TCW TRANSFORM 500 ETF
Symbol: VOTE
Exchange: NASDAQ
Sector: Technology
Category: Large Blend
Inception date: 22/06/2021
Latest date: 15/10/2026
Current price: $91.02
Expense ratio: 0.05%
Period performance
Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.
Performance metrics
Period total return
2.22%
Ann. -39.03% (Sharpe / Sortino numerator)
Volatility
18.24%
Sharpe ratio
-2.339
VaR 95%
-1.65%
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
2.58%
Ann. -15.61% (Sharpe / Sortino numerator)
Volatility
14.80%
Sharpe ratio
-1.300
VaR 95%
-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
11.14%
Ann. -3.95% (Sharpe / Sortino numerator)
Volatility
13.86%
Sharpe ratio
-0.547
VaR 95%
-1.60%
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
17.44%
Ann. 17.43% (Sharpe / Sortino numerator)
Volatility
18.42%
Sharpe ratio
0.749
VaR 95%
-1.60%
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
37.05%
Ann. 13.94% (Sharpe / Sortino numerator)
Volatility
16.48%
Sharpe ratio
0.625
VaR 95%
-1.60%
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
85.36%
Ann. 18.91% (Sharpe / Sortino numerator)
Volatility
15.00%
Sharpe ratio
1.019
VaR 95%
-1.45%
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: 15/10/2025 - 15/10/2026.
Average daily return
0.067%
Best day
2.858%
Worst day
-2.754%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 15/10/2026 | $90.45 | $91.07 | $90.22 | $91.02 | 32,800 |
| 14/10/2026 | $91.36 | $91.52 | $90.49 | $90.66 | 17,000 |
| 13/10/2026 | $91.60 | $91.84 | $91.58 | $91.77 | 9,600 |
| 12/10/2026 | $92.00 | $92.00 | $91.71 | $91.81 | 22,200 |
| 09/10/2026 | $91.56 | $91.92 | $91.52 | $91.89 | 10,300 |
| 08/10/2026 | $91.40 | $91.67 | $90.96 | $91.32 | 27,100 |
| 07/10/2026 | $91.46 | $91.73 | $91.34 | $91.72 | 12,000 |
| 06/10/2026 | $91.87 | $92.19 | $91.87 | $91.96 | 16,600 |
| 05/10/2026 | $90.86 | $91.64 | $90.85 | $91.38 | 33,100 |
| 02/10/2026 | $91.01 | $91.10 | $90.69 | $90.78 | 16,200 |