Stratified LargeCap Hedged ETF
The ETF.net SHUS Grade
Data unavailable
This fund is in our universe, but the data needed to grade it was not available when this generation was scored.
Our read on SHUS
In short
Most large-cap ETFs just hold the market. This one re-weights it by business risk, then carries a standing index-options hedge on top. A defined-risk equity sleeve in a single ticker, priced well above the plain-vanilla shelf.
Stated mandate
The Fund seeks capital growth.
Why people hold it
Worth knowing
SHUS Holdings
- Stocks
- 3
- 100%
- SSPY
Sectors
- Technology16.7%
- Consumer Discretionary13.5%
- Consumer Staples12.9%
- Health Care12.9%
- Industrials10.4%
- Financials9.7%
- Communication6.1%
- Utilities6.1%
- Energy6.0%
- Real Estate3.3%
- Materials2.3%
Geography
- United States100.00%
SHUS 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 Oct 20, 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 | SHUS |
|---|---|
| Year to date | +12.8% |
| 1 month | +2.5% |
| 3 months | +2.7% |
| 1 year | +13.7% |
| 3 years | +12.8% |
| 5 years | +6.3% |
| 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 | SHUS |
|---|---|---|
| 2026 YTD | +12.8% | |
| 2025 | +10.9% | |
| 2024 | +4.1% | |
| 2023 | +5.8% | |
| 2022 | −3.3% | |
| 2021 | +4.3% |
SHUS in the news
No ETF.net Research article names SHUS yet.
SHUS Dividends
- 1.22%
- $0.63
- $0.63 per share
- Annual
Distribution history
SHUS Risk
- 11.2%
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.
- 0.55
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.
- −14.1%
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.
- 0.67
How it’s calculated: beta
The beta figure is supplied by FMP. The comparison index depends on the fund’s broad asset class.