Doubleline ETF Trust - DoubleLine Commercial Real Estate ETF

10-Year Study

DCRE.US · · US · ETF

Executive Summary: Doubleline ETF Trust - DoubleLine Commercial Real Estate ETF has compounded at 6.0% annually over the last 10 years, with a maximum drawdown of 0.8% and an annualized volatility of 7.8%.

1Y CAGR
+4.2%
3Y CAGR
+6.0%
5Y CAGR
+6.0%
10Y CAGR
+6.0%

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 →
0.8%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
1.04
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.11
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
1.4%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · +6.9%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · 0.4%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
100%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20260.50.4-0.80.3————————0.4%
20250.50.70.40.70.10.70.20.90.30.50.60.25.9%
20240.9-0.00.70.11.00.70.90.90.8-0.61.00.46.9%
2023————0.40.40.50.80.20.31.20.94.8%

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 7.8%. The dominant macroeconomic risk driver is SHV.US, accounting for 93.5% of variance. Idiosyncratic stock-specific factors contribute 0.4%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2023-04-0110000
2023-05-0110040.265347724295
2023-06-0110084.658122891859
2023-07-0110133.728649161789
2023-08-0110212.883535462626
2023-09-0110228.498969289645
2023-10-0110262.068712494869
2023-11-0110384.057123595816
2023-12-0110476.924241069279
2024-01-0110573.276741717054
2024-02-0110568.507270004839
2024-03-0110643.282497185322
2024-04-0110649.794660484697
2024-05-0110751.008353454541
2024-06-0110825.600139415326
2024-07-0110921.677478233554
2024-08-0111020.781597176838
2024-09-0111108.672871565923
2024-10-0111040.6620393619
2024-11-0111146.46176282426
2024-12-0111196.449495192694
2025-01-0111255.196545801833
2025-02-0111330.567956946346
2025-03-0111378.606626355459
2025-04-0111453.725805822884
2025-05-0111465.672415255889
2025-06-0111550.468119062523
2025-07-0111576.104029515693
2025-08-0111676.629817911658
2025-09-0111708.0441267854
2025-10-0111762.663749951274
2025-11-0111832.004530998125
2025-12-0111852.756318976764
2026-01-0111914.415498948652
2026-02-0111966.329364123942
2026-03-0111872.7743420766
2026-04-0111903.04214332721
Annual Return Matrix
YearAnnual Return
20240.06867714584619145
20250.05861740581832331
20260.004242542662413085
Total Factor Risk
0.07763775770684214
VTI.US Exposure
0.023901386284325015
VEA.US Exposure
0.0037468757940543455
VWO.US Exposure
-0.0011813133674610616
QQQ.US Exposure
-0.003778461148946935
VTV.US Exposure
-0.0003468370859882899
IJR.US Exposure
0.0005115280306491686
QUAL.US Exposure
-0.0001411907199381678
SHV.US Exposure
0.9346315060527345
TLT.US Exposure
-0.003789379289207513
LQD.US Exposure
0.018970280503939594
HYG.US Exposure
0.0006407086076844718
GLD.US Exposure
-0.0009232592335517695
USO.US Exposure
0.0011795054714914671
VNQ.US Exposure
-0.000037239303275352016
BTC-USD.CC Exposure
-0.00030729378120062376
CPER.US Exposure
0.0003025919851942121
VIX.INDX Exposure
-0.000012347504901607755
UUP.US Exposure
-0.0006070978965796156
TIP.US Exposure
0.023376203612420512
Idiosyncratic Exposure
0.003863832988557512
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
57.7
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
7.8%

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 →4.81%
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
$86
Avg Yield on Cost
0.86%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$86.220.86%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 →
-0.2%
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 →
+1.0%
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 →
0.8% 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 Doubleline ETF Trust - DoubleLine Commercial Real Estate ETF a high-risk investment?

Doubleline ETF Trust - DoubleLine Commercial Real Estate ETF (DCRE.US) has an annualized volatility of 7.8% and experienced a maximum drawdown of 0.8% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, DCRE.US has generated a Compound Annual Growth Rate (CAGR) of 6.0%. It has had a positive return in 100% 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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