Zacks Investment ResearchT3·28mo ago
DBEF Xtrackers MSCI EAFE Hedged Equity ETF
ETF 54.50 DelayedETF quote, holdings, sector allocation, technicals, and options analytics. Expected move IV rank history Fibonacci levels
Market data may be delayed, incomplete, or inaccurate. Not a recommendation to buy, sell, or hold any security. Verify quotes with your broker before trading. See Terms §17.
DBEF
$54.50
—
Key stats
$54.50
- 52-Week Range
- $46.79 – $56.84
- YTD
- +12.02%
- IV Rank (30D)
- 97.76
- Straddle Price
- $1.95
- P/C Vol Ratio
- 0.16
- Open
- $54.69
- Day Range
- $54.37 – $54.76
- Volume
- 1,039,577
- Prev Close
- $55.01
About
Xtrackers MSCI EAFE Hedged Equity ETF (DBEF) ETF
No description available.
- Exchange
- ARCX
- Inception
- 2011-06-09
- Has Options
- Yes
Fund profile
holdings as of May 29, 2026SEC filingthrough May 2026flows, SEC filings
Currency-hedged: returns exclude most of the move in the local currency against the dollar.
- Expense ratio
- 0.35% prospectus, filed Sep 25, 2025
- Assets
- $9.3B shares × price, Oct 21, 2026
- Trailing yield
- 2.27% paid semi-annual
- Average daily volume
- $29M 30 sessions
- Holdings
- 756 top 10 are 13.3%
- Listed
- Jun 9, 2011 NYSE Arca
- Last fee change
- -1 bp filed Sep 26, 2024
- Tracking difference
- -0.29 pts vs index, after fees, FY 2026
Cost70
Liquidity82
Scale100
Diversification100
Moves with. US large-cap stocks (66% of its variance, beta 0.86); Developed markets ex-US over US (27% of its variance, beta 0.72). These factors explain 91% of its daily moves over the last year.
Stated objective. The fund seeks investment results that correspond generally to the performance, before fees and expenses, of the MSCI EAFE US Dollar Hedged Index. (from the fund's prospectus)
All 756 holdingsFlow historySimilar fundsOverlap toolAll Developed ex-US ETFs
Fund flows
through May 2026SEC filings- May 2026
- −$10M latest reported month
- Latest 3 months
- −$135M −1.5% of assets
- Latest 12 months
- −$603M −6.8% of assets
View as a table
| Month | Net flow |
|---|---|
| May 2026 | −$10M |
| Apr 2026 | −$125M |
| Mar 2026 | $0 |
| Feb 2026 | −$122M |
| Jan 2026 | +$59M |
| Dec 2025 | −$235M |
| Nov 2025 | −$20M |
| Oct 2025 | +$41M |
| Sep 2025 | $0 |
| Aug 2025 | −$191M |
| Jul 2025 | −$338K |
| Jun 2025 | $0 |
Net creations and redemptions from the fund's SEC filings, which become public about 60 days after each quarter. Every month since 81 months ago
Similar funds
| Fund | Overlap | Fee | Assets | 1Y | |
|---|---|---|---|---|---|
| EFAiShares MSCI EAFE ETF | 91% | 0.32% | $77.3B | +9.2% | compare |
| BBINJPMorgan BetaBuilders International Equity ETF | 88% | 0.07% | $6.5B | +9.0% | compare |
| GSIDGoldman Sachs MarketBeta International Equity ETF | 87% | 0.20% | $975M | +10.3% | compare |
| EFAXState Street SPDR MSCI EAFE Fossil Fuel Reserves Free ETF | 86% | 0.20% | $490M | +6.3% | compare |
| IEFAiShares Core MSCI EAFE ETF | 83% | 0.07% | $191.0B | +9.2% | compare |
Ranked by how much of the two portfolios is the same securities.
Look-through: what the holdings say
weights as of May 29, 2026SEC filing- Insider buying
- 0% of weight had net insider buying, 90 days; 0% net selling
- Reporting earnings
- 0.1% of weight in 7 days; 0.3% in 14
Holdings reporting in the next 14 days · weighted implied move this week 0.01%
Each figure is the fund's holdings weighted by position size, using our data on those stocks, and covers only the share of the stock holdings stated. Positive fair value means the holdings trade below our estimate.
