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NASDAQ US Dividend Achievers Select Index (^DVG)
Performance
Return for Risk
Drawdowns
Volatility

Share Price Chart


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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in NASDAQ US Dividend Achievers Select Index, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


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S&P 500 Index

Returns By Period

NASDAQ US Dividend Achievers Select Index (^DVG) has returned -5.40% so far this year and 8.20% over the past 12 months. Over the last ten years, ^DVG has returned 9.95% per year, falling short of the S&P 500 Index benchmark, which averaged 12.16% annually.


NASDAQ US Dividend Achievers Select Index

1D
-0.04%
1M
-7.68%
YTD
-5.40%
6M
-4.31%
1Y
8.20%
3Y*
11.09%
5Y*
7.51%
10Y*
9.95%

Benchmark (S&P 500 Index)

1D
2.91%
1M
-5.09%
YTD
-4.63%
6M
-2.39%
1Y
16.33%
3Y*
16.69%
5Y*
10.18%
10Y*
12.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Jul 17, 2001, ^DVG's average daily return is +0.03%, while the average monthly return is +0.58%. At this rate, your investment would double in approximately 10.0 years.

Historically, 63% of months were positive and 37% were negative. The best month was Oct 2022 with a return of +10.0%, while the worst month was Oct 2008 at -14.7%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 5 months.

On a daily basis, ^DVG closed higher 53% of trading days. The best single day was Oct 13, 2008 with a return of +10.3%, while the worst single day was Mar 16, 2020 at -10.8%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20261.17%1.29%-7.68%-5.40%
20253.35%-0.08%-4.78%-0.62%4.18%3.81%0.52%1.76%2.83%0.32%1.83%-0.98%12.45%
20241.41%3.17%2.63%-4.16%3.32%1.51%3.58%3.33%1.52%-2.03%5.52%-3.93%16.48%
20232.61%-3.00%1.65%2.05%-2.73%6.30%2.04%-2.09%-4.48%-1.34%7.22%3.86%11.94%
2022-5.17%-2.77%2.64%-5.33%-0.50%-6.45%6.79%-3.64%-8.41%9.97%6.76%-3.85%-11.28%
2021-3.04%1.38%5.78%3.93%1.61%-0.27%3.04%1.55%-5.02%7.11%-1.96%6.21%21.39%

Benchmark Metrics

NASDAQ US Dividend Achievers Select Index has an annualized alpha of 0.35%, beta of 0.86, and R² of 0.94 versus S&P 500 Index. Calculated based on daily prices since July 18, 2001.

  • This index participated in 82.96% of S&P 500 Index downside but only 80.61% of its upside — more exposed to losses than it benefited from rallies.
  • With beta of 0.86 and R² of 0.94, this index moves broadly in line with S&P 500 Index — much of its variation is explained by market exposure rather than independent behavior.

Alpha
0.35%
Beta
0.86
0.94
Upside Capture
80.61%
Downside Capture
82.96%

Return for Risk

Risk / Return Rank

^DVG ranks 36 for risk / return — below 36% of indices on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.


^DVG Risk / Return Rank: 3636
Overall Rank
^DVG Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
^DVG Sortino Ratio Rank: 3434
Sortino Ratio Rank
^DVG Omega Ratio Rank: 3838
Omega Ratio Rank
^DVG Calmar Ratio Rank: 3535
Calmar Ratio Rank
^DVG Martin Ratio Rank: 3939
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for NASDAQ US Dividend Achievers Select Index (^DVG) and compare them to a chosen benchmark (S&P 500 Index).


^DVGBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

0.59

0.90

-0.30

Sortino ratio

Return per unit of downside risk

0.96

1.39

-0.43

Omega ratio

Gain probability vs. loss probability

1.14

1.21

-0.08

Calmar ratio

Return relative to maximum drawdown

0.70

1.40

-0.70

Martin ratio

Return relative to average drawdown

3.06

6.61

-3.54

Explore ^DVG risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the NASDAQ US Dividend Achievers Select Index. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the NASDAQ US Dividend Achievers Select Index was 48.54%, occurring on Mar 9, 2009. Recovery took 881 trading sessions.

The current NASDAQ US Dividend Achievers Select Index drawdown is 8.57%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-48.54%Oct 10, 2007355Mar 9, 2009881Sep 6, 20121236
-31.85%Feb 18, 202025Mar 23, 2020110Aug 27, 2020135
-28.7%Mar 20, 2002246Mar 11, 2003451Dec 22, 2004697
-21.58%Jan 5, 2022186Sep 30, 2022326Jan 19, 2024512
-17.82%Sep 24, 201864Dec 24, 201879Apr 18, 2019143

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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