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ETF Total Return is a daily series in which a fund’s distributions are reinvested back into the fund. Each observation is associated with an etf_id and a valuation date. It is a different quantity from ETF NAV, which is price-basis, and the two series must never be compared or spliced.
Plan: Fund · Credits: 1 per call

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What You Can Use ETF Total Return For

Measure what an investor actually earned holding a fund, including its income. Compare a high-yielding fund against a low-yielding one without the income difference showing up as underperformance. Build a benchmark series for a strategy that assumes reinvested distributions.

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How ETF Total Return Differs From NAV

A price-basis NAV steps down on every ex-dividend date by the amount distributed, because that cash has left the fund. It is never reinvested in that series. A total-return series adds the distribution back, as if it had been used to buy more of the fund on the ex date. Over a decade, the gap between the two is the fund’s entire cumulative income. Charting them on one axis, or joining one to the other, produces a number that describes neither.

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ETF Total Return Coverage

Only funds that publish a total-return series have rows here. FocusAlpha does not synthesise a total-return series for funds that do not publish one, because doing so requires assumptions about reinvestment timing and tax treatment that would then be indistinguishable from reported data. Coverage bounds are measured on the way out. Read the coverage block on the response for the fund you queried rather than assuming a start date.

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Key ETF Total Return Fields

valuation_date is the date the value is struck. total_return_nav is the distribution-reinvested net asset value per share on that date.

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ETF Total Return Date Convention

valuation_date aligns with the NAV series’ valuation date, so the two can be placed on a common date axis for inspection — but they still measure different things and should be plotted as separate series, not merged.

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ETF Total Return Sources

The series is published by the fund’s issuer. Where a total-return figure appears in FocusAlpha for a fund whose issuer does not publish one, it is calculated by FocusAlpha from the NAV series and declared distributions, and the record says so.

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Query ETF Total Return

Use the ETF history endpoint with series=total_return to retrieve the series for one fund.
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string
required
etf_id (E000011), a ticker (SPY), an ISIN, or a CUSIP.
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string
required
Set to total_return for this dataset.
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string
Earliest valuation date to return, YYYY-MM-DD. date_lte sets the ceiling.
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integer
default:"250"
Rows per page, between 1 and 1000. Pages run newest to oldest via cursor.
An empty response means the fund does not publish a total-return series, not that the fund had no return. See also ETF NAV and Shares Outstanding for the price-basis series, and ETF Distributions for the events that separate the two.