What changed in the portfolio
Feb 27, 2026 → May 29, 2026| Action | Holding | Weight before | Weight after | Shares vs flows |
|---|---|---|---|---|
| Exit | Roche Holding AG | 1.47% | — | — |
| New position | ROCHE HOLDING AG | — | 1.33% | — |
| Increase | KIOXIA HOLDINGS CORP | 0.11% | 0.58% | +67.0% |
| New position | SUNBSUNBELT RENTALS HOLDINGS INC | — | 0.14% | — |
| Exit | Ashtead Group PLC | 0.13% | — | — |
| Decrease | HERMES INTERNATIONAL SA | 0.34% | 0.22% | −17.7% |
| New position | FURUKAWA ELECTRIC CO LTD (THE) | — | 0.10% | — |
| Exit | Toyota Industries Corp. | 0.09% | — | — |
| New position | RESONAC HOLDINGS CORP | — | 0.09% | — |
| New position | MITSUI KINZOKU CO LTD | — | 0.08% | — |
13 new, 19 exited, 19 increased and 40 decreased between the fund's two latest holdings reports; turnover 9.9%. Full holdings and history
Under the hood
fiscal year to May 31, 2026SEC census- Authorized participants
- 5 active of 24 with agreements; top 3 did 94%
- Created · redeemed
- $288M · $891M over the fiscal year
- Redemptions in kind
- 97% creations 96% in kind
- Creation unit
- 200,000 shares
- Securities lending
- 1.27% of assets on loan on average; earned 1.4 bp
- Return vs index
- -0.29 pts after fees; +0.06 before; daily s.d. 0.20
From the fund's annual census filing with the SEC. In-kind redemptions are what let an ETF shed appreciated securities without realising gains.
ETF Profile
holdings as of 2026-05-29
Holdings
756
AUM
$8.8B
Provider
Nport
Inception
2011-06-09
Exchange
ARCX
Data As Of
2026-05-29
Expense Ratio
0.35%
Dividend Yield
2.27%
Distribution
Semi-Annual
Recent distributions
| Ex-Date | Pay Date | Amount | Type |
|---|---|---|---|
| 2025-12-19 | 2025-12-29 | $1.2506 | CD |
| 2025-06-20 | 2025-06-27 | $1.4190 | CD |
| 2024-12-20 | 2024-12-30 | $0.2971 | CD |
| 2024-06-21 | 2024-06-28 | $0.2360 | CD |
| 2023-12-15 | 2023-12-22 | $0.0342 | CD |
| 2023-06-23 | 2023-06-30 | $1.6133 | CD |
Asset Allocation
Top Holdings
top 50 of 756 holdings
| Symbol | Name | Weight % | Asset Class | Country |
|---|---|---|---|---|
| — | ASML HOLDING NV | 2.82% | Equity (common) | NL |
| — | HSBC HOLDINGS PLC | 1.45% | Equity (common) | GB |
| — | ROCHE HOLDING AG | 1.33% | Equity (preferred) | CH |
| — | ASTRAZENECA PLC | 1.26% | Equity (common) | GB |
| — | NOVARTIS AG | 1.24% | Equity (common) | CH |
| — | DWS GOVERNMENT AND AGENCY SECURITIES PORTFOLIO DWS GOVERNMENT CASH INSTITUTIONAL SHARES | 1.18% | Short-term investment | US |
| — | NESTLE' SA/AG | 1.18% | Equity (common) | CH |
| — | SHELL PLC | 1.06% | Equity (common) | GB |
| — | SIEMENS AG | 1.05% | Equity (common) | DE |
| — | BHP GROUP LTD | 1.03% | Equity (common) | AU |
| — | MITSUBISHI UFJ FINANCIAL GROUP INC | 0.90% | Equity (common) | JP |
| — | COMMONWEALTH BANK OF AUSTRALIA | 0.89% | Equity (common) | AU |
| — | SAP SE | 0.85% | Equity (common) | DE |
| — | TOYOTA MOTOR CORP | 0.81% | Equity (common) | JP |
| — | BANCO SANTANDER SA | 0.81% | Equity (common) | ES |
