- ISIN
- US26922A7019
- CUSIP
- 26922A701
- Issuer
- Exchange Traded Concepts
- Inception Date
- Sep 23, 2014
- Region
- North America (U.S.)
- Category
- Small Cap Value Equities
- Leveraged
- 1x (No leverage)
- Index Tracked
- DEEP-US - Acquirers Deep Value Index
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Small-Cap
- Asset Class Style
- Value
- Assets Under Management
- $27M
Share Price Chart
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Performance
DEEP Performance Chart
Roundhill Acquirers Deep Value ETF (DEEP) is up 17.1% since the beginning of the year. DEEP is currently trading at $42 per share. Investors who bought $1,000 worth of DEEP shares 5 years ago would now be looking at an investment worth $1,301.
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Returns By Period
Roundhill Acquirers Deep Value ETF (DEEP) has returned 17.11% so far this year and 30.39% over the past 12 months. Over the last ten years, DEEP has returned 8.67% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.
Roundhill Acquirers Deep Value ETF
- 1D
- -0.23%
- 1M
- 5.39%
- YTD
- 17.11%
- 6M
- 16.47%
- 1Y
- 30.39%
- 3Y*
- 11.36%
- 5Y*
- 5.40%
- 10Y*
- 8.67%
Benchmark (S&P 500 Index)
- 1D
- -0.37%
- 1M
- -0.01%
- YTD
- 9.16%
- 6M
- 8.64%
- 1Y
- 25.22%
- 3Y*
- 19.78%
- 5Y*
- 11.99%
- 10Y*
- 13.88%
DEEP Monthly Returns History
Based on dividend-adjusted daily data since Sep 23, 2014, DEEP's average daily return is +0.04%, while the average monthly return is +0.78%. At this rate, an investment would double in approximately 7.4 years.
Historically, 54% of months were positive and 46% were negative. The best month was Nov 2020 with a return of +17.1%, while the worst month was Mar 2020 at -29.0%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 5 months.
On a daily basis, DEEP closed higher 51% of trading days. The best single day was Mar 24, 2020 with a return of +11.7%, while the worst single day was Mar 12, 2020 at -14.4%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 6.44% | 0.01% | -3.64% | 10.52% | -0.05% | 3.35% | 17.11% | ||||||
| 2025 | -0.37% | -5.66% | -3.96% | -5.25% | 7.34% | 4.65% | 0.48% | 9.51% | 0.07% | -3.19% | 1.62% | 1.55% | 5.69% |
| 2024 | -3.51% | 1.58% | 1.66% | -6.58% | 5.75% | -3.57% | 11.81% | -5.21% | -0.63% | -3.75% | 6.73% | -5.50% | -2.97% |
| 2023 | 13.22% | -0.75% | -6.31% | -1.76% | -1.71% | 8.26% | 8.40% | -4.81% | -2.76% | -5.14% | 4.78% | 11.48% | 22.37% |
| 2022 | -7.91% | 1.17% | -3.11% | -6.80% | 3.39% | -8.77% | 11.83% | -4.44% | -11.32% | 11.25% | 4.05% | -5.46% | -17.71% |
| 2021 | 1.58% | 12.01% | 7.64% | 2.60% | 4.14% | -3.73% | -1.53% | 3.70% | -2.64% | 5.84% | -1.96% | 4.38% | 35.66% |
Benchmark Metrics
Roundhill Acquirers Deep Value ETF has an annualized alpha of -3.28%, beta of 1.02, and R2 of 0.59 versus S&P 500 Index. Calculated based on daily prices since September 23, 2014.
- This ETF participated in 121.64% of S&P 500 Index downside but only 100.21% of its upside - more exposed to losses than it benefited from rallies.
- This ETF had an annualized alpha of -3.28% versus S&P 500 Index - delivering less than market exposure alone would predict.
- With beta of 1.02 and R2 of 0.59, this ETF moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.
