Roundhill Acquirers Deep Value ETF (DEEP) Performance
DEEP total return
Distributions reinvested · as of Oct 23, 2026- YTD
- +21.3% since Dec 31, 2025
- 1 year
- +22.2% total return
- 5 years
- +5.1% a year
- 10 years
- +8.3% a year
- Since first price
- +7.4% a year since 2014
DEEP trailing returns vs SPY, QQQ, AGG
| Period | DEEP total return | Price only | S&P 500 (SPY) | Nasdaq-100 (QQQ) | U.S. bonds (AGG) |
|---|---|---|---|---|---|
| 1 month | +3.3% | +3.1% | −1.0% | −5.0% | +0.9% |
| 3 months | +2.4% | +2.2% | +3.2% | +1.9% | −0.4% |
| 6 months | +8.0% | +7.1% | +7.8% | +8.4% | −1.5% |
| YTD | +21.3% | +19.6% | +12.3% | +15.1% | −1.0% |
| 1 year | +22.2% | +19.4% | +14.4% | +15.9% | −1.1% |
| 3 years | +46.9%+13.7%/yr | +38.1% | +87.4%+23.3%/yr | +101.4%+26.3%/yr | +16.6%+5.2%/yr |
| 5 years | +28.0%+5.1%/yr | +17.0% | +79.3%+12.4%/yr | +94.0%+14.2%/yr | −0.8%−0.2%/yr |
| 10 years | +122.5%+8.3%/yr | +74.5% | +315.9%+15.3%/yr | +538.9%+20.4%/yr | +14.0%+1.3%/yr |
| Since inceptionSep 23, 2014 | +138.2%+7.4%/yr | +74.3% | — | — | — |
Total return from adjusted closes (distributions reinvested, before tax). Periods of 3 years or more are also shown annualized. Price only excludes distributions.
Growth of $10,000: DEEP vs SPY
From Sep 23, 2014: DEEP grew to $23,819, SPY to $46,837.
Year-end values with distributions reinvested, no taxes or trading costs. Start: first common trading day of both funds.
DEEP returns by calendar year
6 of 11 full years positive. Best 2021 (+35.7%), worst 2022 (−17.7%). 2026 is year to date.
DEEP annual returns table
| Year | DEEP | Largest drop | SPY | QQQ | AGG |
|---|---|---|---|---|---|
| 2026YTD | +21.3% | −9.0% | +12.3% | +15.1% | −1.0% |
| 2025 | +5.7% | −23.2% | +17.7% | +20.8% | +7.2% |
| 2024 | −3.0% | −10.9% | +24.9% | +25.6% | +1.3% |
| 2023 | +22.4% | −15.7% | +26.2% | +54.9% | +5.7% |
| 2022 | −17.7% | −26.3% | −18.2% | −32.6% | −13.0% |
| 2021 | +35.7% | −11.5% | +28.7% | +27.4% | −1.8% |
| 2020 | −10.0% | −48.5% | +18.3% | +48.6% | +7.5% |
| 2019 | +12.5% | −17.0% | +31.2% | +39.0% | +8.5% |
| 2018 | −6.0% | −21.8% | −4.6% | −0.1% | +0.1% |
| 2017 | +27.2% | −6.6% | +21.7% | +32.7% | +3.6% |
| 2016 | +25.0% | −14.0% | +12.0% | +7.1% | +2.4% |
| 2015 | −10.3% | −20.4% | +1.2% | +9.4% | +0.5% |
Largest drop = deepest fall from a high within that calendar year.
Calendar-year return vs largest drop within the year
Most years include a sizable fall at some point even when the year ends higher.
