- ISIN
- US35473P4625
- Issuer
- BrandywineGLOBAL
- Inception Date
- Oct 31, 2014
- Category
- Large Cap Value Equities
- Leveraged
- 1x (No leverage)
- Index Tracked
- No Index (Active)
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Mid-Cap
- Asset Class Style
- Value
- Assets Under Management
- $71M
Share Price Chart
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Performance
DVAL Performance Chart
BrandywineGLOBAL Dynamic U.S. Large Cap Value ETF (DVAL) is up 8.3% since the beginning of the year. DVAL is currently trading at $16 per share.
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Returns By Period
BrandywineGLOBAL Dynamic U.S. Large Cap Value ETF (DVAL) has returned 8.32% so far this year and 15.40% over the past 12 months.
BrandywineGLOBAL Dynamic U.S. Large Cap Value ETF
- 1D
- 0.55%
- 1M
- 1.71%
- YTD
- 8.32%
- 6M
- 7.85%
- 1Y
- 15.40%
- 3Y*
- 13.12%
- 5Y*
- —
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- -0.37%
- 1M
- -0.01%
- YTD
- 9.16%
- 6M
- 8.64%
- 1Y
- 25.22%
- 3Y*
- 19.78%
- 5Y*
- 11.99%
- 10Y*
- 13.88%
DVAL Monthly Returns History
Based on dividend-adjusted daily data since Oct 31, 2022, DVAL's average daily return is +0.05%, while the average monthly return is +0.93%. At this rate, an investment would double in approximately 6.2 years.
Historically, 62% of months were positive and 38% 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% | 3.63% | 0.49% | 1.50% | 8.32% | ||||||
| 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 | -0.21% | 6.70% | -4.62% | 1.56% |
Benchmark Metrics
BrandywineGLOBAL Dynamic U.S. Large Cap Value ETF has an annualized alpha of -2.17%, beta of 0.72, and R2 of 0.61 versus S&P 500 Index. Calculated based on daily prices since October 31, 2022.
- This ETF participated in 88.43% of S&P 500 Index downside but only 65.10% of its upside - more exposed to losses than it benefited from rallies.
- This ETF had an annualized alpha of -2.17% versus S&P 500 Index - delivering less than market exposure alone would predict.
- Alpha
- -2.17%
- Beta
- 0.72
- R²
- 0.61
- Upside Capture
- 65.10%
- Downside Capture
- 88.43%
Expense Ratio
DVAL has an expense ratio of 0.49%, placing it in the medium range.
Return for Risk
Risk / Return Rank
DVAL ranks 45 for risk / return — on par with similar ETFs. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.
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 S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| DVAL | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.59 | ||
| Sortino ratioReturn per unit of downside risk | -0.61 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 1.37 | -0.12 |
| Calmar ratioReturn relative to maximum drawdown | 2.49 | 2.78 | -0.29 |
| Martin ratioReturn relative to average drawdown | 7.99 | 12.44 | -4.44 |
Dividends
Dividend History
BrandywineGLOBAL Dynamic U.S. Large Cap Value ETF provided a 1.85% 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 | 1.85% | 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 | $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 0.95%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
2025 selloff2025 | -18.11%Apr 2025 | 4mo 7d | 8mo 7d | 1y 9dDec 2024 - Dec 2025 |
2023 correction2023 | -11.87%Mar 2023 | 1mo 12d | 9mo 7d | 10mo 19dFeb 2023 - Dec 2023 |
2026 pullback2026 | -6.20%Mar 2026 | 1mo 8d | 2mo 16d | 3mo 24dFeb 2026 - Jun 2026 |
2024 pullback2024 | -6.09%Jul 2024 | 3mo 9d | 22d | 4mo 1dApr 2024 - Jul 2024 |
Bear market2022 | -5.99%Dec 2022 | 18d | 23d | 1mo 11dDec 2022 - Jan 2023 |
Drawdown Indicators
| DVAL | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.11% | -56.78% | +38.67% |
Max Drawdown (1Y)Largest decline over 1 year | -6.20% | -9.10% | +2.90% |
Max Drawdown (3Y)Largest decline over 3 years | -18.11% | -18.90% | +0.79% |
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 | -0.95% | -1.80% | +0.85% |
Average DrawdownAverage peak-to-trough decline | -3.60% | -10.71% | +7.11% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.93% | 2.03% | -0.10% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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