PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
Roundhill Acquirers Deep Value ETF (DEEP)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

US26922A7019

CUSIP

26922A701

Issuer

Exchange Traded Concepts

Inception Date

Sep 23, 2014

Region

North America (U.S.)

Leveraged

1x

Index Tracked

DEEP-US - Acquirers Deep Value Index

Asset Class

Equity

Asset Class Size

Small-Cap

Asset Class Style

Value

Expense Ratio

DEEP features an expense ratio of 0.80%, falling within the medium range.


Expense ratio chart for DEEP: current value at 0.80% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.80%

Share Price Chart


Loading data...

Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Popular comparisons:
DEEP vs. QQQ DEEP vs. FVAL DEEP vs. SCHD DEEP vs. ZIG DEEP vs. FNGS DEEP vs. XSVM DEEP vs. IVV DEEP vs. VTV DEEP vs. CALF DEEP vs. SPY
Popular comparisons:
DEEP vs. QQQ DEEP vs. FVAL DEEP vs. SCHD DEEP vs. ZIG DEEP vs. FNGS DEEP vs. XSVM DEEP vs. IVV DEEP vs. VTV DEEP vs. CALF DEEP vs. SPY

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Roundhill Acquirers Deep Value ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


80.00%100.00%120.00%140.00%160.00%180.00%200.00%JulyAugustSeptemberOctoberNovemberDecember
85.15%
196.16%
DEEP (Roundhill Acquirers Deep Value ETF)
Benchmark (^GSPC)

Returns By Period

Roundhill Acquirers Deep Value ETF had a return of -3.29% year-to-date (YTD) and -2.49% in the last 12 months. Over the past 10 years, Roundhill Acquirers Deep Value ETF had an annualized return of 6.11%, while the S&P 500 had an annualized return of 11.01%, indicating that Roundhill Acquirers Deep Value ETF did not perform as well as the benchmark.


DEEP

YTD

-3.29%

1M

-3.35%

6M

1.84%

1Y

-2.49%

5Y*

3.58%

10Y*

6.11%

^GSPC (Benchmark)

YTD

23.11%

1M

-0.36%

6M

7.02%

1Y

23.15%

5Y*

12.80%

10Y*

11.01%

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-3.51%1.58%1.66%-6.58%5.75%-3.57%11.81%-5.21%-0.63%-3.75%6.73%-3.29%
202313.22%-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%
20211.58%12.01%7.64%2.60%4.14%-3.73%-1.53%3.70%-2.64%5.84%-1.96%4.38%35.66%
2020-6.19%-10.58%-29.01%11.40%-0.24%6.09%0.84%5.72%-2.34%-3.10%17.06%8.59%-9.96%
20196.84%1.09%0.56%0.61%-13.14%10.43%2.47%-9.94%6.96%-0.14%7.66%1.16%12.54%
20188.79%-3.31%-1.73%-0.12%2.87%1.17%1.15%1.19%-0.85%-5.53%2.52%-10.99%-6.00%
20171.21%2.48%-1.23%2.16%-0.84%5.11%0.98%-0.69%3.37%-4.01%11.81%4.79%27.19%
2016-7.42%7.18%9.66%3.05%-4.80%1.89%6.89%-0.14%2.10%-3.30%7.48%1.44%24.97%
2015-3.72%8.96%-3.08%2.74%-2.70%-5.58%-2.51%-3.30%-4.93%6.65%2.11%-4.22%-10.28%
2014-0.81%0.90%3.13%-0.04%3.18%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of DEEP is 10, meaning it’s performing worse than 90% 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 DEEP is 1010
Overall Rank
The Sharpe Ratio Rank of DEEP is 1010
Sharpe Ratio Rank
The Sortino Ratio Rank of DEEP is 1010
Sortino Ratio Rank
The Omega Ratio Rank of DEEP is 1010
Omega Ratio Rank
The Calmar Ratio Rank of DEEP is 99
Calmar Ratio Rank
The Martin Ratio Rank of DEEP is 1010
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 Roundhill Acquirers Deep Value ETF (DEEP) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for DEEP, currently valued at -0.00, compared to the broader market0.002.004.00-0.001.90
The chart of Sortino ratio for DEEP, currently valued at 0.13, compared to the broader market-2.000.002.004.006.008.0010.000.132.54
The chart of Omega ratio for DEEP, currently valued at 1.02, compared to the broader market0.501.001.502.002.503.001.021.35
The chart of Calmar ratio for DEEP, currently valued at -0.01, compared to the broader market0.005.0010.0015.00-0.012.81
The chart of Martin ratio for DEEP, currently valued at -0.02, compared to the broader market0.0020.0040.0060.0080.00100.00-0.0212.39
DEEP
^GSPC

The current Roundhill Acquirers Deep Value ETF Sharpe ratio is -0.00. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Roundhill Acquirers Deep Value ETF with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio0.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
-0.00
1.90
DEEP (Roundhill Acquirers Deep Value ETF)
Benchmark (^GSPC)

Dividends

Dividend History

Roundhill Acquirers Deep Value ETF provided a 1.60% dividend yield over the last twelve months, with an annual payout of $0.56 per share.


0.00%1.00%2.00%3.00%4.00%$0.00$0.20$0.40$0.60$0.80$1.00$1.202014201520162017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM2023202220212020201920182017201620152014
Dividend$0.56$0.61$0.39$0.53$1.12$1.14$0.84$0.66$0.83$0.87$0.11

Dividend yield

1.60%1.67%1.28%1.43%4.03%3.49%2.78%2.01%3.14%3.98%0.42%

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.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.00$0.07$0.00$0.00$0.14$0.00$0.00$0.01$0.00$0.00$0.00$0.22
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$0.01$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
2020$0.00$0.00$0.74$0.00$0.00$0.23$0.00$0.00$0.02$0.00$0.00$0.14$1.12
2019$0.00$0.00$0.06$0.00$0.00$0.31$0.00$0.00$0.10$0.00$0.00$0.66$1.14
2018$0.00$0.00$0.08$0.00$0.00$0.31$0.00$0.00$0.07$0.00$0.00$0.38$0.84
2017$0.00$0.00$0.11$0.00$0.00$0.06$0.00$0.00$0.10$0.00$0.00$0.39$0.66
2016$0.00$0.00$0.50$0.00$0.00$0.11$0.00$0.00$0.02$0.00$0.00$0.19$0.83
2015$0.00$0.00$0.14$0.00$0.00$0.18$0.00$0.00$0.11$0.00$0.00$0.44$0.87
2014$0.11$0.11

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.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-8.87%
-3.58%
DEEP (Roundhill Acquirers Deep Value ETF)
Benchmark (^GSPC)

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 51.92%, occurring on Mar 23, 2020. Recovery took 240 trading sessions.

The current Roundhill Acquirers Deep Value ETF drawdown is 8.87%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-51.92%Jun 12, 2018448Mar 23, 2020240Mar 5, 2021688
-28.2%Nov 12, 2021218Sep 26, 2022460Jul 26, 2024678
-28.03%Apr 16, 2015177Jan 20, 2016145Aug 23, 2016322
-11.52%Jun 2, 202133Jul 19, 202169Oct 25, 2021102
-11.34%Jan 30, 201868May 7, 201821Jun 6, 201889

Volatility

Volatility Chart

The current Roundhill Acquirers Deep Value ETF volatility is 5.90%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
5.90%
3.64%
DEEP (Roundhill Acquirers Deep Value ETF)
Benchmark (^GSPC)
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2024 PortfoliosLab