| — | SOFTBANK GROUP CORP | 0.79% | Equity (common) | JP |
| — | SCHNEIDER ELECTRIC SE | 0.78% | Equity (common) | FR |
| — | TOTALENERGIES SE | 0.78% | Equity (common) | FR |
| — | ALLIANZ SE | 0.76% | Equity (common) | DE |
| — | ABB LTD (CH) | 0.76% | Equity (common) | CH |
| — | ROLLS-ROYCE HOLDINGS PLC | 0.68% | Equity (common) | GB |
| — | UBS GROUP AG | 0.68% | Equity (common) | CH |
| — | SIEMENS ENERGY AG | 0.66% | Equity (common) | DE |
| — | TOKYO ELECTRON LTD | 0.66% | Equity (common) | JP |
| — | NOVO NORDISK A/S | 0.66% | Equity (common) | DK |
| — | HITACHI LTD | 0.65% | Equity (common) | JP |
| — | IBERDROLA SA | 0.62% | Equity (common) | ES |
| — | LVMH MOET HENNESSY LOUIS VUITTON SE | 0.62% | Equity (common) | FR |
| — | SUMITOMO MITSUI FINANCIAL GROUP INC | 0.60% | Equity (common) | JP |
| — | BANCO BILBAO VIZCAYA ARGENTARIA SA | 0.59% | Equity (common) | ES |
| — | KIOXIA HOLDINGS CORP | 0.58% | Equity (common) | JP |
| — | SONY GROUP CORP | 0.57% | Equity (common) | JP |
| — | AIRBUS SE | 0.56% | Equity (common) | NL |
| — | BRITISH AMERICAN TOBACCO PLC | 0.56% | Equity (common) | GB |
| — | UNILEVER PLC | 0.56% | Equity (common) | GB |
| — | INFINEON TECHNOLOGIES AG | 0.56% | Equity (common) | DE |
| — | SAFRAN SA | 0.55% | Equity (common) | FR |
| — | ADVANTEST CORP | 0.54% | Equity (common) | JP |
| — | L'AIR LIQUIDE SA | 0.54% | Equity (common) | FR |
| — | UNICREDIT SPA | 0.53% | Equity (common) | IT |
| — | COMPAGNIE FINANCIERE RICHEMONT SA | 0.52% | Equity (common) | CH |
| — | DEUTSCHE TELEKOM AG | 0.52% | Equity (common) | DE |
| — | RIO TINTO PLC | 0.51% | Equity (common) | GB |
| — | BP PLC | 0.50% | Equity (common) | GB |
| — | AIA GROUP LTD | 0.50% | Equity (common) | HK |
| — | BNP PARIBAS SA | 0.48% | Equity (common) | FR |
| — | L'OREAL SA | 0.48% | Equity (common) | FR |
| — | MIZUHO FINANCIAL GROUP INC | 0.48% | Equity (common) | JP |
| — | ZURICH INSURANCE GROUP AG | 0.48% | Equity (common) | CH |
| — | GSK PLC | 0.46% | Equity (common) | GB |
Geographic Breakdown
Non-Equity Breakdown
Xtrackers MSCI EAFE Hedged Equity ETF ·
NPORT-P period 2026-05-29
(filed 2026-07-29)
Net assets:
$8.81B
· 756 total positions
· equity 97.10%
· non-equity 2.39%
Non-equity holdings
— 79 positions,
2.39% of NAV
| Category | Weight | Value | Positions |
|---|---|---|---|
| Short-term investment | 1.56% | $137.5M | 2 |
| Derivative (FX) | 0.77% | $67.8M | 65 |
| Derivative (equity) | 0.06% | $5.6M | 12 |
Chart
Seasonality
| Month | '21 | '22 | '23 | '24 | '25 | '26 | Avg |
|---|---|---|---|---|---|---|---|
| Jan | -0.80% | -3.78% | 5.85% | 2.57% | 4.46% | 2.30% | 1.77% |
| Feb | 1.26% | -3.75% | 0.14% | 3.42% | 2.76% | 3.89% | 1.29% |
| Mar | 3.15% | 4.03% | 1.09% | 3.25% | -2.61% | -4.52% | 0.73% |
| Apr | 0.03% | -2.86% | 2.30% | -1.12% | -0.78% | 2.17% | -0.04% |
| May | 1.84% | 0.94% | -1.85% | 4.22% | 4.33% | 3.50% | 2.16% |
| Jun | -0.58% | -6.78% | -1.42% | -0.93% | -3.19% | 3.13% | -1.63% |
| Jul | -0.13% | 4.80% | 1.64% | 0.24% | 1.60% | 1.01% | 1.53% |
