Summary
DIVP
Prices · period metrics · 12M
NAV as of 16/07/2026
02/04/2025 → 02/04/2026
Return 13.94% Volatility 13.90% Sharpe 0.13
Official loaded data — not a live quote.

CULLEN ENHANCED EQUITY INCOME ETF

Symbol: DIVP

Exchange: NYSE

Sector: Healthcare

Category: Derivative Income

Inception date: 06/03/2024

Latest date: 16/07/2026

Current price: $27.34

Expense ratio: 0.55%

Assets under management
$54.4M
0.46% daily change

Period performance

Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.

Adjusted return
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Performance metrics

Period total return

1.93%

Ann. -42.55% (Sharpe / Sortino numerator)

Volatility

11.23%

Sharpe ratio

-4.110

VaR 95%

-1.28%

CVaR 95%: -1.45%
Max drawdown: -5.25%
Sortino ratio: -5.940
Calmar ratio: -8.11

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

5.39%

Ann. 9.92% (Sharpe / Sortino numerator)

Volatility

11.05%

Sharpe ratio

0.569

VaR 95%

-1.16%

CVaR 95%: -1.33%
Max drawdown: -6.96%
Sortino ratio: 0.866
Calmar ratio: 1.43

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

8.37%

Ann. 11.36% (Sharpe / Sortino numerator)

Volatility

10.73%

Sharpe ratio

0.721

VaR 95%

-1.12%

CVaR 95%: -1.32%
Max drawdown: -6.96%
Sortino ratio: 1.141
Calmar ratio: 1.63

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

13.94%

Ann. 5.45% (Sharpe / Sortino numerator)

Volatility

13.90%

Sharpe ratio

0.131

VaR 95%

-1.14%

CVaR 95%: -2.00%
Max drawdown: -7.91%
Sortino ratio: 0.167
Calmar ratio: 0.69

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

20.35%

Ann. 6.76% (Sharpe / Sortino numerator)

Volatility

12.09%

Sharpe ratio

0.259

VaR 95%

-1.11%

CVaR 95%: -1.69%
Max drawdown: -12.26%
Sortino ratio: 0.347
Calmar ratio: 0.55

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Daily returns for period 12M

Daily simple returns from the same adjusted closes used by the performance chart: 16/07/2025 - 16/07/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.054%

Best day

1.851%

16/07/2026
Worst day

-1.969%

14/07/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
16/07/2026 $27.22 $27.34 $27.20 $27.34 9,500
15/07/2026 $26.91 $26.99 $26.85 $26.85 5,200
14/07/2026 $27.04 $27.04 $26.81 $26.83 5,300
13/07/2026 $27.40 $27.40 $27.34 $27.37 900
10/07/2026 $27.19 $27.27 $27.19 $27.25 2,800
09/07/2026 $27.07 $27.19 $27.07 $27.07 6,800
08/07/2026 $27.25 $27.28 $27.19 $27.19 1,800
07/07/2026 $27.56 $27.56 $27.45 $27.47 1,400
06/07/2026 $27.23 $27.25 $27.18 $27.25 600
02/07/2026 $27.07 $27.35 $27.07 $27.35 21,900