AAM S&P Developed Markets High Dividend Value ETF (DMDV)
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
ISIN | US26922A3471 |
---|---|
CUSIP | 26922A347 |
Issuer | Advisors Asset Management |
Inception Date | Nov 27, 2018 |
Region | Developed Markets (Broad) |
Category | Foreign Large Cap Equities, Dividend |
Index Tracked | S&P Developed Ex-U.S. Dividend and Free Cash Flow Yield |
Home Page | www.aamlive.com |
Asset Class | Equity |
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.
Share Price Chart
Loading data...
Compare to other instruments
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.
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.
Period | Return | Benchmark |
---|---|---|
Year-To-Date | 1.39% | 10.04% |
1 month | 1.84% | 3.53% |
6 months | 13.80% | 22.79% |
1 year | 14.61% | 32.16% |
5 years (annualized) | 2.81% | 13.15% |
10 years (annualized) | N/A | 10.96% |
Monthly Returns Heatmap
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
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 ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index | |
---|---|---|---|---|---|
AAM S&P Developed Markets High Dividend Value ETF | 1.19 | ||||
S&P 500 | 2.76 |
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.
Period | TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
---|---|---|---|---|---|---|---|
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.
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
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.
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, 2020 | 56 | Mar 23, 2020 | — | — | — |
-11.27% | Apr 4, 2019 | 92 | Aug 14, 2019 | 60 | Nov 7, 2019 | 152 |
-9.64% | Nov 29, 2018 | 17 | Dec 24, 2018 | 24 | Jan 30, 2019 | 41 |
-2.55% | Jan 31, 2019 | 8 | Feb 11, 2019 | 5 | Feb 19, 2019 | 13 |
-2.09% | Nov 29, 2019 | 3 | Dec 3, 2019 | 3 | Dec 6, 2019 | 6 |
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.