Democratic Large Cap Core ETF (DEMZ)
DEMZ is a passive ETF by Reflection Asset Management, LLC tracking the investment results of the Democratic Large Cap Core Index. DEMZ launched on Nov 2, 2020 and has a 0.45% expense ratio.
ETF Info
Nov 2, 2020
North America (U.S.)
1x
Democratic Large Cap Core Index
Large-Cap
Expense Ratio
DEMZ features an expense ratio of 0.45%, falling within the medium range.
Share Price Chart
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Compare to other instruments
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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Democratic Large Cap Core ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
Returns By Period
Democratic Large Cap Core ETF had a return of 24.52% year-to-date (YTD) and 24.23% in the last 12 months.
DEMZ
24.52%
-1.27%
6.70%
24.23%
N/A
N/A
^GSPC (Benchmark)
25.18%
-0.47%
9.35%
24.83%
13.03%
11.14%
Monthly Returns
The table below presents the monthly returns of DEMZ, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 3.33% | 6.39% | 2.57% | -5.31% | 5.77% | 3.34% | 0.87% | 2.11% | 1.75% | -2.45% | 6.41% | 24.52% | |
| 2023 | 7.63% | -2.45% | 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% | 1.81% | 2.98% | 1.37% | 4.60% | -4.47% | 3.99% | 1.49% | 3.81% | 32.65% |
| 2020 | 5.83% | 4.97% | 11.09% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
With an overall rank of 77, DEMZ is among the top 23% of ETFs on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.
Risk-Adjusted Performance Indicators
The charts below present risk-adjusted performance metrics for Democratic Large Cap Core ETF (DEMZ) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
Dividends
Dividend History
Democratic Large Cap Core ETF provided a 0.00% dividend yield over the last twelve months, with an annual payout of $0.00 per share.
| Period | TTM | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|
| Dividend | $0.00 | $0.27 | $0.23 | $0.73 | $0.06 |
Dividend yield | 0.00% | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 |
| 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 |
| 2020 | $0.06 | $0.06 |
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.
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 3.58%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -27.17% | Dec 30, 2021 | 198 | Oct 12, 2022 | 302 | Dec 26, 2023 | 500 |
| -8.31% | Jul 17, 2024 | 14 | Aug 5, 2024 | 32 | Sep 19, 2024 | 46 |
| -6.2% | Mar 22, 2024 | 20 | Apr 19, 2024 | 18 | May 15, 2024 | 38 |
| -5.44% | Sep 9, 2021 | 18 | Oct 4, 2021 | 21 | Nov 2, 2021 | 39 |
| -4.67% | Dec 5, 2024 | 11 | Dec 19, 2024 | — | — | — |
Volatility
Volatility Chart
The current Democratic Large Cap Core ETF volatility is 4.19%, 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.