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DeltaShares S&P International Managed Risk ETF (DMRI)

ETF · Currency in USD · Last updated May 21, 2022

DMRI is a passive ETF by Aegon tracking the investment results of the S&P EPAC Ex. Korea LargeMidCap Managed Risk 2.0 Index. DMRI launched on Jul 31, 2017 and has a 0.50% expense ratio.

ETF Info

  • ISINUS89349P4046
  • CUSIP89349P404
  • IssuerAegon
  • Inception DateJul 31, 2017
  • RegionDeveloped Markets (Broad)
  • CategoryForeign Large Cap Equities
  • Expense Ratio0.50%
  • Index TrackedS&P EPAC Ex. Korea LargeMidCap Managed Risk 2.0 Index
  • Asset ClassMulti-Asset
  • Asset Class Size

    Multi-Cap
  • Asset Class Style

    Blend

Trading Data

  • Previous Close$46.68
  • Year Range$46.44 - $53.93
  • EMA (50)$47.84
  • EMA (200)$50.10
  • Average Volume$172.00

DMRIShare Price Chart


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DMRIPerformance

The chart shows the growth of $10,000 invested in DeltaShares S&P International Managed Risk ETF on Aug 9, 2017 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $10,172 for a total return of roughly 1.72%. All prices are adjusted for splits and dividends.


DMRI (DeltaShares S&P International Managed Risk ETF)
Benchmark (^GSPC)

DMRIReturns in periods

Returns over 1 year are annualized

PeriodReturnBenchmark
1M-0.90%-5.44%
YTD-11.12%-9.86%
6M-11.36%-5.22%
1Y-8.91%3.04%
5Y0.41%11.15%
10Y0.41%11.15%

DMRIMonthly Returns Heatmap


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DMRISharpe Ratio Chart

The Sharpe ratio shows whether the portfolio's excess returns are due to smart investment decisions or a result of taking a higher risk. The higher a portfolio's Sharpe ratio, the better its risk-adjusted performance.

The current DeltaShares S&P International Managed Risk ETF Sharpe ratio is -0.67. A negative Sharpe ratio means that the risk-free rate is higher than the portfolio's return. This value does not convey any meaningful information.

The chart below displays rolling 12-month Sharpe Ratio.


DMRI (DeltaShares S&P International Managed Risk ETF)
Benchmark (^GSPC)

DMRIDividend History

DeltaShares S&P International Managed Risk ETF granted a 2.96% dividend yield in the last twelve months, as of May 21, 2022. The annual payout for that period amounted to $1.38 per share.


PeriodTTM20212020201920182017
Dividend$1.38$1.46$0.31$1.54$1.38$0.35

Dividend yield

2.96%2.77%0.66%3.10%3.27%0.72%

DMRIDrawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


DMRI (DeltaShares S&P International Managed Risk ETF)
Benchmark (^GSPC)

DMRIWorst Drawdowns

The table below shows the maximum drawdowns of the DeltaShares S&P International Managed Risk ETF. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.

The maximum drawdown since January 2010 for the DeltaShares S&P International Managed Risk ETF is 23.55%, recorded on Mar 16, 2020. It took 274 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-23.55%Jan 29, 2018499Mar 16, 2020274Apr 16, 2021773
-13.88%Sep 8, 2021125Mar 8, 2022
-5.53%Jun 15, 202124Jul 19, 202119Aug 13, 202143
-3.33%May 10, 20213May 12, 202110May 26, 202113
-2.86%Aug 16, 20214Aug 19, 20219Sep 1, 202113
-2.37%Aug 9, 20172Aug 11, 20177Sep 8, 20179
-2.32%Apr 19, 202112May 4, 20213May 7, 202115
-0.56%Oct 19, 20173Oct 30, 20171Nov 3, 20174
-0.54%Jun 3, 20211Jun 3, 20211Jun 4, 20212
-0.37%Jun 9, 20211Jun 9, 20213Jun 14, 20214

DMRIVolatility Chart

Current DeltaShares S&P International Managed Risk ETF volatility is 0.00%. The chart below shows the rolling 10-day volatility. Volatility is a statistical measure showing how big price swings are in either direction. The higher asset volatility, the riskier it is, because the price movements are less predictable.


DMRI (DeltaShares S&P International Managed Risk ETF)
Benchmark (^GSPC)

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