- Inception Date
- Nov 2, 2020
- Region
- North America (U.S.)
- Category
- Large Cap Blend Equities
- Leveraged
- 1x (No leverage)
- Index Tracked
- Democratic Large Cap Core Index
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Large-Cap
- Assets Under Management
- $51M
Share Price Chart
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Performance
DEMZ Performance Chart
Democratic Large Cap Core ETF (DEMZ) is up 9.8% since the beginning of the year. DEMZ is currently trading at $47 per share. Investors who bought $1,000 worth of DEMZ shares 5 years ago would now be looking at an investment worth $1,836.
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Returns By Period
Democratic Large Cap Core ETF (DEMZ) has returned 9.78% so far this year and 26.73% over the past 12 months.
Democratic Large Cap Core ETF
- 1D
- 0.13%
- 1M
- 3.43%
- YTD
- 9.78%
- 6M
- 9.19%
- 1Y
- 26.73%
- 3Y*
- 21.86%
- 5Y*
- 12.92%
- 10Y*
- —
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%
DEMZ Monthly Returns History
Based on dividend-adjusted daily data since Nov 3, 2020, DEMZ's average daily return is +0.07%, while the average monthly return is +1.41%. At this rate, an investment would double in approximately 4.1 years.
Historically, 66% of months were positive and 34% were negative. The best month was Nov 2023 with a return of +9.9%, while the worst month was Sep 2022 at -10.2%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 3 months.
On a daily basis, DEMZ closed higher 52% of trading days. The best single day was Apr 9, 2025 with a return of +7.3%, while the worst single day was Apr 4, 2025 at -5.5%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 2.10% | -1.81% | -6.00% | 9.62% | 4.21% | 1.97% | 9.78% | ||||||
| 2025 | 3.28% | -2.40% | -5.63% | 0.35% | 7.93% | 5.21% | 2.15% | 1.32% | 3.66% | 3.33% | -1.15% | 0.88% | 19.84% |
| 2024 | 3.33% | 6.39% | 2.57% | -5.31% | 5.77% | 3.34% | 0.87% | 2.11% | 1.75% | -2.45% | 6.41% | -3.22% | 22.89% |
| 2023 | 7.63% | -2.46% | 1.80% | -0.24% | -0.16% | 6.83% | 3.42% | -0.93% | -4.97% | -1.67% | 9.90% | 3.98% | 24.43% |
| 2022 | -7.79% | -4.12% | 3.50% | -8.49% | 0.56% | -7.71% | 9.78% | -3.59% | -10.22% | 8.70% | 6.96% | -5.67% | -19.01% |
| 2021 | -2.53% | 5.68% | 4.06% | 6.35% | 1.82% | 2.98% | 1.37% | 4.60% | -4.47% | 3.99% | 1.49% | 3.81% | 32.65% |
Benchmark Metrics
Democratic Large Cap Core ETF has an annualized alpha of 1.97%, beta of 0.96, and R2 of 0.83 versus S&P 500 Index. Calculated based on daily prices since November 03, 2020.
- This ETF captured 105.32% of S&P 500 Index gains and 100.76% of its losses - amplifying both gains and losses, but participating more in upside than downside.
- With beta of 0.96 and R2 of 0.83, 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
- 1.97%
- Beta
- 0.96
- R²
- 0.83
- Upside Capture
- 105.32%
- Downside Capture
- 100.76%
Expense Ratio
DEMZ has an expense ratio of 0.45%, placing it in the medium range.
Return for Risk
Risk / Return Rank
DEMZ ranks 51 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 Democratic Large Cap Core ETF (DEMZ) 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.
| DEMZ | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.19 | ||
| Sortino ratioReturn per unit of downside risk | -0.20 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 1.37 | -0.05 |
| Calmar ratioReturn relative to maximum drawdown | 2.19 | 2.78 | -0.60 |
| Martin ratioReturn relative to average drawdown | 8.10 | 12.44 | -4.34 |
Dividends
Dividend History
Democratic Large Cap Core ETF provided a 0.89% dividend yield over the last twelve months, with an annual payout of $0.42 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
| Dividend | $0.42 | $0.42 | $0.19 | $0.27 | $0.23 | $0.73 | $0.06 |
Dividend yield | 0.89% | 0.98% | 0.53% | 0.90% | 0.98% | 2.46% | 0.27% |
Monthly Dividends
The table displays the monthly dividend distributions for Democratic Large Cap Core 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 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | ||||||
| 2025 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.42 | $0.42 |
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.19 | $0.19 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.27 | $0.27 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.23 | $0.23 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.73 | $0.73 |
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 Democratic Large Cap Core 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 Democratic Large Cap Core ETF was 27.17%, occurring on Oct 12, 2022. Recovery took 302 trading sessions.
The current Democratic Large Cap Core ETF drawdown is 0.85%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Bear market2022 | -27.17%Oct 2022 | 9mo 16d | 1y 2mo | 1y 12moDec 2021 - Dec 2023 |
2025 selloff2025 | -18.69%Apr 2025 | 4mo 4d | 2mo 3d | 6mo 7dDec 2024 - Jun 2025 |
2026 correction2026 | -12.28%Mar 2026 | 2mo 1d | 1mo 7d | 3mo 8dJan 2026 - May 2026 |
2024 pullback2024 | -8.31%Aug 2024 | 19d | 1mo 15d | 2mo 4dJul 2024 - Sep 2024 |
2025 pullback2025 | -7.34%Nov 2025 | 23d | 1mo 17d | 2mo 10dOct 2025 - Jan 2026 |
Drawdown Indicators
| DEMZ | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -27.17% | -56.78% | +29.61% |
Max Drawdown (1Y)Largest decline over 1 year | -12.28% | -9.10% | -3.18% |
Max Drawdown (3Y)Largest decline over 3 years | -18.69% | -18.90% | +0.21% |
Max Drawdown (5Y)Largest decline over 5 years | -27.17% | -25.43% | -1.74% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | -0.85% | -1.80% | +0.95% |
Average DrawdownAverage peak-to-trough decline | -6.06% | -10.71% | +4.65% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.31% | 2.03% | +1.28% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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