| Aug | 1.43% | -2.68% | -1.26% | 3.59% | 3.77% | 1.05% | 0.98% |
| Sep | -2.35% | -5.29% | -1.44% | 1.45% | 2.61% | -0.90% | -0.99% |
| Oct | 3.18% | 4.62% | -1.47% | -1.36% | 2.89% | -0.16%* | 1.28% |
| Nov | -3.64% | 7.15% | 4.50% | 0.29% | 0.73% | -- | 1.81% |
| Dec | 4.22% | -15.52% | 2.24% | -1.62% | -0.06% | -- | -2.15% |
| Total | 7.56% | -19.44% | 10.44% | 14.64% | 17.39% | 11.76% | 7.06% |
Technical Indicators
Quick-reference for reading the values below. Indicators combine to confirm a view — no single one is a trade signal on its own.
Trend Indicators
- SMA 20 / 50 / 200 — price above = uptrend, below = downtrend. SMA 50 crossing SMA 200 is the golden/death cross.
- EMA 12 / 26 — faster-reacting averages; 12 above 26 is short-term bullish.
- MACD — bullish when MACD > signal (green badge), bearish when below. Divergence from price often precedes reversals.
- ADX (14) — trend strength regardless of direction. <20 range, 20–25 weak trend, 25–50 trend, >50 strong trend.
- +DI / −DI — +DI > −DI favors bulls; the reverse favors bears. Read alongside ADX.
Momentum Oscillators
- RSI (14) — <30 oversold, >70 overbought. 40–60 is neutral; trending names can stay extreme.
- Stochastic %K / %D — <20 oversold, >80 overbought. %K crossing %D is an early momentum signal.
- Williams %R — inverted scale: <−80 oversold, >−20 overbought.
Oscillators work best in range-bound markets; in strong trends they give premature reversal signals.
Volume & Volatility
- Bollinger Bands — price at upper band = overbought, lower = oversold. Narrow bands (squeeze) often precede expansion.
- OBV — cumulative volume; rising OBV confirms uptrend, falling OBV confirms downtrend. Divergence from price is a warning.
- Vol SMA 20 / Vol ROC — today's volume vs. 20-day average. Positive ROC with price move = conviction.
- ATR / True Range — average daily $ move; sizing and stop-loss reference.
- HV 20 / 30 / 60 — realized (historical) volatility. Compare to IV on the options cards: IV > HV = rich premium.
Confluence matters: trend + momentum + volume agreeing carries far more weight than any single indicator. For how these feed the spread scanner score, see the algorithm docs →
Trend Indicators
SMA 20: $54.93
SMA 50: $55.29
SMA 200: $52.85
Current: $54.50
EMA 12: $54.84
EMA 26: $54.97
MACD: -0.1235 | Signal: -0.0079
BEARISH
ADX (14): 10.18
RANGE
+DI: 21.66
−DI: 30.74
Momentum Oscillators
RSI (14): 43.19
NEUTRAL
Stoch %K: 45.94
Stoch %D: 46.41
Williams %R: -78.99
Volume & Volatility
BB Upper: $55.44
BB Lower: $54.42
NEUTRAL
OBV: 26,986,312
Vol SMA 20: 606,836
Vol ROC: 35.72%
ATR: $0.48
True Range: $0.64
HV 20: 8.2%
HV 30: 9.8%
HV 60: 9.6%
Data Summary
Data Points: 500
Last Updated:
Date Range: 2024-10-24T00:00:00 – 2026-10-22T00:00:00
AI Analysis
LLM Stock Analysis Report
Executive Summary
Overall Assessment: NEUTRAL (Confidence Level: 6/10)
Key Drivers:
- Recent market events have led to a neutral sentiment, with no significant catalysts driving price movements.