DEEP largest drawdowns
Now 2.7% below the high| Peak | Decline | Bottom | Recovered | Fall | Underwater |
|---|---|---|---|---|---|
| Jun 11, 2018 | −51.9% | Mar 23, 2020 | Mar 5, 2021 | 1.8 years | 2.7 years |
| Jul 31, 2024 | −28.4% | Apr 8, 2025 | Sep 18, 2025 | 8 months | 1.1 years |
| Nov 11, 2021 | −28.2% | Sep 26, 2022 | Jul 26, 2024 | 10 months | 2.7 years |
| Apr 15, 2015 | −28.0% | Jan 20, 2016 | Aug 23, 2016 | 9 months | 1.4 years |
| Sep 18, 2025 | −11.9% | Nov 20, 2025 | Jan 8, 2026 | 2 months | 4 months |
| Jun 1, 2021 | −11.5% | Jul 19, 2021 | Oct 25, 2021 | 48 days | 5 months |
Declines from a closing high (distributions reinvested) of 10% or more. Underwater = time from the peak until the old high was regained.
DEEP risk statistics
| Statistic | 3 years | 5 years | 10 years | Since 2014 |
|---|---|---|---|---|
| Annualized return | +9.6% | +5.3% | +7.6% | +7.2% |
| Volatility (annualized) | 18.6% | 20.8% | 22.5% | 21.6% |
| Sharpe ratio | 0.35 | 0.18 | 0.34 | 0.34 |
| Sortino ratio | 0.60 | 0.29 | 0.50 | 0.51 |
| Best month | +11.8% | +13.2% | +17.1% | +17.1% |
| Worst month | −6.6% | −11.3% | −29.0% | −29.0% |
| Best 12 months | +40.1% | +40.1% | +85.2% | +85.2% |
| Worst 12 months | −12.1% | −18.6% | −38.3% | −38.3% |
| Positive months | 53% | 48% | 55% | 54% |
| Beta vs S&P 500 | 0.92 | 0.99 | 1.15 | — |
| Correlation with S&P 500 | 0.62 | 0.74 | 0.78 | — |
From monthly total returns. Sharpe and Sortino use 1–3 month T-bills (BIL) as the risk-free rate, so they need history from 2007 on.
DEEP rolling returns
| Holding period | Periods | Worst | Median | Best | Positive |
|---|---|---|---|---|---|
| 1-year | 134 | −38.3% | +6.2% | +85.2% | 59% |
| 3-year (a year) | 110 | −7.9% | +6.7% | +21.8% | 85% |
| 5-year (a year) | 86 | −2.4% | +5.8% | +13.2% | 97% |
| 10-year (a year) | 26 | +4.0% | +7.2% | +9.3% | 100% |
Every holding period starting at a month-end since 2014. Returns for 3 years and longer are annualized.
DEEP performance overview
Roundhill Acquirers Deep Value ETF (DEEP) returned +22.2% over the past year and +8.3% a year over ten years, with distributions reinvested. Since its first recorded price in 2014 it has returned +7.4% a year, turning $10,000 into about $23,819. Over the same year S&P 500 (SPY) returned +14.4%.
The deepest decline was −51.9%, from Jun 11, 2018 to Mar 23, 2020, and it took 11 months to get back to the old high. DEEP finished 6 of its 11 full calendar years with a gain; the best year was 2021 (+35.7%) and the worst 2022 (−17.7%). Volatility has been 21.6% a year.
Related: DEEP chart, DEEP holdings, DEEP dividends. See the DEEP overview for the latest quote and fund facts.
DEEP performance FAQ
What is the DEEP return over the past year?
DEEP returned +22.2% over the 12 months to October 23, 2026, including reinvested distributions. On price alone it rose 19.4%.
What is the average annual return of DEEP?
DEEP has returned +5.1% a year over 5 years, +8.3% a year over 10 years, +7.4% a year since September 23, 2014 (total return, distributions reinvested).
How much would $10,000 invested in DEEP be worth?
$10,000 invested in DEEP at its first recorded close on September 23, 2014 would be worth about $23,819 on October 23, 2026 with distributions reinvested.
What was the worst year for DEEP?
The worst calendar year was 2022, with a total return of −17.7%. The best was 2021 at +35.7%.
What is the biggest drawdown of DEEP?
The largest peak-to-trough decline was −51.9% between June 11, 2018 and March 23, 2020. It recovered to the old high on March 5, 2021, 11 months after the bottom.
How volatile is DEEP?
Over the past 3 years DEEP had an annualized volatility of 18.6% and a Sharpe ratio of 0.35 (excess return over 1–3 month T-bills per unit of risk).