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Breakwave Dry Bulk Shipping ETF (BDRY)
Performance
Return for Risk
Dividends
Drawdowns
Volatility

ETF Info

ISIN
US26923H2004
CUSIP
26923H200
Issuer
ETFMG
Inception Date
Mar 22, 2018
Region
Global (Broad)
Category
Commodities
Leveraged
1x (No leverage)
Index Tracked
Breakwave Dry Freight Futures Index
Distribution Policy
Accumulating
Asset Class
Commodity

Share Price Chart


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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Breakwave Dry Bulk Shipping ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


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S&P 500 Index

Returns By Period

Breakwave Dry Bulk Shipping ETF (BDRY) has returned 13.68% so far this year and 59.52% over the past 12 months.


Breakwave Dry Bulk Shipping ETF

1D
0.30%
1M
-17.40%
YTD
13.68%
6M
32.76%
1Y
59.52%
3Y*
-0.43%
5Y*
-11.08%
10Y*

Benchmark (S&P 500 Index)

1D
2.91%
1M
-5.09%
YTD
-4.63%
6M
-2.39%
1Y
16.33%
3Y*
16.69%
5Y*
10.18%
10Y*
12.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Mar 22, 2018, BDRY's average daily return is +0.03%, while the average monthly return is +0.97%. At this rate, your investment would double in approximately 6.0 years.

Historically, 44% of months were positive and 56% were negative. The best month was Nov 2023 with a return of +86.2%, while the worst month was Aug 2022 at -36.9%. The longest winning streak lasted 5 consecutive months, and the longest losing streak was 6 months.

On a daily basis, BDRY closed higher 48% of trading days. The best single day was Feb 16, 2021 with a return of +27.3%, while the worst single day was Feb 18, 2021 at -18.9%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
202631.47%4.68%-17.40%13.68%
2025-5.10%10.92%-2.34%-7.76%-9.97%6.94%33.33%13.11%-10.27%7.86%8.27%0.00%44.24%
2024-2.77%35.68%-9.11%-8.30%-6.06%2.51%-12.42%3.64%-3.33%-30.35%-11.10%-8.57%-47.40%
2023-15.13%16.03%11.60%-13.27%-34.02%-3.98%-10.81%-1.21%12.27%-8.74%86.23%23.90%25.79%
2022-25.60%-2.32%12.83%-11.17%3.31%-22.62%-27.66%-36.88%15.31%-21.46%10.70%16.92%-68.84%
202134.29%22.92%33.12%45.98%-6.88%27.61%-12.10%9.81%27.11%-16.58%-11.28%10.66%282.99%

Benchmark Metrics

Breakwave Dry Bulk Shipping ETF has an annualized alpha of 4.88%, beta of 0.24, and R² of 0.01 versus S&P 500 Index. Calculated based on daily prices since March 23, 2018.

  • This ETF participated in 123.08% of S&P 500 Index downside but only 35.57% of its upside — more exposed to losses than it benefited from rallies.
  • Beta of 0.24 may look defensive, but with R² of 0.01 this ETF is largely uncorrelated with S&P 500 Index — low beta reflects independence, not downside protection. See the Volatility section for a true picture of this ETF's risk.
  • R² of 0.01 means this ETF moves largely independently of S&P 500 Index — capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
4.88%
Beta
0.24
0.01
Upside Capture
35.57%
Downside Capture
123.08%

Expense Ratio

BDRY has a high expense ratio of 3.76%, indicating above-average management fees.


Return for Risk

Risk / Return Rank

BDRY ranks 71 for risk / return — better than 71% of ETFs on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.


BDRY Risk / Return Rank: 7171
Overall Rank
BDRY Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
BDRY Sortino Ratio Rank: 7474
Sortino Ratio Rank
BDRY Omega Ratio Rank: 6161
Omega Ratio Rank
BDRY Calmar Ratio Rank: 8585
Calmar Ratio Rank
BDRY Martin Ratio Rank: 5858
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Breakwave Dry Bulk Shipping ETF (BDRY) and compare them to a chosen benchmark (S&P 500 Index).


BDRYBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

1.39

0.90

+0.50

Sortino ratio

Return per unit of downside risk

1.92

1.39

+0.53

Omega ratio

Gain probability vs. loss probability

1.23

1.21

+0.02

Calmar ratio

Return relative to maximum drawdown

2.63

1.40

+1.23

Martin ratio

Return relative to average drawdown

5.84

6.61

-0.76

Explore BDRY risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

Dividends

Dividend History


Breakwave Dry Bulk Shipping ETF doesn't pay dividends

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Breakwave Dry Bulk Shipping ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Breakwave Dry Bulk Shipping ETF was 89.16%, occurring on Jul 19, 2023. The portfolio has not yet recovered.

The current Breakwave Dry Bulk Shipping ETF drawdown is 75.98%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-89.16%Oct 7, 2021447Jul 19, 2023
-84.71%Aug 22, 2018434May 13, 2020245May 4, 2021679
-26.58%Mar 23, 201846May 29, 201859Aug 21, 2018105
-23.19%Jun 17, 202119Jul 14, 202128Aug 23, 202147
-20.51%May 11, 20215May 17, 202118Jun 11, 202123

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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