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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.
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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
- 2.91%
- 1M
- -5.09%
- YTD
- -4.63%
- 6M
- -2.39%
- 1Y
- 16.33%
- 3Y*
- 16.69%
- 5Y*
- 10.18%
- 10Y*
- 12.16%
Monthly Returns
| 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% |
| 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% | -20.45% |
| 2019 | 9.07% | 0.38% | 0.97% | -0.46% | -6.82% | 5.19% | -1.41% | -3.50% | 3.32% | 4.33% | 1.77% | 15.69% | 30.25% |
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 a chosen benchmark (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.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -47.18% | Jan 2, 2020 | 56 | Mar 23, 2020 | 1043 | May 14, 2024 | 1099 |
| -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 |
| -5.48% | May 22, 2024 | 26 | Jun 28, 2024 | 35 | Aug 19, 2024 | 61 |
| -2.8% | Aug 28, 2024 | 9 | Sep 10, 2024 | 7 | Sep 19, 2024 | 16 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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