- ISIN
- US26800L1008
- CUSIP
- 26800L100
- Delisting Date
- Dec 27, 2024
- Issuer
- Dynamic Shares Trust
- Inception Date
- Jan 13, 2022
- Category
- Volatility
- Leveraged
- 1x (No leverage)
- Index Tracked
- No Index (Active)
- Asset Class
- Equity
- Assets Under Management
- $7M
Share Price Chart
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Compare stocks, funds, or ETFs
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Performance
WEIX Performance Chart
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Returns By Period
Dynamic Shares Trust - Dynamic Short Short-Term Volatility Futures ETF
- 1D
- 0.00%
- 1M
- 0.00%
- YTD
- —
- 6M
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- -1.44%
- 1M
- -1.45%
- YTD
- 7.60%
- 6M
- 6.59%
- 1Y
- 22.24%
- 3Y*
- 19.20%
- 5Y*
- 11.54%
- 10Y*
- 13.71%
WEIX Monthly Returns History
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Benchmark Metrics
0- Alpha
- 0.00%
- Beta
- 0.00
- Upside Capture
- 0.00%
- Downside Capture
- -0.00%
Expense Ratio
WEIX has an expense ratio of 0.50%, placing it in the medium range.
Return for Risk
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Dynamic Shares Trust - Dynamic Short Short-Term Volatility Futures ETF (WEIX) 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.
| WEIX | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.32 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 2.46 | — |
| Martin ratioReturn relative to average drawdown | — | 10.92 | — |
Dividends
Dividend History
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 Dynamic Shares Trust - Dynamic Short Short-Term Volatility Futures ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The portfolio has not yet recovered.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|
Drawdown Indicators
| WEIX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | 0.00% | -56.78% | +56.78% |
Max Drawdown (1Y)Largest decline over 1 year | — | -9.10% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -18.90% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -25.43% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | 0.00% | -3.21% | +3.21% |
Average DrawdownAverage peak-to-trough decline | 0.00% | -10.71% | +10.71% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 2.04% | — |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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Build a portfolio with WEIX
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