VTI.US.

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

Over the past 10 years, FTMH.US has generated a Compound Annual Growth Rate (CAGR) of 11.6%. It has had a positive return in 57% 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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