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CUSIP
25861R808
Inception Date
Feb 28, 2025
Region
North America (United States)
Leveraged
1x (No leverage)
Index Tracked
No Index (Active)
Distribution Policy
Distributing
Asset Class
Bond
Assets Under Management
$116M

Share Price Chart


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Performance

DABS Performance Chart

DoubleLine Asset-Backed Securities ETF (DABS) is up 1.2% since the beginning of the year. DABS is currently trading at $50 per share.


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S&P 500 Index

Returns By Period

DoubleLine Asset-Backed Securities ETF (DABS) has returned 1.19% so far this year and 5.22% over the past 12 months.


DoubleLine Asset-Backed Securities ETF

1D
0.09%
1M
0.43%
YTD
1.19%
6M
1.38%
1Y
5.22%
3Y*
5Y*
10Y*

Benchmark (S&P 500 Index)

1D
0.00%
1M
-0.71%
YTD
8.39%
6M
8.57%
1Y
24.33%
3Y*
18.94%
5Y*
12.24%
10Y*
13.54%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DABS Monthly Returns History

Based on dividend-adjusted daily data since Mar 4, 2025, DABS's average daily return is +0.02%, while the average monthly return is +0.42%. At this rate, an investment would double in approximately 13.8 years.

Historically, 94% of months were positive and 6% were negative. The best month was Jun 2025 with a return of +1.3%, while the worst month was Mar 2026 at -0.9%. The longest winning streak lasted 12 consecutive months, and the longest losing streak was 1 months.

On a daily basis, DABS closed higher 55% of trading days. The best single day was Nov 18, 2025 with a return of +0.8%, while the worst single day was Nov 19, 2025 at -0.7%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20260.44%0.93%-0.87%0.36%0.22%0.10%1.19%
20250.15%0.37%0.46%1.26%0.27%1.24%0.50%0.40%0.53%0.32%5.63%

Benchmark Metrics

DoubleLine Asset-Backed Securities ETF has an annualized alpha of 5.64%, beta of -0.02, and R2 of 0.01 versus S&P 500 Index. Calculated based on daily prices since March 04, 2025.

  • This ETF captured 12.56% of S&P 500 Index gains and tended to rise during its downturns (downside capture of -8.79%) - a profile typical of hedging or uncorrelated assets.
  • Beta of -0.02 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
5.64%
Beta
-0.02
0.01
Upside Capture
12.56%
Downside Capture
-8.79%

Expense Ratio

DABS has an expense ratio of 0.40%, placing it in the medium range.


Return for Risk

Risk / Return Rank

DABS ranks 78 for risk / return — better than 78% 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.


DABS Risk / Return Rank: 7878
Overall Rank
DABS Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
DABS Sortino Ratio Rank: 8080
Sortino Ratio Rank
DABS Omega Ratio Rank: 7979
Omega Ratio Rank
DABS Calmar Ratio Rank: 8282
Calmar Ratio Rank
DABS Martin Ratio Rank: 7777
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 DoubleLine Asset-Backed Securities ETF (DABS) and compare them to S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


DABSBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

+0.26

Sortino ratioReturn per unit of downside risk

+0.75

Omega ratioGain probability vs. loss probability

1.45

1.35

+0.09

Calmar ratioReturn relative to maximum drawdown

4.19

2.66

+1.53

Martin ratioReturn relative to average drawdown

14.33

11.86

+2.46

Dividends

Dividend History

DoubleLine Asset-Backed Securities ETF provided a 4.87% dividend yield over the last twelve months, with an annual payout of $2.46 per share.


3.81%$0.00$0.50$1.00$1.50$2.002025
Dividends
Dividend Yield
PeriodTTM2025
Dividend$2.46$1.94

Dividend yield

4.87%3.81%

Monthly Dividends

The table displays the monthly dividend distributions for DoubleLine Asset-Backed Securities ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.19$0.19$0.23$0.21$0.21$1.03
2025$0.10$0.20$0.20$0.22$0.21$0.21$0.21$0.20$0.38$1.94

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 DoubleLine Asset-Backed Securities 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 DoubleLine Asset-Backed Securities ETF was 1.47%, occurring on Apr 11, 2025. Recovery took 33 trading sessions.

The current DoubleLine Asset-Backed Securities ETF drawdown is 0.19%.


Related event

Drawdown

Fall

Recovery

Underwater

2025 selloff2025
-1.47%Apr 2025
4d1mo 19d
1mo 23dApr 2025 - May 2025
2026 pullback2026
-1.29%Mar 2026
24d
3mo 22dMar 2026 - now
2025 pullback2025
-0.69%Nov 2025
0s1mo 19d
1mo 19dNov 2025 - Jan 2026
2025 pullback2025
-0.43%Oct 2025
1d20d
21dOct 2025 - Nov 2025
2025 pullback2025
-0.43%Jul 2025
7d13d
20dJul 2025 - Jul 2025

Drawdown Indicators


DABSBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-1.47%

-56.78%

+55.31%

Max Drawdown (1Y)

Largest decline over 1 year

-1.29%

-9.10%

+7.81%

Max Drawdown (3Y)

Largest decline over 3 years

-18.90%

Max Drawdown (5Y)

Largest decline over 5 years

-25.43%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-0.19%

-2.49%

+2.30%

Average Drawdown

Average peak-to-trough decline

-0.31%

-10.72%

+10.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.38%

2.03%

-1.65%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

Build a portfolio with DABS

Add DoubleLine Asset-Backed Securities ETF to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Analyzer with DABS