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AAM S&P Developed Markets High Dividend Value ETF ...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINUS26922A3471
CUSIP26922A347
IssuerAdvisors Asset Management
Inception DateNov 27, 2018
RegionDeveloped Markets (Broad)
CategoryForeign Large Cap Equities, Dividend
Index TrackedS&P Developed Ex-U.S. Dividend and Free Cash Flow Yield
Home Pagewww.aamlive.com
Asset ClassEquity

Asset Class Size

Multi-Cap

Asset Class Style

Value

Expense Ratio

The AAM S&P Developed Markets High Dividend Value ETF has a high expense ratio of 0.39%, indicating higher-than-average management fees.


0.50%1.00%1.50%2.00%0.39%

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds to compare with DMDV

AAM S&P Developed Markets High Dividend Value ETF

Popular comparisons: DMDV vs. EDOG, DMDV vs. FIDI, DMDV vs. SCHD, DMDV vs. VEA, DMDV vs. VT

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in AAM S&P Developed Markets High Dividend Value ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


0.00%20.00%40.00%60.00%80.00%100.00%OctoberNovemberDecember2024FebruaryMarch
16.65%
91.29%
DMDV (AAM S&P Developed Markets High Dividend Value ETF)
Benchmark (^GSPC)

S&P 500

Returns By Period

AAM S&P Developed Markets High Dividend Value ETF had a return of 1.39% year-to-date (YTD) and 14.61% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date1.39%10.04%
1 month1.84%3.53%
6 months13.80%22.79%
1 year14.61%32.16%
5 years (annualized)2.81%13.15%
10 years (annualized)N/A10.96%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-0.78%0.55%
2023-4.06%-2.49%-3.96%8.75%6.81%

Risk-Adjusted Performance

Risk-Adjusted Performance Indicators

This table presents risk-adjusted performance metrics for AAM S&P Developed Markets High Dividend Value ETF (DMDV) and compares them with a selected benchmark (^GSPC). These performance indicators assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Sharpe ratioSortino ratioOmega ratioCalmar ratioUlcer Index
DMDV
AAM S&P Developed Markets High Dividend Value ETF
1.19
^GSPC
S&P 500
2.76

Sharpe Ratio

The current AAM S&P Developed Markets High Dividend Value ETF Sharpe ratio is 1.19. A Sharpe ratio greater than 1.0 is considered acceptable.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00OctoberNovemberDecember2024FebruaryMarch
1.19
2.76
DMDV (AAM S&P Developed Markets High Dividend Value ETF)
Benchmark (^GSPC)

Dividends

Dividend History

AAM S&P Developed Markets High Dividend Value ETF granted a 7.61% dividend yield in the last twelve months. The annual payout for that period amounted to $1.73 per share.


PeriodTTM202320222021202020192018
Dividend$1.73$1.59$1.15$1.05$0.70$1.55$0.06

Dividend yield

7.61%6.98%5.60%4.45%3.13%5.35%0.27%

Monthly Dividends

The table displays the monthly dividend distributions for AAM S&P Developed Markets High Dividend Value ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDec
2024$0.11$0.11
2023$0.09$0.10$0.09$0.09$0.09$0.10$0.10$0.10$0.17$0.17$0.10$0.39
2022$0.10$0.10$0.11$0.10$0.10$0.10$0.11$0.09$0.10$0.07$0.12$0.06
2021$0.09$0.08$0.08$0.08$0.09$0.11$0.10$0.10$0.05$0.09$0.04$0.14
2020$0.00$0.10$0.11$0.08$0.01$0.01$0.08$0.08$0.07$0.00$0.03$0.13
2019$0.00$0.01$0.06$0.13$0.02$0.12$0.12$0.10$0.10$0.13$0.13$0.65
2018$0.06

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-20.00%-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch
-2.54%
0
DMDV (AAM S&P Developed Markets High Dividend Value ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the AAM S&P Developed Markets High Dividend Value ETF. 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 AAM S&P Developed Markets High Dividend Value ETF was 47.18%, occurring on Mar 23, 2020. The portfolio has not yet recovered.

The current AAM S&P Developed Markets High Dividend Value ETF drawdown is 2.54%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-47.18%Jan 2, 202056Mar 23, 2020
-11.27%Apr 4, 201992Aug 14, 201960Nov 7, 2019152
-9.64%Nov 29, 201817Dec 24, 201824Jan 30, 201941
-2.55%Jan 31, 20198Feb 11, 20195Feb 19, 201913
-2.09%Nov 29, 20193Dec 3, 20193Dec 6, 20196

Volatility

Volatility Chart

The current AAM S&P Developed Markets High Dividend Value ETF volatility is 2.53%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


1.50%2.00%2.50%3.00%3.50%4.00%4.50%5.00%OctoberNovemberDecember2024FebruaryMarch
2.53%
2.82%
DMDV (AAM S&P Developed Markets High Dividend Value ETF)
Benchmark (^GSPC)