- The stock has shown resilience in the face of volatility, with low beta and stable volume.
Primary Risks:
- Lack of directional momentum, making it challenging to pinpoint potential trends.
- Sustained period of low volatility may indicate limited market interest.
Investment Thesis: DBEF is a relatively stable ETF, offering exposure to the European markets. Its current neutral sentiment makes it suitable for investors seeking a low-risk, diversified portfolio.
Recent News Sentiment Impact:
- The recent news headlines have been neutral, with no significant events impacting the stock price.
- The overall market environment has been characterized by a lack of clear direction, contributing to the ETF's stable performance.
Technical Analysis
Trend Direction: Short-term: NEUTRAL (SMA 20 and EMA 12 in sync), Medium-term: RANGING (ADX/DMI regime: range), Long-term: UPTRENDING (SMA 200 above SMA 50)
Support/Resistance Levels:
- Lower Bollinger Band: $54.71
- Middle Bollinger Band: $55.67
- Upper Bollinger Band: $56.63
Momentum Signals:
- RSI: NEUTRAL (44.02) - no strong momentum signals.
- MACD: BULLISH (histogram: 0.06)
Volume Analysis: Volume has been relatively low, with the volume rate of change indicating a decline in trading activity.
News & Sentiment Analysis
Recent Headlines Summary: The recent news headlines have been neutral, focusing on general market commentary and sector performance.
Sentiment Assessment: NEUTRAL (average sentiment)
Catalyst Identification: No significant events or earnings announcements in the near future.
Market Narrative: The current market environment is characterized by a lack of clear direction, contributing to the ETF's stable performance.
Risk & Volatility Assessment
Beta Interpretation: Low risk relative to the market (beta: 0.80)
Volatility Regime: Low volatility regime - stock moves less than the market.
Options Market Signals: IV Rank: LOW (14.9%), IV Premium vs HV30: POSITIVE (127.4%)
Downside Protection: Support levels: $54.71 and $55.67
Market Context & Positioning
Sector Performance: The European sector has been relatively stable, with no significant trends or catalysts.
Institutional Activity: Institutional interest is moderate, with a put/call ratio of 0.00 indicating neutral sentiment.
Correlation Analysis: The ETF's correlation with the market (R-squared: 0.78) suggests it tracks the broader market trend.
Relative Valuation: DBEF is positioned within its trading range, offering investors a relatively stable and diversified exposure to European markets.
Key Levels & Action Items
Critical Price Levels:
- Lower Bollinger Band: $54.71
- Middle Bollinger Band: $55.67
- Upper Bollinger Band: $56.63
Breakout/Breakdown Levels: No significant levels for breakout or breakdown.
Time-Sensitive Catalysts: No near-term earnings announcements or regulatory events impacting the stock price.
Risk Management: Stop-loss levels should be set at $54.71 and $55.67, with position sizing considerations based on volatility and market conditions.
This report provides a comprehensive analysis of DBEF's technical, fundamental, and risk factors. The neutral sentiment and low volatility regime suggest that investors may consider this ETF as a relatively stable addition to their diversified portfolio.
Generated
News
All DBEF news →
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Showing 1–10 of 15
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DBEF Options Activity & IV Rank
DBEF IV rank history, 52-week IV rank and IV percentile →
Volatility Metrics
Current IV: 27.3%
7-DTE IV: —
Expected Move: $1.95
7-DTE Move: $1.95
Days to Exp: 29 (2026-11-20)
Options Flow
Call Volume: 25
Put Volume: 4
P/C Volume: 0.16
BULLISH
Call OI: 49
Put OI: 4
P/C OI: 0.082
Total OI: 53
ATM Options Pricing
ATM Call: $1.05
ATM Put: $0.90
Call %: 1.9%
Put %: 1.7%
Chain Summary
Chain Volume: 58
Chain OI: 83
Last Updated: 10/22/2026
Spread Scanner GPU
Each spread is ranked by a composite score built in three stages. Full documentation →
Stage 1 — Base Score (GPU scanner)
score = P(profit) × (credit / spread_width)
P(profit) from short leg delta (1 − |delta|), penalised above 85%. Credit uses mid-price to handle illiquid chains fairly.
