Euclidean Fundamental Value ETF
$40.02−0.39 (−0.95%)
- Expense ratio
- 0.95%
- Fund size
- $126M
- 1Y return
- +23.1%
- Yield · Last 12 months
- 1.14%
- Volume · 30D
- 0M sh
- NAV per share
- $40.55
- 52W range
The ETF.net ECML Grade
Score 32 of 100 sits in the D band. Bands: A ≥ 70, B ≥ 55, C ≥ 40, D ≥ 25, F < 25; the scale skips E.
Cost
What you pay to own it — the expense ratio plus trading frictions, ranked within its category.FScore 7Category rankMission
How faithfully it does the job it claims — tracking its mandate or index with minimal slippage.Not scoredRisk
How violently it can move — volatility, drawdown depth, and downside capture versus its category.CScore 43Category rankTradability
How cheaply and easily you can get in and out — liquidity, spread, and premium/discount stability.DScore 38Category rankHoldings
What it actually owns — the quality, breadth, and concentration of the underlying portfolio.AScore 74Category rankDurability
Whether it will still be here — the fund’s assets, age, flows, and issuer staying power.CScore 52Category rank
Our read on ECML
DValue investing run through deep neural networks: Euclidean's models hunt cheap NYSE and Nasdaq names, screen out the ones likely to stay cheap, and hold 60 to 70 of them. Boutique quant, boutique price.
The Fund seeks long-term capital appreciation through an actively managed, quantitative and systematic strategy investing in U.S. equity securities that the Sub-Adviser considers undervalued and under-appreciated.
Why people hold it
- Two-sided machine learning: models estimate what a company is worth, and separately flag cheap stocks likely to keep disappointing, so value traps get screened out.euclideanetf.com
- Concentrated by design, generally 60 to 70 US stocks. Each name carries real weight instead of being diluted across hundreds of holdings.euclideanetf.com
- Fully systematic and rules-driven, so the process does not hinge on one manager's gut call. Financials are excluded from the universe altogether.euclideanetf.com
Worth knowing
- At 0.95% a year, it costs well above the roughly 0.55% typical for active US value ETFs, and many times what systematic peers like AVLV (0.15%) or DFLV (0.21%) charge.
- A small, thinly traded fund. Spreads can be wide, so limit orders matter more here than in a mega-cap index product.
- Concentration plus a financials exclusion means results can wander far from broad value benchmarks in either direction, and the fund has only traded since 2023.euclideanetf.com
ECML Holdings
- Stocks
- —
- 21%
- FCX
Sectors
- Energy21.1%
- Consumer Discr.19.3%
- Health Care15.2%
- Materials15.0%
- Cons. Staples10.6%
- Industrials7.1%
- Technology6.7%
- Communication3.4%
- Financials1.6%
Geography
- United States98.38%
- Switzerland1.62%
ECML Performance
Shows how $10,000 changes over the selected period, with cash distributions reinvested at the closing price on each ex-dividend date.
Returns run to the Sep 22, 2026 close, with cash distributions reinvested. Each period starts on the same date that many months or years earlier. Periods over one year show the average yearly return.
| Period | ECML |
|---|---|
| Year to date | +20.9% |
| 1 month | −4.8% |
| 3 months | +5.3% |
| 1 year | +23.1% |
| 3 years | +15.0% |
| 5 years | — |
| 10 years | — |
Calendar-year total return with cash distributions hypothetically reinvested at the ex-dividend date’s closing price. The current year shows year to date.
| Year | Return bar | ECML |
|---|---|---|
| 2026 YTD | +20.9% | |
| 2025 | +6.8% | |
| 2024 | +2.4% | |
| 2023 | +24.4% |
ECML in the news
ETF.net Research hasn’t filed on ECML yet — coverage lands here as it’s written.
ECML Dividends
- 1.14%
- $0.46
- $0.46 per share
- Annual
Distribution history
| Ex-date | Pay date | Amount per share |
|---|---|---|
| Dec 23, 2025 | Dec 24, 2025 | $0.46 |
| Dec 30, 2024 | Dec 31, 2024 | $0.31 |
| Dec 19, 2023 | Dec 21, 2023 | $0.24 |
ECML Risk
- 17.6%
How it’s calculated: standard deviation
The sample standard deviation of monthly total returns, multiplied by the square root of 12.
Uses up to 36 complete months, with at least 12 required. Total returns include reinvested distributions.
- 0.61
How it’s calculated: Sharpe ratio
Subtract each month’s Treasury-bill return from the fund’s monthly total return.
Divide the average of those excess returns by their sample standard deviation, then multiply by the square root of 12.
Uses up to 36 complete months, with at least 12 required. Each month uses the Treasury yield quoted at the end of the previous month.
- −24.7%
How it’s calculated: maximum drawdown
The largest percentage decline from an earlier peak, using total returns with reinvested distributions.
Uses up to five years through the last close, with at least 12 months required.
- 0.76
How it’s calculated: beta
The beta figure is supplied by FMP. The comparison index depends on the fund’s broad asset class.
ECML Cost
- The middle half of US Active Value funds
- Median 0.55%
60 of the 66 US Active Value funds charge less.