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Quadratic Deflation ETF (BNDD)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

US5007675870

Issuer

Quadratic

Inception Date

Sep 16, 2021

Region

North America (U.S.)

Leveraged

1x

Index Tracked

No Index (Active)

Asset Class

Bond

Expense Ratio

BNDD has a high expense ratio of 1.04%, indicating above-average management fees.


Share Price Chart


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Compare to other instruments

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Quadratic Deflation ETF

Performance

Performance Chart


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S&P 500

Returns By Period

Quadratic Deflation ETF (BNDD) returned -6.86% year-to-date (YTD) and -11.83% over the past 12 months.


BNDD

YTD

-6.86%

1M

-2.37%

6M

-11.70%

1Y

-11.83%

3Y*

-5.48%

5Y*

N/A

10Y*

N/A

^GSPC (Benchmark)

YTD

0.51%

1M

6.15%

6M

-2.00%

1Y

12.92%

3Y*

12.68%

5Y*

14.19%

10Y*

10.85%

*Annualized

Monthly Returns

The table below presents the monthly returns of BNDD, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2025-1.22%3.46%-2.27%-4.48%-2.37%-6.86%
2024-3.64%3.75%0.73%-1.87%-0.14%0.89%-1.27%0.61%-0.12%-1.24%0.94%-5.19%-6.65%
20232.33%1.13%2.53%-0.07%-0.62%4.44%-2.66%-2.56%-6.96%-5.06%5.81%6.63%4.02%
2022-1.74%1.08%-0.24%-6.90%-4.21%-0.36%0.43%-0.90%-2.53%-6.86%3.29%0.42%-17.48%
2021-4.17%8.20%4.34%-2.44%5.54%
Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of BNDD is 1, meaning it’s performing worse than 99% of other ETFs on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of BNDD is 11
Overall Rank
The Sharpe Ratio Rank of BNDD is 11
Sharpe Ratio Rank
The Sortino Ratio Rank of BNDD is 11
Sortino Ratio Rank
The Omega Ratio Rank of BNDD is 11
Omega Ratio Rank
The Calmar Ratio Rank of BNDD is 33
Calmar Ratio Rank
The Martin Ratio Rank of BNDD is 00
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Quadratic Deflation ETF (BNDD) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

Quadratic Deflation ETF Sharpe ratios as of May 31, 2025 (values are recalculated daily):

  • 1-Year: -0.90
  • All Time: -0.45

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

The chart below shows the rolling Sharpe ratio of Quadratic Deflation ETF compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

Dividend History

Quadratic Deflation ETF provided a 4.01% dividend yield over the last twelve months, with an annual payout of $0.50 per share.


0.00%10.00%20.00%30.00%40.00%$0.00$1.00$2.00$3.00$4.00$5.00$6.002021202220232024
Dividends
Dividend Yield
PeriodTTM2024202320222021
Dividend$0.50$0.52$0.65$6.50$0.27

Dividend yield

4.01%3.85%4.30%43.17%1.04%

Monthly Dividends

The table displays the monthly dividend distributions for Quadratic Deflation ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2025$0.04$0.04$0.04$0.04$0.04$0.20
2024$0.04$0.05$0.04$0.04$0.04$0.05$0.04$0.04$0.04$0.04$0.04$0.04$0.52
2023$0.05$0.05$0.05$0.05$0.05$0.05$0.05$0.05$0.04$0.04$0.04$0.14$0.65
2022$0.08$0.08$0.08$0.07$0.07$0.07$0.07$0.07$0.07$0.06$0.06$5.74$6.50
2021$0.08$0.08$0.12$0.27

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 Quadratic Deflation 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 Quadratic Deflation ETF was 29.62%, occurring on May 22, 2025. The portfolio has not yet recovered.

The current Quadratic Deflation ETF drawdown is 28.54%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-29.62%Dec 6, 2021869May 22, 2025
-6.51%Sep 23, 202113Oct 11, 202112Oct 27, 202125
-2.91%Nov 12, 20218Nov 23, 20212Nov 26, 202110
-1.28%Nov 2, 20212Nov 3, 20212Nov 5, 20214
-0.67%Nov 10, 20211Nov 10, 20211Nov 11, 20212
Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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