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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in BrandywineGLOBAL Dynamic U.S. Large Cap 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
BrandywineGLOBAL Dynamic U.S. Large Cap Value ETF (DVAL) has returned 2.49% so far this year and 11.25% over the past 12 months.
BrandywineGLOBAL Dynamic U.S. Large Cap Value ETF
- 1D
- 1.57%
- 1M
- -3.40%
- YTD
- 2.49%
- 6M
- 3.51%
- 1Y
- 11.25%
- 3Y*
- 10.89%
- 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
Based on dividend-adjusted daily data since Oct 31, 2022, DVAL's average daily return is +0.04%, while the average monthly return is +0.89%. At this rate, your investment would double in approximately 6.5 years.
Historically, 61% of months were positive and 39% were negative. The best month was Jan 2023 with a return of +7.9%, while the worst month was Dec 2024 at -7.7%. The longest winning streak lasted 5 consecutive months, and the longest losing streak was 3 months.
On a daily basis, DVAL closed higher 52% of trading days. The best single day was Apr 9, 2025 with a return of +7.3%, while the worst single day was Apr 4, 2025 at -5.4%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 4.11% | 1.91% | -3.40% | 2.49% | |||||||||
| 2025 | 3.85% | -0.36% | -3.20% | -3.36% | 4.72% | 3.42% | 0.23% | 2.20% | 0.26% | -1.52% | 1.70% | 0.83% | 8.74% |
| 2024 | 0.77% | 4.11% | 5.99% | -5.65% | 2.41% | -1.05% | 5.13% | 1.52% | 1.60% | -1.18% | 7.33% | -7.72% | 12.84% |
| 2023 | 7.90% | -2.86% | -4.33% | 0.44% | -4.70% | 7.27% | 3.59% | -2.21% | -2.81% | -2.10% | 4.48% | 4.89% | 8.73% |
| 2022 | 6.70% | -4.62% | 1.78% |
Benchmark Metrics
BrandywineGLOBAL Dynamic U.S. Large Cap Value ETF has an annualized alpha of -1.43%, beta of 0.74, and R² of 0.63 versus S&P 500 Index. Calculated based on daily prices since November 01, 2022.
- This ETF participated in 95.44% of S&P 500 Index downside but only 73.05% of its upside — more exposed to losses than it benefited from rallies.
- Alpha
- -1.43%
- Beta
- 0.74
- R²
- 0.63
- Upside Capture
- 73.05%
- Downside Capture
- 95.44%
Expense Ratio
DVAL has an expense ratio of 0.49%, placing it in the medium range.
Return for Risk
Risk / Return Rank
DVAL ranks 39 for risk / return — below 39% of ETFs on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for BrandywineGLOBAL Dynamic U.S. Large Cap Value ETF (DVAL) and compare them to a chosen benchmark (S&P 500 Index).
| DVAL | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.72 | 0.90 | -0.17 |
Sortino ratioReturn per unit of downside risk | 1.12 | 1.39 | -0.26 |
Omega ratioGain probability vs. loss probability | 1.16 | 1.21 | -0.05 |
Calmar ratioReturn relative to maximum drawdown | 1.01 | 1.40 | -0.39 |
Martin ratioReturn relative to average drawdown | 4.68 | 6.61 | -1.93 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Explore DVAL risk-adjusted metrics in detail
Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.
Dividends
Dividend History
BrandywineGLOBAL Dynamic U.S. Large Cap Value ETF provided a 1.95% dividend yield over the last twelve months, with an annual payout of $0.29 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
| Dividend | $0.29 | $0.29 | $0.38 | $0.14 | $1.50 |
Dividend yield | 1.95% | 2.00% | 2.82% | 1.16% | 13.13% |
Monthly Dividends
The table displays the monthly dividend distributions for BrandywineGLOBAL Dynamic U.S. Large Cap 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.00 | $0.00 | |||||||||
| 2025 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.29 | $0.29 |
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.38 | $0.38 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.14 | $0.14 |
| 2022 | $1.50 | $1.50 |
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 BrandywineGLOBAL Dynamic U.S. Large Cap 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 BrandywineGLOBAL Dynamic U.S. Large Cap Value ETF was 18.11%, occurring on Apr 8, 2025. Recovery took 171 trading sessions.
The current BrandywineGLOBAL Dynamic U.S. Large Cap Value ETF drawdown is 4.50%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -18.11% | Dec 2, 2024 | 87 | Apr 8, 2025 | 171 | Dec 11, 2025 | 258 |
| -11.87% | Feb 3, 2023 | 30 | Mar 17, 2023 | 191 | Dec 19, 2023 | 221 |
| -6.2% | Feb 10, 2026 | 28 | Mar 20, 2026 | — | — | — |
| -6.09% | Apr 1, 2024 | 69 | Jul 9, 2024 | 16 | Jul 31, 2024 | 85 |
| -5.99% | Dec 1, 2022 | 13 | Dec 19, 2022 | 15 | Jan 11, 2023 | 28 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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