DoubleLine Opportunistic Bond ETF

10-Year Study

DBND.US · · US · ETF

Executive Summary: DoubleLine Opportunistic Bond ETF has compounded at 5.1% annually over the last 10 years, with a maximum drawdown of 34.2% and an annualized volatility of 41.6%.

1Y CAGR
+4.7%
3Y CAGR
+4.5%
5Y CAGR
+0.2%
10Y CAGR
+5.1%

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 →
34.2%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.16
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.26
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
29.6%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · +78.1%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · -21.2%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
57%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20260.40.9-2.50.8————————-0.5%
20250.82.0-0.00.3-0.61.6-0.31.40.80.50.70.17.4%
20240.1-0.90.9-2.41.61.02.41.71.4-2.51.0-1.33.1%
20233.2-2.12.10.6-0.80.1-0.2-0.6-2.6-1.74.53.86.3%
2022-14.0-1.4-0.615.2-0.2-2.02.2-2.2-3.9-1.42.8-0.4-7.7%
2021-6.23.32.81.4-16.50.0-3.3-9.412.3-1.3-14.312.3-21.2%
202022.1-16.4-15.417.512.5-11.4-2.111.93.5-3.246.59.578.1%
2019——————————-10.82.2-8.8%

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 41.6%. The dominant macroeconomic risk driver is SHV.US, accounting for 67.9% of variance. Idiosyncratic stock-specific factors contribute 11.8%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2019-10-0110000
2019-11-018924.766775972344
2019-12-019120.764500699974
2020-01-0111134.517156093214
2020-02-019313.873364217496
2020-03-017878.423312013656
2020-04-019253.686555401791
2020-05-0110407.012017501918
2020-06-019222.088739066323
2020-07-019032.500693085616
2020-08-0110106.831040363124
2020-09-0110461.931949611097
2020-10-0110122.630522514808
2020-11-0114824.70702424336
2020-12-0116239.843784528723
2021-01-0115225.700246066917
2021-02-0115726.752645635512
2021-03-0116170.629356179425
2021-04-0116400.84283802919
2021-05-0113692.446773033547
2021-06-0113692.446773033547
2021-07-0113241.047428867605
2021-08-0111992.175450821343
2021-09-0113466.747100950575
2021-10-0113289.948565298424
2021-11-0111393.319630423215
2021-12-0112798.675704235256
2022-01-0111001.35402813325
2022-02-0110851.640647017666
2022-03-0110786.940028435165
2022-04-0112430.274020166353
2022-05-0112411.375434290605
2022-06-0112166.83736291111
2022-07-0112437.195476776897
2022-08-0112168.642960287772
2022-09-0111691.935159558929
2022-10-0111529.79251513452
2022-11-0111856.51536044183
2022-12-0111810.261974309626
2023-01-0112190.64115499346
2023-02-0111938.910787396919
2023-03-0112193.108804741565
2023-04-0112270.448559041997
2023-05-0112168.913799894272
2023-06-0112183.478952066027
2023-07-0112159.705253273287
2023-08-0112091.393485856175
2023-09-0111776.557489945237
2023-10-0111570.930042032845
2023-11-0112096.750091406942
2023-12-0112558.441340619867
2024-01-0112565.24242407197
2024-02-0112450.88792354993
2024-03-0112562.082628662807
2024-04-0112265.332699808117
2024-05-0112465.693822038573
2024-06-0112591.212933006318
2024-07-0112899.308032044377
2024-08-0113118.688113309025
2024-09-0113308.727237202884
2024-10-0112976.106107131809
2024-11-0113106.560517595764
2024-12-0112942.702555663527
2025-01-0113040.71639992676
2025-02-0113303.430818231336
2025-03-0113299.57887716112
2025-04-0113342.732654463385
2025-05-0113267.379057277285
2025-06-0113480.710387330108
2025-07-0113436.232505284957
2025-08-0113619.289985989051
2025-09-0113730.996277025319
2025-10-0113797.020954431986
2025-11-0113894.553306061442
2025-12-0113902.64840096682
2026-01-0113955.131098048512
2026-02-0114077.339947159038
2026-03-0113727.535548720045
2026-04-0113838.3992276472
Annual Return Matrix
YearAnnual Return
20200.7805353688588708
2021-0.21189662449658397
2022-0.07722781268678836
20230.06334993820947621
20240.030597842886822324
20250.07416888715280212
2026-0.004621362165438292
Total Factor Risk
0.4164742400316864
VTI.US Exposure
0.0019693577691374145
VEA.US Exposure
0.03710495763774468
VWO.US Exposure
-0.0020800348059459967
QQQ.US Exposure
0.02397653551649278
VTV.US Exposure
-0.0012484091586457088
IJR.US Exposure
-0.0020874526488279593
QUAL.US Exposure
-0.004522938001829576
SHV.US Exposure
0.6789538208819064
TLT.US Exposure
0.014864592534633
LQD.US Exposure
0.09043333831314102
HYG.US Exposure
0.0003403309398276707
GLD.US Exposure
0.0006705989267366454
USO.US Exposure
-0.0002463591140118585
VNQ.US Exposure
0.016764780957008764
BTC-USD.CC Exposure
0.005050848405788571
CPER.US Exposure
0.0004685283061271754
VIX.INDX Exposure
0.0033016830853401357
UUP.US Exposure
-0.0009471567818703616
TIP.US Exposure
0.018955162659509518
Idiosyncratic Exposure
0.1182778145777377
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
56.2
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
41.6%

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 →4.68%
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
$108
Avg Yield on Cost
1.08%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$108.221.08%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 →
-1.4%
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 →
+0.2%
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 →
34.4% 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 →
0.96
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is DoubleLine Opportunistic Bond ETF a high-risk investment?

DoubleLine Opportunistic Bond ETF (DBND.US) has an annualized volatility of 41.6% and experienced a maximum drawdown of 34.2% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, DBND.US has generated a Compound Annual Growth Rate (CAGR) of 5.1%. It has had a positive return in 57% 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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