Summary
QDVO
Prices · period metrics · 12M
NAV as of 20/07/2026
02/04/2025 → 02/04/2026
Return 16.45% Volatility 18.49% Sharpe 0.87
Official loaded data — not a live quote.

CWP Growth & Income ETF

Symbol: QDVO

Exchange: NYSE

Sector: Technology

Category: Derivative Income

Inception date: 21/08/2024

Latest date: 20/07/2026

Current price: $29.48

Expense ratio: 0.56%

Assets under management
$738.3M
-0.61% 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

0.24%

Ann. -32.90% (Sharpe / Sortino numerator)

Volatility

18.50%

Sharpe ratio

-1.975

VaR 95%

-1.72%

CVaR 95%: -1.85%
Max drawdown: -6.90%
Sortino ratio: -3.894
Calmar ratio: -4.77

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

4.53%

Ann. -21.11% (Sharpe / Sortino numerator)

Volatility

14.38%

Sharpe ratio

-1.720

VaR 95%

-1.58%

CVaR 95%: -1.76%
Max drawdown: -10.47%
Sortino ratio: -2.961
Calmar ratio: -2.02

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

8.75%

Ann. -6.12% (Sharpe / Sortino numerator)

Volatility

14.04%

Sharpe ratio

-0.694

VaR 95%

-1.58%

CVaR 95%: -1.87%
Max drawdown: -11.04%
Sortino ratio: -1.032
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.

Period total return

16.45%

Ann. 19.64% (Sharpe / Sortino numerator)

Volatility

18.49%

Sharpe ratio

0.866

VaR 95%

-1.56%

CVaR 95%: -2.50%
Max drawdown: -11.04%
Sortino ratio: 1.182
Calmar ratio: 1.78

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

43.98%

Ann. 22.67% (Sharpe / Sortino numerator)

Volatility

17.89%

Sharpe ratio

1.066

VaR 95%

-1.77%

CVaR 95%: -2.57%
Max drawdown: -17.75%
Sortino ratio: 1.419
Calmar ratio: 1.28

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: 21/07/2025 - 20/07/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.064%

Best day

3.015%

31/03/2026
Worst day

-2.557%

05/06/2026
Days with data

250

Recent price history (last 90 days)

Date Open High Low Close Volume
20/07/2026 $29.66 $29.80 $29.41 $29.48 206,500
17/07/2026 $29.37 $29.61 $29.15 $29.48 275,400
16/07/2026 $29.88 $30.00 $29.60 $29.78 202,100
15/07/2026 $30.10 $30.10 $29.86 $30.05 273,100
14/07/2026 $29.91 $29.99 $29.77 $29.99 194,500
13/07/2026 $29.89 $29.96 $29.71 $29.76 205,400
10/07/2026 $29.98 $30.07 $29.77 $30.07 280,200
09/07/2026 $29.78 $29.94 $29.60 $29.94 364,700
08/07/2026 $29.41 $29.71 $29.36 $29.65 262,600
07/07/2026 $29.75 $29.75 $29.46 $29.60 247,800