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Defined Duration 20 ETF (DDXX) Sharpe Ratio

ETF · Currency in USD · Last updated Jul 11, 2026

Defined Duration 20 ETF (DDXX) is an actively managed, all-equity fund-of-funds from Discipline Funds that targets a 20-year average time horizon across its holdings. The fund holds six to ten globally diversified equity ETFs spanning the United States, foreign developed markets, and emerging markets, dynamically tilting weights between regions and styles based on valuation and sequence-of-returns risk to maintain a consistent 20-year duration profile. The strategy is designed for long-term investors seeking systematic global equity exposure with built-in valuation discipline.

Sharpe ratio is not yet available for DDXX. This metric requires at least 12 months of historical daily returns to calculate. Check back once this data is available.

How it compares to other similar ETFs

The table compares Defined Duration 20 ETF's Sharpe Ratio with other ETFs in the Global Equities, Diversified Portfolio category across multiple time periods, showing how DDXX's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jul 11, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
WLDRAffinity World Leaders Equity ETF2.96
FYLDCambria Foreign Shareholder Yield ETF2.60
GVALCambria Global Value ETF2.42
VOLTTema Electrification ETF2.27
AVGVAvantis All Equity Markets Value ETF2.27
GINXSGI Enhanced Global Income ETF2.23
INCMFranklin Income Focus ETF2.22
IYLDiShares Morningstar Multi-Asset Income ETF2.16
AVGEAvantis All Equity Markets ETF2.13
AVMAAvantis Moderate Allocation ETF2.11
DDXXDefined Duration 20 ETF—

S&P 500 Index

How to choose period

Historical Sharpe Ratio

The chart shows DDXX's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when DDXX consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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