First Trust TCW Securitized Plus ETF

10-Year Study

DEED.US · · US · ETF

Executive Summary: First Trust TCW Securitized Plus ETF has compounded at 1.1% annually over the last 10 years, with a maximum drawdown of 19.2% and an annualized volatility of 12.2%.

1Y CAGR
+6.5%
3Y CAGR
+5.0%
5Y CAGR
+0.2%
10Y CAGR
+1.1%

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 →
19.2%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
-0.43
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
-0.62
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
7.2%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +8.9%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -16.0%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
83%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20260.32.2-2.90.7————————0.2%
20251.02.8-0.40.6-0.91.4-0.41.71.00.81.3-0.08.9%
2024-0.6-1.51.2-2.82.71.32.62.12.1-3.51.5-1.83.2%
20234.2-2.42.50.5-0.80.0-1.1-0.2-3.7-2.14.95.06.4%
2022-1.5-1.1-3.2-3.20.3-2.73.2-2.9-5.3-3.94.3-0.9-16.0%
20210.4-0.1-0.10.80.20.20.7-0.1-0.2-0.50.4-0.11.6%
2020————1.90.60.80.40.3-0.10.40.44.7%

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 12.2%. The dominant macroeconomic risk driver is SHV.US, accounting for 73.2% of variance. Idiosyncratic stock-specific factors contribute 2.5%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2020-04-0110000
2020-05-0110187.900962071328
2020-06-0110247.900905037162
2020-07-0110325.596648672388
2020-08-0110363.666004119767
2020-09-0110397.354185024538
2020-10-0110382.882715890955
2020-11-0110426.279062472375
2020-12-0110471.784722638096
2021-01-0110515.666810202652
2021-02-0110508.353128941892
2021-03-0110493.242877145554
2021-04-0110576.403444483418
2021-05-0110601.326424594652
2021-06-0110617.699983174922
2021-07-0110688.550676282626
2021-08-0110682.417602264635
2021-09-0110665.977503823664
2021-10-0110608.39390837081
2021-11-0110648.805466914955
2021-12-0110641.747488833187
2022-01-0110481.520454828466
2022-02-0110364.650794058181
2022-03-0110031.668220847698
2022-04-019706.684689463224
2022-05-019739.20937337512
2022-06-019480.175399072814
2022-07-019784.167505544197
2022-08-019499.184886706382
2022-09-019000.208174707059
2022-10-018648.136266030166
2022-11-019018.689145732751
2022-12-018937.915458255267
2023-01-019315.23259008309
2023-02-019089.656758881409
2023-03-019320.329543412981
2023-04-019368.093756564871
2023-05-019290.820065760394
2023-06-019292.614740860512
2023-07-019185.815412722992
2023-08-019163.523608817863
2023-09-018823.063856403178
2023-10-018640.291216453217
2023-11-019060.818383252486
2023-12-019512.604075471412
2024-01-019459.27998167302
2024-02-019313.827648452805
2024-03-019429.75149263166
2024-04-019161.160493193447
2024-05-019408.118433347496
2024-06-019532.030863088534
2024-07-019782.224541611653
2024-08-019991.1273848599
2024-09-0110196.444680185665
2024-10-019842.698818727358
2024-11-019993.588409136493
2024-12-019815.796753044911
2025-01-019909.128413376033
2025-02-0110187.600582128724
2025-03-0110142.417165002695
2025-04-0110201.78212758353
2025-05-0110108.513204835357
2025-06-0110252.123334483524
2025-07-0110206.122427640279
2025-08-0110379.161236538748
2025-09-0110479.29612234209
2025-10-0110562.494712457497
2025-11-0110694.993635937608
2025-12-0110690.714172324931
2026-01-0110717.559203841061
2026-02-0110949.236131904816
2026-03-0110630.277956009546
2026-04-0110707.525639234183
Annual Return Matrix
YearAnnual Return
20210.016230544333828867
2022-0.1601082935265864
20230.06429783542932799
20240.03187273171131899
20250.08913361200236913
20260.0015725298271251908
Total Factor Risk
0.12215911135844676
VTI.US Exposure
-0.013306874617046644
VEA.US Exposure
0.012824521836308151
VWO.US Exposure
-0.004298270700897016
QQQ.US Exposure
0.022284081625330517
VTV.US Exposure
0.023033435792476825
IJR.US Exposure
0.0014015456763059365
QUAL.US Exposure
-0.025636176705191666
SHV.US Exposure
0.7316684682253562
TLT.US Exposure
0.0855802386806052
LQD.US Exposure
0.11737675589010493
HYG.US Exposure
-0.01636230707813213
GLD.US Exposure
-0.001059947458392212
USO.US Exposure
0.0020070884414238065
VNQ.US Exposure
0.007837871548626928
BTC-USD.CC Exposure
0.000025369392687774906
CPER.US Exposure
0.0013462677124814594
VIX.INDX Exposure
0.0002679411704119869
UUP.US Exposure
-0.0021706502852972083
TIP.US Exposure
0.03252469477564621
Idiosyncratic Exposure
0.02465594607719099
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
48.5
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
12.2%

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 →4.04%
Market Cap$2.1B
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
$77
Avg Yield on Cost
0.77%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$77.250.77%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 →
-0.5%
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 →
+1.3%
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 →
2.2% 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 →
1.20
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is First Trust TCW Securitized Plus ETF a high-risk investment?

First Trust TCW Securitized Plus ETF (DEED.US) has an annualized volatility of 12.2% and experienced a maximum drawdown of 19.2% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, DEED.US has generated a Compound Annual Growth Rate (CAGR) of 1.1%. It has had a positive return in 83% 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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