Stage 2 — Skew Adjustment (±25% cap)
RR and BF (30-delta) from the persisted per-symbol skew snapshot — wing strikes picked by real greeks.delta, not a moneyness proxy. Put skew boosts bull puts, penalises bear calls. High butterfly boosts iron condors. Calendars are skew-neutral.
Stage 3 — Technical Overlay (±50% cap, 5 groups)
Group 1 · Directional Bias (±0.25)
- RSI <40 bullish / >60 bearish
- MACD crossover + histogram trend
- Price vs SMA 50 & SMA 200
Group 2 · Momentum (±0.10)
- Stochastic %K <20 / >80
- Williams %R <−80 / >−20
Group 3 · Volatility (up to −0.25 / +0.15)
- Blended ATR + straddle expected-move penalty
- Bollinger Band signal (+ counter-trend penalty)
- BB width — vol contraction boost for ICs
Group 4 · IV Regime (±0.15)
- IV rank ≥ 75 → strong boost for credit spreads
- IV rank < 25 → penalty (selling cheap vol)
Group 5 · Liquidity (penalty up to −0.10)
- Min open interest across all legs
- OI < 100 → −0.10 · OI < 500 → −0.05
score = base_score × skew_multiplier × tech_multiplier
Both multipliers are shown per spread. Beta is informational only — ATR already captures realized vol. Full algorithm documentation →
Enter a ticker to scan for optimal spread opportunities.
Evaluates all bull put, bear call, iron condor, and calendar spread combinations using GPU-accelerated analysis.
Skew (Wing IV − ATM IV)
DTE:
Wing Δ:
Wing vs ATM
IV(put wing) − IV(ATM), in vol pointsHow much the OTM put trades above (or below) the at-the-money strike. Measures the height of the put-side tail relative to ATM — i.e. how expensive crash insurance is on this name.
- Positive (typical) — wing IV > ATM IV. Standard equity put skew: portfolios bid up crash protection, so OTM puts trade richer than ATM.
- Near zero or negative (unusual) — wing IV ≤ ATM IV. Flat or inverted put side. Common when there's no fear demand, in tightly mean-reverting names, or right after an earnings catalyst clears.
- Percentile vs own 3-yr history: high = wings rich (good time to sell wing premium); low = wings cheap (good time to buy protection).
- Not directional — high or low wings don't predict up or down moves. It's a price tag on tail insurance, not a forecast.
Risk Reversal
IV(call wing) − IV(put wing), equal delta on each sideWhich side of the smile is the market paying up for? Measures the tilt of the surface — call skew vs put skew at matched deltas.
- Negative (typical) — puts richer than calls. Standard equity behavior: hedging demand makes puts carry a premium. Most large-caps sit in the −1 to −5 vol-point range.
- Strongly negative (< −5 pts) — heavy downside hedging, elevated fear, or an upcoming catalyst (earnings, FDA, macro event). Worth flagging.
- Positive — calls richer than puts. Unusual for equities; signals bullish momentum, short-squeeze positioning, or takeover/M&A speculation.
- Near zero — symmetric surface. Market sees roughly equal up/down risk. Rare for large-caps; more common in commodities and FX.
Reading them together
Wing-vs-ATM tells you how expensive the tails are. Risk Reversal tells you which side is favored. Combined:
- High wing percentile + deeply negative RR → strong put bid; stress or major event priced in. Owning protection costs a premium; selling put premium is dangerous.
- Low wing percentile + near-zero RR → complacency; insurance cheap and balanced. Good environment to add cheap downside hedges.
- Positive RR + elevated wings → call-side fear-of-missing-out; common in squeeze setups. Upside calls expensive, downside puts not bid.
