Draco Evolution AI ETF (DRAI) Performance
DRAI total return
Distributions reinvested · as of Oct 23, 2026- YTD
- +7.4% since Dec 31, 2025
- 1 year
- +9.3% total return
- Since first price
- +32.5% since 2024
DRAI trailing returns vs AGG, TLT, SPY
| Period | DRAI total return | Price only | U.S. bonds (AGG) | 20+ yr Treasuries (TLT) | S&P 500 (SPY) |
|---|---|---|---|---|---|
| 1 month | −2.5% | −2.8% | +0.9% | +1.5% | −1.0% |
| 3 months | −2.5% | −2.8% | −0.4% | −1.0% | +3.2% |
| 6 months | −0.0% | −0.8% | −1.5% | −3.8% | +7.8% |
| YTD | +7.4% | +6.5% | −1.0% | −3.4% | +12.3% |
| 1 year | +9.3% | +7.4% | −1.1% | −6.9% | +14.4% |
| Since inceptionJul 10, 2024 | +32.5% | +26.7% | — | — | — |
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: DRAI vs AGG
From Jul 10, 2024: DRAI grew to $13,251, AGG to $10,737.
Year-end values with distributions reinvested, no taxes or trading costs. Start: first common trading day of both funds.
DRAI returns by calendar year
1 of 1 full years positive. Best 2025 (+33.7%), worst 2025 (+33.7%). 2026 is year to date.
DRAI annual returns table
| Year | DRAI | Largest drop | AGG | TLT | SPY |
|---|---|---|---|---|---|
| 2026YTD | +7.4% | −9.8% | −1.0% | −3.4% | +12.3% |
| 2025 | +33.7% | −10.4% | +7.2% | +4.3% | +17.7% |
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.
DRAI largest drawdowns
Now 9.8% below the high| Peak | Decline | Bottom | Recovered | Fall | Underwater |
|---|---|---|---|---|---|
| Jul 16, 2024 | −13.7% | Apr 8, 2025 | May 14, 2025 | 9 months | 10 months |
| Jun 2, 2026 | −9.8% | Oct 23, 2026 | not yet | 5 months | 5 months so far |
| Jan 12, 2026 | −7.2% | Mar 27, 2026 | Apr 14, 2026 | 2 months | 3 months |
| Jul 28, 2025 | −5.2% | Sep 2, 2025 | Sep 18, 2025 | 36 days | 52 days |
Declines from a closing high (distributions reinvested) of 5% or more. Underwater = time from the peak until the old high was regained.
DRAI risk statistics
| Statistic | Since 2024 |
|---|---|
| Annualized return | +18.1% |
| Volatility (annualized) | 16.4% |
| Sharpe ratio | 0.85 |
| Sortino ratio | 2.22 |
| Best month | +14.0% |
| Worst month | −4.6% |
| Best 12 months | +49.1% |
| Worst 12 months | +13.5% |
| Positive months | 54% |
| Beta vs S&P 500 | — |
| Correlation with S&P 500 | — |
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.
DRAI rolling returns
| Holding period | Periods | Worst | Median | Best | Positive |
|---|---|---|---|---|---|
| 1-year | 16 | +6.9% | +28.6% | +49.1% | 100% |
Every holding period starting at a month-end since 2024. Returns for 3 years and longer are annualized.
DRAI performance overview
Draco Evolution AI ETF (DRAI) returned +9.3% over the past year, with distributions reinvested. Since its first recorded price on Jul 10, 2024 it has returned +32.5%. Over the same year U.S. bonds (AGG) returned −1.1%.
The deepest decline was −13.7%, from Jul 16, 2024 to Apr 8, 2025, and it took 36 days to get back to the old high. Volatility has been 16.4% a year.
Related: DRAI chart, DRAI dividends, DRAI bond profile. See the DRAI overview for the latest quote and fund facts.
DRAI performance FAQ
What is the DRAI return over the past year?
DRAI returned +9.3% over the 12 months to October 23, 2026, including reinvested distributions. On price alone it rose 7.4%.
How much would $10,000 invested in DRAI be worth?
$10,000 invested in DRAI at its first recorded close on July 10, 2024 would be worth about $13,251 on October 23, 2026 with distributions reinvested.
What is the biggest drawdown of DRAI?
The largest peak-to-trough decline was −13.7% between July 16, 2024 and April 8, 2025. It recovered to the old high on May 14, 2025, 36 days after the bottom.
How volatile is DRAI?
Over the past history DRAI had an annualized volatility of 16.4% and a Sharpe ratio of 0.85 (excess return over 1–3 month T-bills per unit of risk).