- ISIN
- US26922A3471
- CUSIP
- 26922A347
- Inception Date
- Nov 27, 2018
- Region
- Developed Markets (Broad)
- Category
- Foreign Large Cap Equities, Dividend
- Leveraged
- 1x (No leverage)
- Index Tracked
- S&P Developed Ex-U.S. Dividend and Free Cash Flow Yield
- Distribution Policy
- Accumulating
- Asset Class
- Equity
- Asset Class Size
- Multi-Cap
- Asset Class Style
- Value
- Assets Under Management
- $2M
Share Price Chart
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Performance
DMDV Performance Chart
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Returns By Period
AAM S&P Developed Markets High Dividend Value ETF
- 1D
- —
- 1M
- —
- YTD
- —
- 6M
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- 0.13%
- 1M
- 5.68%
- YTD
- 11.16%
- 6M
- 11.10%
- 1Y
- 27.46%
- 3Y*
- 21.12%
- 5Y*
- 12.66%
- 10Y*
- 13.75%
DMDV Monthly Returns History
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | -0.78% | 0.55% | 1.52% | -1.96% | 5.51% | -4.95% | 4.23% | 3.66% | 2.06% | -1.82% | 7.82% | ||
| 2023 | 6.82% | -1.10% | 1.66% | 2.56% | -5.70% | 5.04% | 4.20% | -4.07% | -2.49% | -3.96% | 8.75% | 6.81% | 18.63% |
| 2022 | 1.97% | -2.78% | 1.67% | -5.13% | 5.16% | -9.59% | 1.31% | -5.76% | -11.08% | 5.80% | 14.28% | -0.90% | -7.53% |
| 2021 | 1.13% | 3.47% | 4.33% | 2.06% | 4.31% | -1.40% | -0.77% | -0.84% | -2.64% | 1.77% | -5.90% | 4.80% | 10.16% |
Benchmark Metrics
AAM S&P Developed Markets High Dividend Value ETF has an annualized alpha of -5.27%, beta of 0.74, and R2 of 0.58 versus S&P 500 Index. Calculated based on daily prices since November 29, 2018.
- This ETF participated in 109.28% of S&P 500 Index downside but only 76.08% of its upside - more exposed to losses than it benefited from rallies.
- This ETF had an annualized alpha of -5.27% versus S&P 500 Index - delivering less than market exposure alone would predict.
- Alpha
- -5.27%
- Beta
- 0.74
- R²
- 0.58
- Upside Capture
- 76.08%
- Downside Capture
- 109.28%
Expense Ratio
DMDV has an expense ratio of 0.39%, placing it in the medium range.
Return for Risk
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for AAM S&P Developed Markets High Dividend Value ETF (DMDV) and compare them to S&P 500 Index.
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
Dividends
Dividend History
AAM S&P Developed Markets High Dividend Value ETF provided a 0.00% dividend yield over the last twelve months, with an annual payout of $0.00 per share. The fund has been increasing its distributions for 3 consecutive years.
| Period | TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|
| Dividend | $0.00 | $1.59 | $1.15 | $1.05 | $0.70 | $1.55 | $0.06 |
Dividend yield | 0.00% | 6.98% | 5.60% | 4.45% | 3.13% | 5.36% | 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 | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | $0.11 | $0.11 | $0.11 | $0.10 | $0.10 | $0.10 | $0.10 | $0.10 | $0.00 | $0.00 | $0.83 | ||
| 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 | $1.59 |
| 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 | $1.15 |
| 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 | $1.05 |
| 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 | $0.70 |
| 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 | $1.55 |
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 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. Recovery took 1043 trading sessions.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
COVID crash2020 | -47.18%Mar 2020 | 2mo 21d | 4y 1mo | 4y 4moJan 2020 - May 2024 |
2019 correction2019 | -11.27%Aug 2019 | 4mo 12d | 2mo 25d | 7mo 7dApr 2019 - Nov 2019 |
Rate-hike selloffLate 2018 | -9.64%Dec 2018 | 25d | 1mo 7d | 2mo 2dNov 2018 - Jan 2019 |
2024 pullback2024 | -5.48%Jun 2024 | 1mo 7d | 1mo 22d | 2mo 29dMay 2024 - Aug 2024 |
2024 pullback2024 | -2.80%Sep 2024 | 13d | 9d | 22dAug 2024 - Sep 2024 |
Drawdown Indicators
| DMDV | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | — | -56.78% | — |
Max Drawdown (1Y)Largest decline over 1 year | — | -9.10% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -18.90% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -25.43% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | — | 0.00% | — |
Average DrawdownAverage peak-to-trough decline | — | -10.72% | — |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 1.97% | — |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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