VanEck Digital Transformation ETF

10-Year Study

DAPP.US · · US · ETF

Executive Summary: VanEck Digital Transformation ETF has compounded at -7.2% annually over the last 10 years, with a maximum drawdown of 90.4% and an annualized volatility of 75.2%.

1Y CAGR
+49.6%
3Y CAGR
+50.5%
5Y CAGR
-3.3%
10Y CAGR
-7.2%

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 →
90.4%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.25
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.59
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
78.3%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · +285.0%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -85.6%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
80%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20269.1-11.6-6.324.3————————12.2%
20255.6-21.9-23.814.823.529.25.72.521.311.1-19.7-14.815.0%
2024-25.028.417.7-23.613.918.22.5-13.010.012.642.0-20.844.9%
202367.0-5.410.015.58.816.823.6-23.4-15.02.622.149.9285.0%
2022-27.06.94.3-33.3-26.4-41.043.2-4.1-17.7-4.5-26.7-22.8-85.6%
2021————-18.74.8-8.117.1-18.729.6-2.3-29.5-33.5%

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 75.2%. The dominant macroeconomic risk driver is BTC-USD.CC, accounting for 28.3% of variance. Idiosyncratic stock-specific factors contribute 13.2%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2021-04-0110000
2021-05-018125.404536763557
2021-06-018516.326545795422
2021-07-017828.8558398369205
2021-08-019167.230848206647
2021-09-017452.664548815963
2021-10-019658.73836608066
2021-11-019438.930758185594
2021-12-016654.527463861382
2022-01-014859.909383764963
2022-02-015197.302344267296
2022-03-015419.825463310841
2022-04-013614.4197361862316
2022-05-012659.675775408629
2022-06-011568.523877898715
2022-07-012245.467328309018
2022-08-012153.58633465513
2022-09-011773.1171836057524
2022-10-011694.144167602836
2022-11-011241.8813656417162
2022-12-01958.3522427146183
2023-01-011600.8124214175712
2023-02-011514.6972391063366
2023-03-011665.4267072381392
2023-04-011923.8466517375552
2023-05-012092.5431319887216
2023-06-012444.294822673402
2023-07-013022.177914338643
2023-08-012315.103449815122
2023-09-011966.9228422846006
2023-10-012017.17839792282
2023-11-012462.261834792766
2023-12-013689.7844702521334
2024-01-012767.3290529933865
2024-02-013553.4137323026794
2024-03-014181.515180823283
2024-04-013194.482676526824
2024-05-013639.5289146139144
2024-06-014303.564387373245
2024-07-014411.254863740858
2024-08-013836.942855229777
2024-09-014221.02028821617
2024-10-014752.2189073973495
2024-11-016747.859210046648
2024-12-015345.465096382046
2025-01-015646.775237514229
2025-02-014408.055768415257
2025-03-013359.0500918809935
2025-04-013857.513782149048
2025-05-014765.164083831177
2025-06-016156.39856263903
2025-07-016509.786999769368
2025-08-016669.741766049415
2025-09-018090.735271141928
2025-10-018990.945816252894
2025-11-017220.283752315624
2025-12-016148.958806067866
2026-01-016706.940548905241
2026-02-015925.766108932916
2026-03-015550.058402089083
2026-04-016896.654341469946
Annual Return Matrix
YearAnnual Return
2022-0.8559849293703987
20232.8501339129759735
20240.448720145980986
20250.1503131524008352
20260.12159709618874759
Total Factor Risk
0.7518274873634823
VTI.US Exposure
0.19643701317861806
VEA.US Exposure
0.008450727169353625
VWO.US Exposure
-0.012939875326372086
QQQ.US Exposure
0.11636313097249242
VTV.US Exposure
-0.07921417314848023
IJR.US Exposure
0.2146841213414189
QUAL.US Exposure
-0.09364769125025459
SHV.US Exposure
0.15800378256289394
TLT.US Exposure
0.07252789943149537
LQD.US Exposure
-0.03506763839258571
HYG.US Exposure
0.05580777666350471
GLD.US Exposure
0.005311321254352207
USO.US Exposure
0.004102165993395379
VNQ.US Exposure
0.021969769718869582
BTC-USD.CC Exposure
0.28286776622446436
CPER.US Exposure
-0.008507592113080819
VIX.INDX Exposure
-0.04042008639360233
UUP.US Exposure
0.0050760516631048885
TIP.US Exposure
-0.004005272414208001
Idiosyncratic Exposure
0.13220080286462063
Value Score
43.2
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
75.2%

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 →16.9x
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$7.9B
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
$0
Avg Yield on Cost
0.00%

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 →
+14.9%
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 →
-0.7%
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 →
30.0% 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 →
4.54
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is VanEck Digital Transformation ETF a high-risk investment?

VanEck Digital Transformation ETF (DAPP.US) has an annualized volatility of 75.2% and experienced a maximum drawdown of 90.4% over the last 10 years. Its primary macro risk driver is BTC-USD.CC.

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

Over the past 10 years, DAPP.US has generated a Compound Annual Growth Rate (CAGR) of -7.2%. It has had a positive return in 80% 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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