Share Price Chart
Loading graphics...
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
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.
Loading graphics...
Returns By Period
Democratic Large Cap Core ETF (DEMZ) has returned -5.76% so far this year and 18.72% over the past 12 months.
Democratic Large Cap Core ETF
- 1D
- 2.99%
- 1M
- -6.00%
- YTD
- -5.76%
- 6M
- -2.89%
- 1Y
- 18.72%
- 3Y*
- 17.35%
- 5Y*
- 11.40%
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- 2.91%
- 1M
- -5.09%
- YTD
- -4.63%
- 6M
- -2.39%
- 1Y
- 16.33%
- 3Y*
- 16.69%
- 5Y*
- 10.18%
- 10Y*
- 12.16%
Monthly Returns
Based on dividend-adjusted daily data since Nov 3, 2020, DEMZ's average daily return is +0.06%, while the average monthly return is +1.23%. At this rate, your investment would double in approximately 4.7 years.
Historically, 65% of months were positive and 35% 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% | -5.76% | |||||||||
| 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 1.91%, beta of 0.96, and R² of 0.83 versus S&P 500 Index. Calculated based on daily prices since November 04, 2020.
- This ETF captured 108.50% of S&P 500 Index gains and 103.79% 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
- 1.91%
- Beta
- 0.96
- R²
- 0.83
- Upside Capture
- 108.50%
- Downside Capture
- 103.79%
Expense Ratio
DEMZ has an expense ratio of 0.45%, placing it in the medium range.
Return for Risk
Risk / Return Rank
DEMZ ranks 56 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 a chosen benchmark (S&P 500 Index).
| DEMZ | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.04 | 0.90 | +0.14 |
Sortino ratioReturn per unit of downside risk | 1.53 | 1.39 | +0.14 |
Omega ratioGain probability vs. loss probability | 1.21 | 1.21 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | 1.57 | 1.40 | +0.17 |
Martin ratioReturn relative to average drawdown | 5.50 | 6.61 | -1.11 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Explore DEMZ risk-adjusted metrics in detail
Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.
Dividends
Dividend History
Democratic Large Cap Core ETF provided a 1.04% 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 | 1.04% | 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 | |||||||||
| 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.
Loading graphics...
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 9.66%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -27.17% | Dec 30, 2021 | 198 | Oct 12, 2022 | 302 | Dec 26, 2023 | 500 |
| -18.69% | Dec 5, 2024 | 84 | Apr 8, 2025 | 43 | Jun 10, 2025 | 127 |
| -12.28% | Jan 28, 2026 | 43 | Mar 30, 2026 | — | — | — |
| -8.31% | Jul 17, 2024 | 14 | Aug 5, 2024 | 32 | Sep 19, 2024 | 46 |
| -7.34% | Oct 28, 2025 | 18 | Nov 20, 2025 | 30 | Jan 6, 2026 | 48 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
Loading graphics...