Federated Hermes ETF Trust

10-Year Study

FTRB.US · · US · ETF

Executive Summary: Federated Hermes ETF Trust has compounded at 4.3% annually over the last 10 years, with a maximum drawdown of 3.0% and an annualized volatility of 6.0%.

1Y CAGR
+5.4%
3Y CAGR
+4.3%
5Y CAGR
+4.3%
10Y CAGR
+4.3%

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 →
3.0%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
-0.03
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
-0.05
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
4.5%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +7.6%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · -0.2%
% 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.
20260.11.2-2.00.5————————-0.2%
20250.32.10.00.7-0.91.5-0.11.21.10.80.7-0.27.6%
2024—-1.21.1-2.11.31.41.91.71.4-2.61.1-1.52.3%

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 6.0%. The dominant macroeconomic risk driver is VTI.US, accounting for 42.4% of variance. Idiosyncratic stock-specific factors contribute 1.6%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2024-01-0110000
2024-02-019881.554992635205
2024-03-019989.832673615787
2024-04-019776.840220900374
2024-05-019903.88835059027
2024-06-0110047.44752312632
2024-07-0110234.32645807716
2024-08-0110408.257259427586
2024-09-0110550.599828806555
2024-10-0110272.562557299836
2024-11-0110386.358402600054
2024-12-0110229.590395787076
2025-01-0110261.786929337082
2025-02-0110481.12309851444
2025-03-0110485.641910240758
2025-04-0110563.982463534492
2025-05-0110464.047204202494
2025-06-0110622.466315300087
2025-07-0110613.993543313245
2025-08-0110745.60393484221
2025-09-0110866.525598633927
2025-10-0110948.342160947908
2025-11-0111026.856514692656
2025-12-0111007.434314292046
2026-01-0111023.293605446906
2026-02-0111153.643943706034
2026-03-0110925.530851752561
2026-04-0110982.015998331515
Annual Return Matrix
YearAnnual Return
20250.07603861820560431
2026-0.002309195334241343
Total Factor Risk
0.06042875424249818
VTI.US Exposure
0.4237828369142275
VEA.US Exposure
0.03922057866642441
VWO.US Exposure
-0.034896312268254404
QQQ.US Exposure
-0.12898470489977976
VTV.US Exposure
-0.07048959340909862
IJR.US Exposure
-0.023931609654875764
QUAL.US Exposure
-0.007304657932553252
SHV.US Exposure
0.006455435077301189
TLT.US Exposure
0.1249251380966217
LQD.US Exposure
0.3454655408133788
HYG.US Exposure
-0.03214312878512266
GLD.US Exposure
-0.00756663497690494
USO.US Exposure
0.002454325722778935
VNQ.US Exposure
0.038164418603049345
BTC-USD.CC Exposure
-0.010297138641466056
CPER.US Exposure
0.020113794381346015
VIX.INDX Exposure
-0.019883831315828222
UUP.US Exposure
-0.010665418300468634
TIP.US Exposure
0.32960268807416204
Idiosyncratic Exposure
0.015978273835062385
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
52.1
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
6.0%

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 →4.34%
Market Cap$4.9B
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
$74
Avg Yield on Cost
0.74%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$74.30.74%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 →
-0.3%
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 →
+0.7%
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 →
1.5% 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 (FTRB.US) has an annualized volatility of 6.0% and experienced a maximum drawdown of 3.0% over the last 10 years. Its primary macro risk driver is VTI.US.

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

Over the past 10 years, FTRB.US has generated a Compound Annual Growth Rate (CAGR) of 4.3%. 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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