- Alpha
- -3.28%
- Beta
- 1.02
- R²
- 0.59
- Upside Capture
- 100.21%
- Downside Capture
- 121.64%
Expense Ratio
DEEP has an expense ratio of 0.80%, placing it in the medium range.
Return for Risk
Risk / Return Rank
DEEP ranks 47 for risk / return — on par with similar ETFs. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Roundhill Acquirers Deep Value ETF (DEEP) 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.
| DEEP | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.45 | ||
| Sortino ratioReturn per unit of downside risk | -0.43 | ||
| Omega ratioGain probability vs. loss probability | 1.27 | 1.37 | -0.10 |
| Calmar ratioReturn relative to maximum drawdown | 2.57 | 2.78 | -0.21 |
| Martin ratioReturn relative to average drawdown | 7.39 | 12.44 | -5.05 |
Dividends
Dividend History
Roundhill Acquirers Deep Value ETF provided a 1.46% dividend yield over the last twelve months, with an annual payout of $0.61 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.61 | $0.64 | $0.68 | $0.61 | $0.39 | $0.53 | $1.12 | $1.14 | $0.45 | $0.66 | $0.83 | $0.87 |
Dividend yield | 1.46% | 1.78% | 1.96% | 1.67% | 1.28% | 1.43% | 4.03% | 3.49% | 1.51% | 2.01% | 3.14% | 3.98% |
Monthly Dividends
The table displays the monthly dividend distributions for Roundhill Acquirers Deep Value ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.22 | $0.00 | $0.00 | $0.00 | $0.22 | ||||||
| 2025 | $0.00 | $0.00 | $0.26 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.33 | $0.64 |
| 2024 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $0.14 | $0.00 | $0.00 | $0.01 | $0.00 | $0.00 | $0.45 | $0.68 |
| 2023 | $0.00 | $0.00 | $0.09 | $0.00 | $0.00 | $0.17 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $0.34 | $0.61 |
| 2022 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $0.11 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.24 | $0.39 |
| 2021 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $0.16 | $0.00 | $0.00 | $0.01 | $0.00 | $0.00 | $0.29 | $0.53 |
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 Roundhill Acquirers Deep Value 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 Roundhill Acquirers Deep Value ETF was 52.52%, occurring on Mar 23, 2020. Recovery took 241 trading sessions.
The current Roundhill Acquirers Deep Value ETF drawdown is 0.97%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
COVID crash2020 | -52.52%Mar 2020 | 1y 9mo | 11mo 20d | 2y 9moJun 2018 - Mar 2021 |
2025 selloff2025 | -28.40%Apr 2025 | 8mo 10d | 5mo 13d | 1y 1moAug 2024 - Sep 2025 |
Bear market2022 | -28.20%Sep 2022 | 10mo 18d | 1y 10mo | 2y 8moNov 2021 - Jul 2024 |
2016 bear market2016 | -28.03%Jan 2016 | 9mo 9d | 7mo 6d | 1y 4moApr 2015 - Aug 2016 |
2025 correction2025 | -11.87%Nov 2025 | 2mo 2d | 1mo 19d | 3mo 21dSep 2025 - Jan 2026 |
Drawdown Indicators
| DEEP | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -52.52% | -56.78% | +4.26% |
Max Drawdown (1Y)Largest decline over 1 year | -11.87% | -9.10% | -2.77% |
Max Drawdown (3Y)Largest decline over 3 years | -28.40% | -18.90% | -9.50% |
Max Drawdown (5Y)Largest decline over 5 years | -28.40% | -25.43% | -2.97% |
Max Drawdown (10Y)Largest decline over 10 years | -52.52% | -33.92% | -18.60% |
Current DrawdownCurrent decline from peak | -0.97% | -1.80% | +0.83% |
Average DrawdownAverage peak-to-trough decline | -10.36% | -10.71% | +0.35% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.12% | 2.03% | +2.09% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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