DeltaShares S&P 500 Managed Risk ETF (DMRL)
DMRL is a passive ETF by Aegon tracking the investment results of the S&P 500 Managed Risk 2.0 Index. DMRL launched on Jul 31, 2017 and has a 0.35% expense ratio.
ETF Info
- ISINUS89349P1075
- CUSIP89349P107
- IssuerAegon
- Inception DateJul 31, 2017
- RegionNorth America (U.S.)
- CategoryLarge Cap Blend Equities
- Expense Ratio0.35%
- Index TrackedS&P 500 Managed Risk 2.0 Index
- Asset ClassMulti-Asset
Asset Class Size
Multi-CapAsset Class Style
Blend
Trading Data
- Previous Close$74.01
- Year Range$68.14 - $80.89
- EMA (50)$74.33
- EMA (200)$74.10
- Average Volume$4.38K
DMRLShare Price Chart
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DMRLPerformance
The chart shows the growth of $10,000 invested in DeltaShares S&P 500 Managed Risk ETF on Aug 3, 2017 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $15,729 for a total return of roughly 57.29%. All prices are adjusted for splits and dividends.
DMRLReturns in periods
| Period | Return | Benchmark |
|---|---|---|
| 1M | -0.46% | -5.44% |
| YTD | -7.99% | -9.86% |
| 6M | -3.17% | -5.47% |
| 1Y | 5.93% | 2.77% |
| 5Y | 10.95% | 11.46% |
| 10Y | 10.95% | 11.46% |
DMRLMonthly Returns Heatmap
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DMRLDividend History
DeltaShares S&P 500 Managed Risk ETF granted a 1.08% dividend yield in the last twelve months, as of May 21, 2022. The annual payout for that period amounted to $0.80 per share.
| Period | TTM | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|
| Dividend | $0.80 | $0.75 | $0.51 | $0.98 | $0.92 | $0.35 |
Dividend yield | 1.08% | 0.94% | 0.81% | 1.63% | 1.87% | 0.68% |
DMRLDrawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
DMRLWorst Drawdowns
The table below shows the maximum drawdowns of the DeltaShares S&P 500 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 500 Managed Risk ETF is 18.06%, recorded on Mar 18, 2020. It took 199 trading sessions for the portfolio to recover.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -18.06% | Feb 12, 2020 | 25 | Mar 18, 2020 | 199 | Dec 30, 2020 | 224 |
| -14.39% | Oct 3, 2018 | 56 | Dec 24, 2018 | 130 | Jul 2, 2019 | 186 |
| -11.48% | Jan 5, 2022 | 43 | Mar 8, 2022 | — | — | — |
| -10.61% | Jan 29, 2018 | 9 | Feb 9, 2018 | 123 | Aug 29, 2018 | 132 |
| -6.14% | Jul 29, 2019 | 6 | Aug 5, 2019 | 63 | Nov 1, 2019 | 69 |
| -5.18% | Sep 7, 2021 | 20 | Oct 4, 2021 | 12 | Oct 20, 2021 | 32 |
| -4.26% | Jan 21, 2021 | 7 | Jan 29, 2021 | 5 | Feb 5, 2021 | 12 |
| -4.22% | Feb 17, 2021 | 12 | Mar 4, 2021 | 6 | Mar 12, 2021 | 18 |
| -3.93% | May 10, 2021 | 3 | May 12, 2021 | 16 | Jun 4, 2021 | 19 |
| -3.75% | Nov 26, 2021 | 4 | Dec 1, 2021 | 5 | Dec 8, 2021 | 9 |
DMRLVolatility Chart
Current DeltaShares S&P 500 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.
Portfolios with DeltaShares S&P 500 Managed Risk ETF
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