14 DTE / 10d
—
—
pts
EXTREME
No data
30 DTE / 10d
—
—
pts
EXTREME
ATM 11.9% / Wing —
Extreme reading.
Historically these have been contrarian — on the small set of observed earnings-day cases, large negative wing-vs-ATM gaps (calls pricing much richer than puts at the same delta) preceded sharp drops in the underlying within 1-12 days. Not financial advice and the dataset is small.
Percentile is the rank of today's reading within ~3 years of this symbol's own history. High percentile = wings are rich relative to history; not a directional signal. Skew is read off the chain in real time, not from CBOE SKEW.
Volatility Surface
Enter a ticker to render the implied volatility surface.
Volatility Smile
Enter a ticker to render the implied volatility smile.
IV Rank (7 DTE)
IV Rank (30 DTE)97.8HighOct 22
Straddle Price (30 DTE)$1.95Oct 22
Beta Analysis
Risk Metrics
Beta: 0.7950
Alpha: 2.95%
Correlation: 0.7766
R-Squared: 60.3%
Stock Volatility: 13.0%
Market Volatility: 12.7%
Analysis Details
Benchmark: SPY
Data Points: 251
Period: 252 trading days
Data Points: 251
Period: 252 trading days
Interpretation:
Low volatility - stock moves less than market
Low volatility - stock moves less than market
Beta & Alpha Over Time
DBEF Institutional Ownership (13F)
Latest filings — 2026-09-30Institutional managers with $100M+ AUM file Form 13F-HR quarterly, due 45 days after quarter end. Holdings are reported gross at quarter-end market value — they are a snapshot, not a real-time position.
- Shares — long equity positions in this name, aggregated across share classes.
- Calls / Puts — notional value of long call / put exposure where this ticker is the underlying.
- % of Float — holder's reported shares divided by the latest diluted shares outstanding. Sums above 100% indicate large custodian / prime broker positions where the same shares are reported by multiple filers.
- Custodian badge — filers with more than 5,000 holdings are typically broker-dealers / custodians reporting customer-held shares, not active managers.
Each filer is counted once at its latest 13F-HR filing. New filings are ingested on a weekly cadence.
1 filers$245.84K notional
| # | Filer | Notional Value | % of Total | Period |
|---|---|---|---|---|
| 1 | Citadel Advisors LLC Custodian | $245.84K | 100.00% | 2026-06-30 |
| # | Filer | Notional Value | % of Total | Period |
|---|
Short Interest & Float
Regulatory short-interest reports publish on a bi-weekly settlement cadence; short-volume is reported daily by the trade-reporting facilities. Float is derived from insider-ownership filings.
Metric definitions
- Short Interest — total shares currently sold short as of the settlement date. Lags real time by ~8 business days.
- SI % of Float — short interest / free float. The key crowding metric.
- Days to Cover — short interest / avg daily volume. How many full trading days it would take shorts to buy back. High DTC + catalyst = squeeze fuel.
- Short Vol Ratio — today's short-sale volume / total volume. Intraday selling pressure proxy (not the same as short interest).
- Free Float — shares available for public trading (total shares minus insider / restricted).
- Float % — free float / shares outstanding. <50% = tightly held, more prone to squeezes.
How to read the signals
- SI % of Float < 5% — typical, no particular signal.
- 5–15% — elevated; watch for catalysts (earnings, guidance, macro).
- 15–30% — heavily shorted; tight-float names in this range have produced notable squeezes historically.
- >30% — extreme; borrow is likely expensive and squeeze risk is material.
- Days to Cover > 5 combined with high SI% amplifies squeeze potential.
History chart
- Trend matters more than level. Rapidly rising short interest often precedes negative catalysts or heavy hedging.
- A sudden drop in SI after a rally may indicate a squeeze in progress.
Short interest is reported mid-month and end-of-month; short volume is daily.
Short Interest
515.69K
SI % of Float
0.31%
Days to Cover
1.03
Short Vol Ratio
57.1%
Free Float
—
Float %
—
Short interest 2026-09-30 • Short volume 2026-10-22
Constituent Performance
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Constituents
| Symbol | Name | Weight % | Price | 1 Day | 1 Week | 1 Month |
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