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Inception Date
Oct 7, 2019
Region
North America (U.S.)
Leveraged
1x (No leverage)
Index Tracked
Nasdaq US Large Cap Select Disruptors Index - Benchmark TR Gross
Distribution Policy
Accumulating
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Growth
Assets Under Management
$51M

Share Price Chart


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Performance

DRUP Performance Chart

GraniteShares Nasdaq Select Disruptors ETF (DRUP) is down 1.0% since the beginning of the year. DRUP is currently trading at $66 per share. Investors who bought $1,000 worth of DRUP shares 5 years ago would now be looking at an investment worth $1,740.


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S&P 500 Index

Returns By Period

GraniteShares Nasdaq Select Disruptors ETF (DRUP) has returned -1.00% so far this year and 11.88% over the past 12 months.


GraniteShares Nasdaq Select Disruptors ETF

1D
-2.41%
1M
12.68%
YTD
-1.00%
6M
-2.39%
1Y
11.88%
3Y*
19.79%
5Y*
11.71%
10Y*

Benchmark (S&P 500 Index)

1D
0.13%
1M
5.25%
YTD
11.16%
6M
11.43%
1Y
28.20%
3Y*
21.12%
5Y*
12.66%
10Y*
13.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DRUP Monthly Returns History

Based on dividend-adjusted daily data since Oct 7, 2019, DRUP's average daily return is +0.07%, while the average monthly return is +1.38%. At this rate, an investment would double in approximately 4.2 years.

Historically, 63% of months were positive and 37% were negative. The best month was Nov 2023 with a return of +14.4%, while the worst month was Apr 2022 at -11.7%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 5 months.

On a daily basis, DRUP closed higher 55% of trading days. The best single day was Apr 9, 2025 with a return of +11.5%, while the worst single day was Mar 16, 2020 at -10.2%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-7.07%-6.19%-5.98%5.16%13.45%1.25%-1.00%
20255.40%-5.00%-8.12%4.95%7.59%6.03%1.71%0.22%2.77%5.00%-1.12%-1.35%18.18%
20243.02%5.71%0.59%-5.28%2.88%8.93%-4.87%4.24%0.91%-0.41%7.77%-1.43%23.11%
20237.16%-1.21%5.90%1.39%2.56%6.68%2.93%-0.64%-5.59%-3.00%14.35%6.86%42.32%
2022-8.30%-4.40%4.35%-11.66%-2.40%-7.95%11.08%-4.44%-9.16%6.01%3.72%-6.71%-28.18%
2021-0.89%0.95%2.21%6.25%-0.61%4.74%2.84%3.98%-5.96%7.65%0.59%2.40%26.13%

Benchmark Metrics

GraniteShares Nasdaq Select Disruptors ETF has an annualized alpha of 0.29%, beta of 1.05, and R2 of 0.83 versus S&P 500 Index. Calculated based on daily prices since October 08, 2019.

  • This ETF captured 108.42% of S&P 500 Index gains and 107.26% of its losses - amplifying both gains and losses, but participating more in upside than downside.
  • With beta of 1.05 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
0.29%
Beta
1.05
0.83
Upside Capture
108.42%
Downside Capture
107.26%

Expense Ratio

DRUP has an expense ratio of 0.60%, placing it in the medium range.


Return for Risk

Risk / Return Rank

DRUP ranks 17 for risk / return — in the bottom 17% of ETFs on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.


DRUP Risk / Return Rank: 1717
Overall Rank
DRUP Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
DRUP Sortino Ratio Rank: 1818
Sortino Ratio Rank
DRUP Omega Ratio Rank: 1818
Omega Ratio Rank
DRUP Calmar Ratio Rank: 1515
Calmar Ratio Rank
DRUP Martin Ratio Rank: 1515
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for GraniteShares Nasdaq Select Disruptors ETF (DRUP) and compare them to S&P 500 Index.


DRUPBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

0.61

2.39

-1.77

Sortino ratio

Return per unit of downside risk

0.95

3.25

-2.30

Omega ratio

Gain probability vs. loss probability

1.12

1.43

-0.31

Calmar ratio

Return relative to maximum drawdown

0.51

3.11

-2.60

Martin ratio

Return relative to average drawdown

1.29

14.38

-13.09

Dividends

Dividend History

GraniteShares Nasdaq Select Disruptors ETF provided a 0.00% dividend yield over the last twelve months, with an annual payout of $0.00 per share.


0.00%0.10%0.20%0.30%0.40%0.50%$0.00$0.05$0.10$0.15$0.202019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM2025202420232022202120202019
Dividend$0.00$0.00$0.00$0.18$0.17$0.13$0.19$0.05

Dividend yield

0.00%0.00%0.00%0.40%0.51%0.28%0.53%0.19%

Monthly Dividends

The table displays the monthly dividend distributions for GraniteShares Nasdaq Select Disruptors ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.00$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$0.00$0.00
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$0.06$0.00$0.00$0.08$0.00$0.00$0.00$0.00$0.00$0.04$0.18
2022$0.00$0.00$0.04$0.00$0.00$0.04$0.00$0.00$0.05$0.00$0.00$0.04$0.17
2021$0.00$0.00$0.04$0.00$0.00$0.03$0.00$0.00$0.03$0.00$0.00$0.04$0.13

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.


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Worst Drawdowns

The table below displays the maximum drawdowns of the GraniteShares Nasdaq Select Disruptors 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 GraniteShares Nasdaq Select Disruptors ETF was 31.29%, occurring on Oct 14, 2022. Recovery took 294 trading sessions.

The current GraniteShares Nasdaq Select Disruptors ETF drawdown is 3.91%.


Related event

Drawdown

Fall

Recovery

Underwater

Bear market2022
-31.29%Oct 2022
9mo 20d1y 2mo
1y 11moDec 2021 - Dec 2023
COVID crash2020
-31.28%Mar 2020
1mo 2d3mo 15d
4mo 17dFeb 2020 - Jul 2020
2025 selloff2025
-23.77%Apr 2025
1mo 26d2mo 18d
4mo 14dFeb 2025 - Jun 2025
2026 bear market2026
-23.21%Mar 2026
4mo 29d
7mo 7dOct 2025 - now
2024 correction2024
-13.38%Aug 2024
28d2mo 7d
3mo 5dJul 2024 - Oct 2024

Drawdown Indicators


DRUPBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-31.29%

-56.78%

+25.49%

Max Drawdown (1Y)

Largest decline over 1 year

-23.21%

-9.10%

-14.11%

Max Drawdown (3Y)

Largest decline over 3 years

-23.77%

-18.90%

-4.87%

Max Drawdown (5Y)

Largest decline over 5 years

-31.29%

-25.43%

-5.86%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-3.91%

0.00%

-3.91%

Average Drawdown

Average peak-to-trough decline

-8.42%

-10.72%

+2.30%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.25%

1.97%

+7.28%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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