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Defined Duration 10 ETF (DDX)
Performance
Return for Risk
Dividends
Drawdowns
Volatility

ETF Info

Inception Date
Sep 21, 2021
Leveraged
1x (No leverage)
Index Tracked
No Index (Active)
Distribution Policy
Distributing
Asset Class
Multi-Asset
Asset Class Size
Multi-Cap
Asset Class Style
Blend

Share Price Chart


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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Defined Duration 10 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

Defined Duration 10 ETF (DDX) has returned 0.74% so far this year and 9.41% over the past 12 months.


Defined Duration 10 ETF

1D
1.02%
1M
-3.21%
YTD
0.74%
6M
2.79%
1Y
9.41%
3Y*
6.77%
5Y*
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 Sep 20, 2021, DDX's average daily return is +0.01%, while the average monthly return is +0.19%. At this rate, your investment would double in approximately 30.4 years.

Historically, 60% of months were positive and 40% were negative. The best month was Nov 2022 with a return of +5.6%, while the worst month was Sep 2022 at -6.3%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 4 months.

On a daily basis, DDX closed higher 53% of trading days. The best single day was Nov 10, 2022 with a return of +3.3%, while the worst single day was Jun 13, 2022 at -2.3%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20261.69%2.36%-3.21%0.74%
20251.42%2.02%-0.30%0.46%0.43%2.36%-0.47%1.82%1.70%0.80%0.69%0.53%12.02%
2024-0.41%0.16%1.77%-3.10%2.33%0.82%2.35%1.87%1.31%-2.90%1.52%-2.60%2.93%
20234.93%-2.62%3.17%0.59%-1.28%1.23%0.75%-1.30%-2.62%-1.67%4.85%4.43%10.48%
2022-3.20%-1.88%-1.53%-5.18%0.18%-4.00%3.73%-3.54%-6.27%1.31%5.63%-2.09%-16.19%
2021-1.42%2.30%-0.88%1.37%1.34%

Benchmark Metrics

Defined Duration 10 ETF has an annualized alpha of -1.09%, beta of 0.31, and R² of 0.53 versus S&P 500 Index. Calculated based on daily prices since September 21, 2021.

  • This ETF participated in 59.29% of S&P 500 Index downside but only 37.68% of its upside — more exposed to losses than it benefited from rallies.
  • Beta of 0.31 indicates this ETF moves significantly less than S&P 500 Index — a genuinely defensive profile with reduced participation in both market rallies and downturns.

Alpha
-1.09%
Beta
0.31
0.53
Upside Capture
37.68%
Downside Capture
59.29%

Expense Ratio

DDX has an expense ratio of 0.25%, which is considered low.


Return for Risk

Risk / Return Rank

DDX ranks 79 for risk / return — better than 79% 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.


DDX Risk / Return Rank: 7979
Overall Rank
DDX Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
DDX Sortino Ratio Rank: 8181
Sortino Ratio Rank
DDX Omega Ratio Rank: 7676
Omega Ratio Rank
DDX Calmar Ratio Rank: 7979
Calmar Ratio Rank
DDX 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 Defined Duration 10 ETF (DDX) and compare them to a chosen benchmark (S&P 500 Index).


DDXBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

1.54

0.90

+0.65

Sortino ratio

Return per unit of downside risk

2.17

1.39

+0.78

Omega ratio

Gain probability vs. loss probability

1.30

1.21

+0.09

Calmar ratio

Return relative to maximum drawdown

2.21

1.40

+0.81

Martin ratio

Return relative to average drawdown

8.58

6.61

+1.97

Explore DDX risk-adjusted metrics in detail

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

Dividends

Dividend History

Defined Duration 10 ETF provided a 3.53% dividend yield over the last twelve months, with an annual payout of $0.86 per share. The fund has been increasing its distributions for 4 consecutive years.


1.00%1.50%2.00%2.50%3.00%$0.00$0.20$0.40$0.60$0.8020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021
Dividend$0.86$0.77$0.69$0.54$0.29$0.28

Dividend yield

3.53%3.17%3.11%2.41%1.38%1.14%

Monthly Dividends

The table displays the monthly dividend distributions for Defined Duration 10 ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.09$0.09
2025$0.00$0.00$0.00$0.00$0.00$0.25$0.00$0.00$0.21$0.00$0.00$0.30$0.77
2024$0.00$0.00$0.10$0.00$0.00$0.13$0.00$0.00$0.21$0.00$0.00$0.26$0.69
2023$0.00$0.00$0.05$0.00$0.00$0.15$0.00$0.00$0.12$0.00$0.00$0.21$0.54
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.29$0.29
2021$0.28$0.28

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 Defined Duration 10 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 Defined Duration 10 ETF was 21.27%, occurring on Oct 14, 2022. Recovery took 673 trading sessions.

The current Defined Duration 10 ETF drawdown is 3.21%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-21.27%Nov 10, 2021234Oct 14, 2022673Jun 24, 2025907
-4.41%Mar 2, 202620Mar 27, 2026
-2.36%Sep 24, 202112Oct 11, 202113Oct 28, 202125
-1.8%Oct 28, 202518Nov 20, 202514Dec 11, 202532
-1.2%Jul 1, 202510Jul 15, 20256Jul 23, 202516

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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