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AAM S&P Developed Markets High Dividend Value ETF (DMDV)

ETF · Currency in USD · Last updated Aug 6, 2022

DMDV is a passive ETF by Advisors Asset Management tracking the investment results of the S&P Developed Ex-U.S. Dividend and Free Cash Flow Yield. DMDV launched on Nov 27, 2018 and has a 0.39% expense ratio.

ETF Info

ISINUS26922A3471
CUSIP26922A347
IssuerAdvisors Asset Management
Inception DateNov 27, 2018
RegionDeveloped Markets (Broad)
CategoryForeign Large Cap Equities, Dividend
Expense Ratio0.39%
Index TrackedS&P Developed Ex-U.S. Dividend and Free Cash Flow Yield
ETF Home Pagewww.aamlive.com
Asset ClassEquity

Asset Class Size

Multi-Cap

Asset Class Style

Value

Trading Data

Previous Close$20.96
Year Range$19.72 - $23.96
EMA (50)$21.04
EMA (200)$22.13
Average Volume$229.34

DMDVShare Price Chart


Chart placeholderClick Calculate to get results

DMDVPerformance

The chart shows the growth of $10,000 invested in AAM S&P Developed Markets High Dividend Value ETF in Nov 2018 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $9,641 for a total return of roughly -3.59%. All prices are adjusted for splits and dividends.


-20.00%-15.00%-10.00%-5.00%0.00%MarchAprilMayJuneJulyAugust
-10.74%
-7.55%
DMDV (AAM S&P Developed Markets High Dividend Value ETF)
Benchmark (^GSPC)

DMDVReturns in periods

Returns over 1 year are annualized

PeriodReturnBenchmark
1M3.44%8.19%
6M-10.55%-7.42%
YTD-8.07%-13.03%
1Y-11.50%-5.85%
5Y-0.99%11.87%
10Y-0.99%11.87%

DMDVMonthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20221.98%-2.78%1.67%-5.13%5.16%-9.59%1.31%-0.19%
20211.12%3.47%4.32%2.06%4.31%-1.40%-0.77%-0.84%-2.65%1.77%-5.90%4.79%
2020-13.57%-9.68%-22.17%7.46%2.40%3.26%-0.81%5.65%-4.65%-4.65%16.44%3.87%
20199.07%0.38%0.97%-0.46%-6.82%5.19%-1.41%-3.50%3.33%4.33%1.77%15.69%
2018-2.21%-6.03%

DMDVSharpe Ratio Chart

The Sharpe ratio shows whether the portfolio's excess returns are due to smart investment decisions or a result of taking a higher risk. The higher a portfolio's Sharpe ratio, the better its risk-adjusted performance.

The current AAM S&P Developed Markets High Dividend Value ETF Sharpe ratio is -0.74. A negative Sharpe ratio means that the risk-free rate is higher than the portfolio's return. This value does not convey any meaningful information.

The chart below displays rolling 12-month Sharpe Ratio.


-1.00-0.500.000.501.00MarchAprilMayJuneJulyAugust
-0.74
-0.31
DMDV (AAM S&P Developed Markets High Dividend Value ETF)
Benchmark (^GSPC)

DMDVDividend History

AAM S&P Developed Markets High Dividend Value ETF granted a 5.46% dividend yield in the last twelve months. The annual payout for that period amounted to $1.14 per share.


PeriodTTM2021202020192018
Dividend$1.14$1.05$0.70$1.55$0.06

Dividend yield

5.46%4.59%3.38%5.97%0.32%

DMDVDrawdowns Chart

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


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2022FebruaryMarchAprilMayJuneJulyAugust
-19.45%
-13.58%
DMDV (AAM S&P Developed Markets High Dividend Value ETF)
Benchmark (^GSPC)

DMDVWorst Drawdowns

The table below shows the maximum drawdowns of the AAM S&P Developed Markets High Dividend Value ETF. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.

The maximum drawdown since January 2010 for the AAM S&P Developed Markets High Dividend Value ETF is 47.18%, recorded on Mar 23, 2020. The portfolio has not recovered from it yet.


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
-2.04%Feb 27, 20198Mar 8, 20195Mar 15, 201913
-1.97%Mar 20, 20193Mar 22, 20196Apr 1, 20199
-1.26%Dec 17, 20192Dec 18, 20196Dec 27, 20198
-1.26%Nov 8, 20195Nov 14, 20197Nov 25, 201912
-0.93%Feb 20, 20192Feb 21, 20193Feb 26, 20195

DMDVVolatility Chart

Current AAM S&P Developed Markets High Dividend Value ETF volatility is 13.50%. The chart below shows the rolling 10-day volatility. Volatility is a statistical measure showing how big price swings are in either direction. The higher asset volatility, the riskier it is, because the price movements are less predictable.


5.00%10.00%15.00%20.00%25.00%30.00%35.00%40.00%MarchAprilMayJuneJulyAugust
13.50%
19.67%
DMDV (AAM S&P Developed Markets High Dividend Value ETF)
Benchmark (^GSPC)