ETF Opportunities Trust - AQE Core ETF

10-Year Study

AQEC.US · · US · ETF

Executive Summary: ETF Opportunities Trust - AQE Core ETF has compounded at -11.7% annually over the last 10 years, with a maximum drawdown of 71.9% and an annualized volatility of 71.2%.

1Y CAGR
-68.4%
3Y CAGR
-30.3%
5Y CAGR
-17.0%
10Y CAGR
-11.7%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
71.9%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
-0.29
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
-0.30
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
34.1%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · +41.2%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · -66.2%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
43%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20261.1-1.7-8.24.0————————-5.1%
20259.1-0.5-0.1-3.9-11.3-0.73.7-12.6-7.31.3-57.10.9-66.2%
2024-0.516.0-0.7-3.912.6-0.53.9-0.71.9-5.8-1.4-2.018.1%
20238.5-5.3-0.5-0.810.75.4-0.70.0-3.7-9.82.4-1.13.4%
2022-12.70.54.1-5.02.8-7.812.0-13.4-10.45.45.6-1.7-21.7%
202114.2-4.66.43.3-9.74.91.514.60.5-0.5-3.711.241.2%
20204.0-0.9-27.719.313.3-5.1-0.7-2.7-2.61.2—8.7-0.9%
2019—————1.8—-5.03.2-1.90.2—-2.0%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 71.2%. The dominant macroeconomic risk driver is SHV.US, accounting for 57.1% of variance. Idiosyncratic stock-specific factors contribute 23.5%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2019-05-0110000
2019-06-0110176.216385880769
2019-08-019665.073502716916
2019-09-019978.996137135582
2019-10-019789.20711792628
2019-11-019804.150109265263
2020-01-0110195.149325483337
2020-02-0110105.71726063797
2020-03-017310.685171803152
2020-04-018720.876536766811
2020-05-019879.884486611052
2020-06-019379.920529711137
2020-07-019318.791955756227
2020-08-019070.816736647897
2020-09-018839.414796239287
2020-10-018942.693827908832
2020-12-019717.937370906939
2021-01-0111094.73403433071
2021-02-0110582.091810582084
2021-03-0111264.596882641767
2021-04-0111632.855881746158
2021-05-0110506.001258005677
2021-06-0111022.15416481786
2021-07-0111184.39722023565
2021-08-0112816.843893306925
2021-09-0112887.037912561731
2021-10-0112818.789762397728
2021-11-0112341.772918517518
2021-12-0113725.58178179409
2022-01-0111987.79628426738
2022-02-0112044.621947164154
2022-03-0112540.65750078519
2022-04-0111914.236932870332
2022-05-0112249.334970429925
2022-06-0111291.518230311938
2022-07-0112649.112858508537
2022-08-0110957.292298280257
2022-09-019822.24433476779
2022-10-0110355.840006872086
2022-11-0110933.665571493306
2022-12-0110749.849689469542
2023-01-0111667.738793394861
2023-02-0111050.834127689213
2023-03-0110996.994051284388
2023-04-0110904.85989971703
2023-05-0112068.840553378457
2023-06-0112722.173302689169
2023-07-0112634.4991983111
2023-08-0112640.150861161652
2023-09-0112167.088609915512
2023-10-0110978.93518141137
2023-11-0111238.04218594429
2023-12-0111118.707770073961
2024-01-0111065.259224529265
2024-02-0112837.147190919943
2024-03-0112743.58571949459
2024-04-0112242.170872317007
2024-05-0113788.712531953468
2024-06-0113720.298079383994
2024-07-0114260.763874089174
2024-08-0114167.722261364395
2024-09-0114436.755031515288
2024-10-0113597.40060173972
2024-11-0113405.59631164835
2024-12-0113132.394196150808
2025-01-0114322.551110327178
2025-02-0114254.762583346805
2025-03-0114233.39861684849
2025-04-0113683.403825256504
2025-05-0112134.562740234136
2025-06-0112048.74546113922
2025-07-0112494.996360006995
2025-08-0110926.255948175456
2025-09-0110132.554147637644
2025-10-0110264.486298089469
2025-11-014401.310792941
2025-12-014440.1860203709975
2026-01-014490.474945920619
2026-02-014416.1571822244205
2026-03-014053.1500916529217
2026-04-014214.761191644469
Annual Return Matrix
YearAnnual Return
2020-0.008793494326127305
20210.41239660824374424
2022-0.21680189150682294
20230.034312859366373294
20240.18110795496367738
2025-0.6618905925263463
2026-0.05076923076923079
Total Factor Risk
0.7116552023866478
VTI.US Exposure
0.06180174801954001
VEA.US Exposure
0.03577676765263199
VWO.US Exposure
0.008836195579199613
QQQ.US Exposure
0.0014915160300281159
VTV.US Exposure
0.0034095086979766174
IJR.US Exposure
0.005670771708296154
QUAL.US Exposure
0.002397725481655851
SHV.US Exposure
0.5714371386835391
TLT.US Exposure
0.00503398575845043
LQD.US Exposure
-0.0018360898418488805
HYG.US Exposure
0.021812369826810236
GLD.US Exposure
-8.351235562168798e-7
USO.US Exposure
-0.00024760140149966177
VNQ.US Exposure
0.012064577523831135
BTC-USD.CC Exposure
0.007978658070188677
CPER.US Exposure
0.007855034650702308
VIX.INDX Exposure
0.0016091602253940048
UUP.US Exposure
0.014392282264295165
TIP.US Exposure
0.005422182521951204
Idiosyncratic Exposure
0.23509490367241412
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
0
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
71.2%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →N/A
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.00%
Market Cap$0
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$16
Avg Yield on Cost
0.16%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$16.480.16%Solid

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
-3.1%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
-44.8%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
71.7% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
1.00
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is ETF Opportunities Trust - AQE Core ETF a high-risk investment?

ETF Opportunities Trust - AQE Core ETF (AQEC.US) has an annualized volatility of 71.2% and experienced a maximum drawdown of 71.9% over the last 10 years. Its primary macro risk driver is SHV.US.

What is the 10-year return of AQEC.US?

Over the past 10 years, AQEC.US has generated a Compound Annual Growth Rate (CAGR) of -11.7%. It has had a positive return in 43% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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