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ISIN
US90214Q6750
Inception Date
Jun 28, 2021
Region
Global (Broad)
Leveraged
1x (No leverage)
Index Tracked
No Index (Active)
Distribution Policy
Distributing
Asset Class
Bond
Assets Under Management
$40M

Share Price Chart


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Performance

DYLD Performance Chart

LeaderShares Dynamic Yield ETF (DYLD) is up 1.1% since the beginning of the year. DYLD is currently trading at $22 per share.


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S&P 500 Index

Returns By Period

LeaderShares Dynamic Yield ETF (DYLD) has returned 1.06% so far this year and 3.84% over the past 12 months.


LeaderShares Dynamic Yield ETF

1D
-0.13%
1M
0.36%
YTD
1.06%
6M
1.29%
1Y
3.84%
3Y*
4.43%
5Y*
10Y*

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DYLD Monthly Returns History

Based on dividend-adjusted daily data since Jun 29, 2021, DYLD's average daily return is 0.00%, while the average monthly return is +0.10%. At this rate, an investment would double in approximately 57.8 years.

Historically, 59% of months were positive and 41% were negative. The best month was Nov 2023 with a return of +3.6%, while the worst month was Jan 2022 at -3.6%. The longest winning streak lasted 11 consecutive months, and the longest losing streak was 4 months.

On a daily basis, DYLD closed higher 51% of trading days. The best single day was Nov 10, 2022 with a return of +1.5%, while the worst single day was Jun 13, 2022 at -1.4%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20260.40%0.68%-0.81%0.29%0.51%-0.00%1.06%
20250.44%0.96%-0.23%0.23%0.41%0.98%0.01%0.59%0.83%0.24%0.41%0.05%5.02%
2024-0.03%-0.38%0.77%-0.90%1.15%0.45%1.35%0.98%0.98%-0.87%0.90%-0.73%3.69%
20232.70%-2.01%2.05%0.43%-0.64%0.44%0.18%-0.41%-1.66%-0.76%3.60%2.42%6.33%
2022-3.62%-1.81%-1.38%-2.52%1.30%-2.21%2.48%-2.62%-3.17%-0.23%3.27%-0.62%-10.83%
20210.46%1.59%-0.19%-1.30%0.45%-0.11%0.59%1.48%

Benchmark Metrics

LeaderShares Dynamic Yield ETF has an annualized alpha of 0.11%, beta of 0.09, and R2 of 0.12 versus S&P 500 Index. Calculated based on daily prices since June 29, 2021.

  • This ETF participated in 33.02% of S&P 500 Index downside but only 17.68% of its upside - more exposed to losses than it benefited from rallies.
  • Beta of 0.09 may look defensive, but with R2 of 0.12 this ETF is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this ETF's risk.
  • R2 of 0.12 means this ETF moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
0.11%
Beta
0.09
0.12
Upside Capture
17.68%
Downside Capture
33.02%

Expense Ratio

DYLD has an expense ratio of 0.75%, placing it in the medium range.


Return for Risk

Risk / Return Rank

DYLD ranks 53 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.


DYLD Risk / Return Rank: 5353
Overall Rank
DYLD Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
DYLD Sortino Ratio Rank: 4848
Sortino Ratio Rank
DYLD Omega Ratio Rank: 4949
Omega Ratio Rank
DYLD Calmar Ratio Rank: 6161
Calmar Ratio Rank
DYLD Martin Ratio Rank: 6161
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 LeaderShares Dynamic Yield ETF (DYLD) and compare them to S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


DYLDBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.45

Sortino ratioReturn per unit of downside risk

-0.42

Omega ratioGain probability vs. loss probability

1.30

1.37

-0.07

Calmar ratioReturn relative to maximum drawdown

2.92

2.78

+0.13

Martin ratioReturn relative to average drawdown

10.64

12.44

-1.80

Dividends

Dividend History

LeaderShares Dynamic Yield ETF provided a 4.33% dividend yield over the last twelve months, with an annual payout of $0.97 per share.


1.00%2.00%3.00%4.00%5.00%$0.00$0.20$0.40$0.60$0.80$1.0020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021
Dividend$0.97$0.95$1.03$0.78$0.34$0.26

Dividend yield

4.33%4.20%4.58%3.43%1.54%1.02%

Monthly Dividends

The table displays the monthly dividend distributions for LeaderShares Dynamic Yield ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.13$0.06$0.08$0.06$0.06$0.00$0.39
2025$0.05$0.07$0.09$0.08$0.07$0.09$0.08$0.08$0.08$0.08$0.06$0.12$0.95
2024$0.03$0.08$0.09$0.09$0.08$0.09$0.09$0.08$0.09$0.09$0.07$0.15$1.03
2023$0.03$0.05$0.06$0.07$0.06$0.06$0.07$0.06$0.06$0.08$0.00$0.19$0.78
2022$0.00$0.06$0.01$0.01$0.02$0.03$0.03$0.00$0.03$0.04$0.03$0.08$0.34
2021$0.02$0.04$0.04$0.05$0.03$0.08$0.26

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 LeaderShares Dynamic Yield 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 LeaderShares Dynamic Yield ETF was 15.03%, occurring on Oct 20, 2022. Recovery took 676 trading sessions.

The current LeaderShares Dynamic Yield ETF drawdown is 0.13%.


Related event

Drawdown

Fall

Recovery

Underwater

Bear market2022
-15.03%Oct 2022
1y 1mo2y 8mo
3y 9moSep 2021 - Jul 2025
2021 pullback2021
-1.39%Aug 2021
8d1mo 4d
1mo 12dAug 2021 - Sep 2021
2026 pullback2026
-1.32%Mar 2026
18d2mo 14d
3mo 2dMar 2026 - Jun 2026
2021 pullback2021
-0.87%Jul 2021
4d6d
10dJul 2021 - Jul 2021
2025 pullback2025
-0.72%Nov 2025
7d21d
28dOct 2025 - Nov 2025

Drawdown Indicators


DYLDBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-15.03%

-56.78%

+41.75%

Max Drawdown (1Y)

Largest decline over 1 year

-1.32%

-9.10%

+7.78%

Max Drawdown (3Y)

Largest decline over 3 years

-3.40%

-18.90%

+15.50%

Max Drawdown (5Y)

Largest decline over 5 years

-25.43%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-0.13%

-1.80%

+1.67%

Average Drawdown

Average peak-to-trough decline

-5.12%

-10.71%

+5.59%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.36%

2.03%

-1.67%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

Build a portfolio with DYLD

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