Summary
XMAG
Prices · period metrics · 12M
NAV as of 17/06/2026
02/04/2025 → 02/04/2026
Return 24.50% Volatility 16.32% Sharpe 0.62
Official loaded data — not a live quote.

DEFIANCE LARGE CAP EX-MAG 7 ETF

Symbol: XMAG

Exchange: NASDAQ

Sector: Technology

Category: Large Blend

Inception date: 21/10/2024

Latest date: 17/06/2026

Current price: $25.42

Expense ratio: 0.35%

Assets under management
$143.4M
-0.68% daily change

Period performance

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

Adjusted return
--
--

Performance metrics

Period total return

4.68%

Ann. -36.36% (Sharpe / Sortino numerator)

Volatility

15.60%

Sharpe ratio

-2.563

VaR 95%

-1.34%

CVaR 95%: -1.35%
Max drawdown: -6.66%
Sortino ratio: -5.910
Calmar ratio: -5.46

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

12.24%

Ann. -3.43% (Sharpe / Sortino numerator)

Volatility

13.25%

Sharpe ratio

-0.533

VaR 95%

-1.32%

CVaR 95%: -1.39%
Max drawdown: -7.29%
Sortino ratio: -0.935
Calmar ratio: -0.47

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

14.46%

Ann. 2.25% (Sharpe / Sortino numerator)

Volatility

12.35%

Sharpe ratio

-0.112

VaR 95%

-1.29%

CVaR 95%: -1.49%
Max drawdown: -7.29%
Sortino ratio: -0.188
Calmar ratio: 0.31

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

24.50%

Ann. 13.75% (Sharpe / Sortino numerator)

Volatility

16.32%

Sharpe ratio

0.621

VaR 95%

-1.27%

CVaR 95%: -2.27%
Max drawdown: -7.57%
Sortino ratio: 0.772
Calmar ratio: 1.82

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

28.04%

Ann. 16.79% (Sharpe / Sortino numerator)

Volatility

15.21%

Sharpe ratio

0.866

VaR 95%

-1.25%

CVaR 95%: -2.05%
Max drawdown: -16.17%
Sortino ratio: 1.139
Calmar ratio: 1.04

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: 17/06/2025 - 17/06/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.09%

Best day

2.578%

06/02/2026
Worst day

-2.374%

05/06/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
17/06/2026 $25.59 $25.85 $25.36 $25.42 67,900
16/06/2026 $25.77 $25.91 $25.47 $25.53 35,000
15/06/2026 $25.78 $25.83 $25.66 $25.71 72,300
12/06/2026 $25.22 $25.49 $25.20 $25.41 44,400
11/06/2026 $24.70 $25.32 $24.70 $25.22 61,500
10/06/2026 $24.95 $25.09 $24.46 $24.70 94,700
09/06/2026 $25.02 $25.20 $24.50 $24.94 41,900
08/06/2026 $24.99 $25.11 $24.89 $24.93 27,300
05/06/2026 $25.16 $25.24 $24.80 $24.80 38,600
04/06/2026 $25.18 $25.47 $25.18 $25.40 23,200