BrandywineGLOBAL Dynamic U.S. Large Cap Value ETF (DVAL)
DVAL is an actively managed ETF by BrandywineGLOBAL. DVAL launched on Oct 31, 2014 and has a 0.49% expense ratio.
ETF Info
US35473P4625
Oct 31, 2014
1x
No Index (Active)
Mid-Cap
Value
Expense Ratio
DVAL features an expense ratio of 0.49%, falling within the medium range.
Share Price Chart
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Compare to other instruments
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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.
Returns By Period
BrandywineGLOBAL Dynamic U.S. Large Cap Value ETF had a return of 1.41% year-to-date (YTD) and 14.61% in the last 12 months.
DVAL
1.41%
-2.02%
3.46%
14.61%
N/A
N/A
^GSPC (Benchmark)
-0.66%
-3.44%
3.10%
22.14%
12.04%
11.24%
Monthly Returns
The table below presents the monthly returns of DVAL, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 0.77% | 4.11% | 5.99% | -5.65% | 2.41% | -1.05% | 5.13% | 1.53% | 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% | -2.09% | 4.47% | 4.89% | 8.74% |
| 2022 | 6.70% | -4.62% | 1.77% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of DVAL is 59, indicating average performance compared to other ETFs on our website. Here’s a breakdown of how it compares using common performance measures.
Risk-Adjusted Performance Indicators
The charts below present risk-adjusted performance metrics for BrandywineGLOBAL Dynamic U.S. Large Cap Value ETF (DVAL) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
Dividends
Dividend History
BrandywineGLOBAL Dynamic U.S. Large Cap Value ETF provided a 2.78% dividend yield over the last twelve months, with an annual payout of $0.38 per share.
| Period | TTM | 2024 | 2023 | 2022 |
|---|---|---|---|---|
| Dividend | $0.38 | $0.38 | $0.14 | $1.50 |
Dividend yield | 2.78% | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | $0.00 | $0.00 | |||||||||||
| 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.
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 11.87%, occurring on Mar 17, 2023. Recovery took 191 trading sessions.
The current BrandywineGLOBAL Dynamic U.S. Large Cap Value ETF drawdown is 6.43%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -11.87% | Feb 3, 2023 | 30 | Mar 17, 2023 | 191 | Dec 19, 2023 | 221 |
| -8.82% | Dec 2, 2024 | 27 | Jan 10, 2025 | — | — | — |
| -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 |
| -5.94% | Aug 1, 2024 | 3 | Aug 5, 2024 | 14 | Aug 23, 2024 | 17 |
Volatility
Volatility Chart
The current BrandywineGLOBAL Dynamic U.S. Large Cap Value ETF volatility is 4.33%, 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.