PHEQ
Parametric Hedged Equity ETF
Morgan Stanley ETF Trust

Average annual returns

Through 2025
1 year
12.09%
3 year
5 year
10 year

Standardized average annual total returns (before tax), from calendar-year returns; recent years derived from N-PORT monthly data.

Calendar-year returns

Risk statistics

30 months through March 31, 2026
Volatility (ann.)
7.02%
Sharpe
1.77
Sortino
3.68
Max drawdown
-4.82%
Best month
6.32%
Worst month
-4.32%
Beta vs VTSAX
0.52
Correlation
0.93

Derived from N-PORT monthly total returns; distinct from the prospectus returns above.

Machine-readable: JSON · Markdown. Programmatic access via the agent surface.