Putnam ETF Trust

10-Year Study

FTNY.US · · US · ETF

Executive Summary: Putnam ETF Trust has compounded at 29.6% annually over the last 10 years, with a maximum drawdown of 51.5% and an annualized volatility of 65.5%.

1Y CAGR
-52.4%
3Y CAGR
-2.7%
5Y CAGR
+4.1%
10Y CAGR
+29.6%

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 →
51.5%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.84
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.81
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
67.8%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · +370.4%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · -27.4%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
71%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20260.61.5-2.81.6————————1.0%
20253.236.25.8-6.84.60.0-6.3-6.52.6-44.30.4-0.2-27.4%
2024-18.19.23.27.62.813.60.52.317.31.7-9.13.333.4%
202323.1-14.2-1.313.9-1.310.410.1-11.1-4.41.0-11.72.610.7%
2022-19.09.1-10.55.219.08.7-0.5-16.7-11.4-21.417.11.3-26.3%
202134.2-8.9-22.1-4.210.032.3-8.622.6-8.618.65.3-9.853.2%
2020————12.0—73.2——92.236.0-7.2370.4%
2019—————————-4.3——-4.3%

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 65.5%. The dominant macroeconomic risk driver is VTI.US, accounting for 20.7% of variance. Idiosyncratic stock-specific factors contribute 23.0%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2019-09-0110000
2019-10-019570.275606668314
2020-05-0110714.39461212405
2020-07-0118561.694670532674
2020-10-0135674.96173213708
2020-11-0148522.314934588816
2020-12-0145020.29853334066
2021-01-0160407.35241193409
2021-02-0155060.078510359184
2021-03-0142887.33911263731
2021-04-0141071.84559795435
2021-05-0145179.03646860491
2021-06-0159766.50168209201
2021-07-0154605.79990835974
2021-08-0166969.45928095114
2021-09-0161221.060784993984
2021-10-0172588.5516770184
2021-11-0176414.24519432535
2021-12-0168954.51550817912
2022-01-0155841.17636996624
2022-02-0160922.17204354291
2022-03-0154546.026145872755
2022-04-0157355.52252136598
2022-05-0168244.79009846761
2022-06-0174202.51633722619
2022-07-0173840.86448086324
2022-08-0161529.90739152263
2022-09-0154496.20692696065
2022-10-0142839.795123070806
2022-11-0150162.4164994982
2022-12-0150829.91564545682
2023-01-0162556.072362921994
2023-02-0153689.221275354066
2023-03-0153001.79643473222
2023-04-0160394.159403232254
2023-05-0159597.138259708634
2023-06-0165773.50573482351
2023-07-0172390.67647550699
2023-08-0164333.65424585198
2023-09-0161525.43664889607
2023-10-0162127.93066562415
2023-11-0154836.78384872814
2023-12-0156266.42171691463
2024-01-0146095.57524357824
2024-02-0150343.6376865003
2024-03-0151936.660272220404
2024-04-0155901.89343921841
2024-05-0157461.186165077685
2024-06-0165269.155479707195
2024-07-0165578.12166033284
2024-08-0167056.74837175786
2024-09-0178631.95275627427
2024-10-0179967.13040933701
2024-11-0172695.38448967852
2024-12-0175078.84832208478
2025-01-0177517.46902823294
2025-02-01105567.20720247932
2025-03-01111691.37394125025
2025-04-01104066.5190701586
2025-05-01108811.35209904853
2025-06-01108827.3883140567
2025-07-01101977.7921008355
2025-08-0195360.37556895264
2025-09-0197798.37183259428
2025-10-0154431.3418269693
2025-11-0154638.22299871574
2025-12-0154507.26791356985
2026-01-0154854.856144887926
2026-02-0155697.705363114146
2026-03-0154151.32084702969
2026-04-0155028.998545347895
Annual Return Matrix
YearAnnual Return
20203.704179940436794
20210.5316316806987298
2022-0.26284862897154904
20230.10695485133947358
20240.33434553026702996
2025-0.27399967991336005
20260.009571762661180205
Total Factor Risk
0.6549305632939153
VTI.US Exposure
0.2074083586028926
VEA.US Exposure
-0.009590125350125505
VWO.US Exposure
0.06821486120510767
QQQ.US Exposure
0.1272436496863766
VTV.US Exposure
0.05696884987570214
IJR.US Exposure
0.03360837083863503
QUAL.US Exposure
0.07284212764446238
SHV.US Exposure
0.1203327518586994
TLT.US Exposure
-0.004184968184764446
LQD.US Exposure
0.0018981796628467086
HYG.US Exposure
0.013901247227597403
GLD.US Exposure
0.002277139456142192
USO.US Exposure
0.006838098213295382
VNQ.US Exposure
0.008382949399622594
BTC-USD.CC Exposure
0.003565245997951363
CPER.US Exposure
-0.0033873788721659553
VIX.INDX Exposure
0.03639042719339371
UUP.US Exposure
-0.00041999562419196693
TIP.US Exposure
0.02733311290440905
Idiosyncratic Exposure
0.23037709826411368
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
65.5%

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
$348
Avg Yield on Cost
3.48%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$348.283.48%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 →
+0.1%
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 →
-25.3%
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 →
58.3% 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 Putnam ETF Trust a high-risk investment?

Putnam ETF Trust (FTNY.US) has an annualized volatility of 65.5% and experienced a maximum drawdown of 51.5% over the last 10 years. Its primary macro risk driver is VTI.US.

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

Over the past 10 years, FTNY.US has generated a Compound Annual Growth Rate (CAGR) of 29.6%. It has had a positive return in 71% 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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