TCW ETF Trust

10-Year Study

FLXR.US · · US · ETF

Executive Summary: TCW ETF Trust has compounded at 7.1% annually over the last 10 years, with a maximum drawdown of 1.8% and an annualized volatility of 6.4%.

1Y CAGR
+4.9%
3Y CAGR
+7.1%
5Y CAGR
+7.1%
10Y CAGR
+7.1%

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 →
1.8%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.81
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.01
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
3.3%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +8.4%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · -0.2%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
50%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20260.40.2-1.40.6————————-0.2%
20250.91.20.30.60.41.00.51.10.60.60.50.48.4%
2024——————2.71.91.3-1.81.1-0.34.8%

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 6.4%. The dominant macroeconomic risk driver is SHV.US, accounting for 47.4% of variance. Idiosyncratic stock-specific factors contribute 0.7%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2024-06-0110000
2024-07-0110265.194325913966
2024-08-0110459.087763810405
2024-09-0110595.173567062624
2024-10-0110405.806712028603
2024-11-0110518.19282666359
2024-12-0110482.181985930112
2025-01-0110574.328220505133
2025-02-0110702.427632337678
2025-03-0110732.585630261792
2025-04-0110801.406988813287
2025-05-0110848.431553454044
2025-06-0110959.549071618037
2025-07-0111009.773959174261
2025-08-0111133.087302502596
2025-09-0111197.958712951217
2025-10-0111260.119940029987
2025-11-0111314.092953523239
2025-12-0111359.93541690693
2026-01-0111402.952369968862
2026-02-0111426.017760350594
2026-03-0111264.56002767847
2026-04-0111336.639372621383
Annual Return Matrix
YearAnnual Return
20250.08373766379509506
2026-0.002050719782339394
Total Factor Risk
0.06376708847364511
VTI.US Exposure
0.2668707464056192
VEA.US Exposure
0.0074490753543509
VWO.US Exposure
0.00829644285241367
QQQ.US Exposure
-0.10645873347831766
VTV.US Exposure
-0.033621692037067295
IJR.US Exposure
-0.013513579524636065
QUAL.US Exposure
-0.008260191493164976
SHV.US Exposure
0.4739640830702827
TLT.US Exposure
0.13033925274459737
LQD.US Exposure
0.05533678915593829
HYG.US Exposure
0.2134995022284303
GLD.US Exposure
-0.0122900672381805
USO.US Exposure
0.004560499886879833
VNQ.US Exposure
-0.028056695430007945
BTC-USD.CC Exposure
-0.005298420468699386
CPER.US Exposure
0.004362092051959588
VIX.INDX Exposure
-0.0043418020939697145
UUP.US Exposure
0.021384613660644737
TIP.US Exposure
0.018769750605133043
Idiosyncratic Exposure
0.007008333747793631
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
66.7
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
6.4%

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 →5.56%
Market Cap$10.1M
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
$115
Avg Yield on Cost
1.15%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$115.331.15%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 →
+0.8%
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 →
1.1% 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 →
0.72
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is TCW ETF Trust a high-risk investment?

TCW ETF Trust (FLXR.US) has an annualized volatility of 6.4% and experienced a maximum drawdown of 1.8% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, FLXR.US has generated a Compound Annual Growth Rate (CAGR) of 7.1%. It has had a positive return in 50% 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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