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DeltaShares S&P 500 Managed Risk ETF (DMRL)

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

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-Cap
  • Asset 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.


DMRL (DeltaShares S&P 500 Managed Risk ETF)
Benchmark (^GSPC)

DMRLReturns in periods

Returns over 1 year are annualized

PeriodReturnBenchmark
1M-0.46%-5.44%
YTD-7.99%-9.86%
6M-3.17%-5.47%
1Y5.93%2.77%
5Y10.95%11.46%
10Y10.95%11.46%

DMRLMonthly Returns Heatmap


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DMRLSharpe 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 500 Managed Risk ETF Sharpe ratio is 0.42. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

The chart below displays rolling 12-month Sharpe Ratio.


DMRL (DeltaShares S&P 500 Managed Risk ETF)
Benchmark (^GSPC)

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.


PeriodTTM20212020201920182017
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.


DMRL (DeltaShares S&P 500 Managed Risk ETF)
Benchmark (^GSPC)

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, 202025Mar 18, 2020199Dec 30, 2020224
-14.39%Oct 3, 201856Dec 24, 2018130Jul 2, 2019186
-11.48%Jan 5, 202243Mar 8, 2022
-10.61%Jan 29, 20189Feb 9, 2018123Aug 29, 2018132
-6.14%Jul 29, 20196Aug 5, 201963Nov 1, 201969
-5.18%Sep 7, 202120Oct 4, 202112Oct 20, 202132
-4.26%Jan 21, 20217Jan 29, 20215Feb 5, 202112
-4.22%Feb 17, 202112Mar 4, 20216Mar 12, 202118
-3.93%May 10, 20213May 12, 202116Jun 4, 202119
-3.75%Nov 26, 20214Dec 1, 20215Dec 8, 20219

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.


DMRL (DeltaShares S&P 500 Managed Risk ETF)
Benchmark (^GSPC)

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