BNDD ETF Analysis: Quadratic Deflation | NYSE

Long Government | NYSE, USA | Market Cap: 60m USD | 12M Return: 4% | Charts, Fundamentals & Technical Analysis

Treasuries, Interest Rate Options, Swap Strategies, Yield Curve
Total Rating 43
Safety 59
Buy Signal -0.60
Long Government
Category Rotation: -6.0
TER: 1.04%
AUM: 59.6M
Avg Turnover: 4.62M
Risk 3d forecast
Volatility10.6%
VaR 5th Pctl1.86%
VaR vs Median-2.79%
Reward TTM
Sharpe Ratio-0.05
Rel. Str. IBD33.8
Rel. Str. Peer Group97.1
Character TTM
Beta0.153
Beta Downside0.182
Hurst Exponent0.405
Drawdowns 3y
Max DD18.31%
CAGR/Max DD-0.26
CAGR/Mean DD-0.50

Warnings

Fakeout
Choppy

Tailwinds

No distinct edge detected

Seasonality

Not enough history
Description: BNDD Quadratic Deflation

The Quadratic Deflation ETF (BNDD) is a long government ETF that invests in U.S. Treasuries of various maturities, either directly or through other Treasury-focused ETFs. The fund employs options-based strategies tied to the shape of the U.S. interest rate swap curve, including long options, long spreads, and butterfly structures, all designed to limit the funds downside risk. It is classified as a non-diversified fund and falls within the actively managed ETF space, which allows managers to use derivatives like options to express specific market views on interest rates rather than simply tracking a passive index.

Headlines to Watch Out For
  • U.S. interest rate swap curve steepens on Fed easing
  • Deflation fears grow as CPI disinflation accelerates
  • Fund inflows expand AUM and management fee revenue
What is the price of BNDD shares?

As of July 28, 2026, the stock is trading at USD 97.83 with a total of 4,291 shares traded. Over the past week, the price has changed by +0.77%, over one month by -3.42%, over three months by +0.89% and over the past year by +4.04%.

Current recommended Stop Loss: 96.40 (which is 1.5% or 1.4 ATR below the current price).

Is BNDD a buy, sell or hold?

Quadratic Deflation has no consensus analysts rating.