- ISIN
- US02072L4822
- Issuer
- Morgan Dempsey
- Inception Date
- Apr 25, 2023
- Category
- Large Cap Value Equities
- Leveraged
- 1x (No leverage)
- Index Tracked
- No Index (Active)
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Large-Cap
- Asset Class Style
- Value
- Assets Under Management
- $32M
Share Price Chart
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Performance
MDLV Performance Chart
Morgan Dempsey Large Cap Value ETF (MDLV) is up 9.9% since the beginning of the year. MDLV is currently trading at $31 per share.
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Returns By Period
Morgan Dempsey Large Cap Value ETF (MDLV) has returned 9.87% so far this year and 19.61% over the past 12 months.
Morgan Dempsey Large Cap Value ETF
- 1D
- 0.40%
- 1M
- -1.39%
- YTD
- 9.87%
- 6M
- 9.65%
- 1Y
- 19.61%
- 3Y*
- 12.74%
- 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%
MDLV Monthly Returns History
Based on dividend-adjusted daily data since Apr 26, 2023, MDLV's average daily return is +0.04%, while the average monthly return is +0.85%. At this rate, an investment would double in approximately 6.8 years.
Historically, 69% of months were positive and 31% were negative. The best month was Jan 2026 with a return of +6.0%, while the worst month was May 2023 at -6.6%. The longest winning streak lasted 5 consecutive months, and the longest losing streak was 3 months.
On a daily basis, MDLV closed higher 55% of trading days. The best single day was Apr 9, 2025 with a return of +4.1%, while the worst single day was Apr 4, 2025 at -5.3%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 6.00% | 3.29% | -2.09% | 2.04% | 0.24% | 0.20% | 9.87% | ||||||
| 2025 | 2.50% | 4.62% | -1.16% | -3.61% | 1.36% | 2.46% | 0.63% | 2.48% | 1.47% | -0.99% | 2.88% | 0.17% | 13.30% |
| 2024 | 1.12% | 0.28% | 4.82% | -2.18% | 1.53% | -0.88% | 4.97% | 3.07% | 2.42% | -1.33% | 2.15% | -5.75% | 10.16% |
| 2023 | 0.64% | -6.55% | 3.08% | 1.50% | -1.32% | -3.01% | -2.26% | 5.10% | 3.22% | -0.14% |
Benchmark Metrics
Morgan Dempsey Large Cap Value ETF has an annualized alpha of 2.44%, beta of 0.40, and R2 of 0.32 versus S&P 500 Index. Calculated based on daily prices since April 26, 2023.
- This ETF participated in 49.80% of S&P 500 Index downside but only 44.44% of its upside - more exposed to losses than it benefited from rallies.
- Beta of 0.40 may look defensive, but with R2 of 0.32 this ETF is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this ETF's risk.
- R2 of 0.32 means the benchmark explains less than half of this ETF's behavior - treat beta with caution or consider switching to a more representative benchmark.
- Alpha
- 2.44%
- Beta
- 0.40
- R²
- 0.32
- Upside Capture
- 44.44%
- Downside Capture
- 49.80%
Expense Ratio
MDLV has an expense ratio of 0.58%, placing it in the medium range.
Return for Risk
Risk / Return Rank
MDLV ranks 74 for risk / return — better than 74% of ETFs on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Morgan Dempsey Large Cap Value ETF (MDLV) 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.
| MDLV | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.18 | ||
| Sortino ratioReturn per unit of downside risk | +0.42 | ||
| Omega ratioGain probability vs. loss probability | 1.38 | 1.37 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 4.62 | 2.78 | +1.83 |
| Martin ratioReturn relative to average drawdown | 14.33 | 12.44 | +1.89 |
Dividends
Dividend History
Morgan Dempsey Large Cap Value ETF provided a 2.81% dividend yield over the last twelve months, with an annual payout of $0.87 per share. The fund has been increasing its distributions for 2 consecutive years.
| Period | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
| Dividend | $0.87 | $0.85 | $0.72 | $0.57 |
Dividend yield | 2.81% | 3.00% | 2.78% | 2.35% |
Monthly Dividends
The table displays the monthly dividend distributions for Morgan Dempsey 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 | $0.24 | $0.00 | $0.00 | $0.00 | $0.24 | ||||||
| 2025 | $0.00 | $0.00 | $0.23 | $0.00 | $0.00 | $0.20 | $0.00 | $0.00 | $0.22 | $0.00 | $0.00 | $0.21 | $0.85 |
| 2024 | $0.00 | $0.00 | $0.18 | $0.00 | $0.00 | $0.19 | $0.00 | $0.00 | $0.18 | $0.00 | $0.00 | $0.17 | $0.72 |
| 2023 | $0.08 | $0.00 | $0.00 | $0.26 | $0.00 | $0.00 | $0.23 | $0.57 |
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 Morgan Dempsey 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 Morgan Dempsey Large Cap Value ETF was 10.71%, occurring on Apr 8, 2025. Recovery took 59 trading sessions.
The current Morgan Dempsey Large Cap Value ETF drawdown is 2.17%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
2025 selloff2025 | -10.71%Apr 2025 | 1mo 6d | 2mo 26d | 4mo 2dMar 2025 - Jul 2025 |
2023 correction2023 | -10.06%Oct 2023 | 5mo 29d | 2mo 7d | 8mo 6dMay 2023 - Jan 2024 |
2025 pullback2025 | -7.78%Jan 2025 | 2mo 21d | 1mo 16d | 4mo 7dOct 2024 - Feb 2025 |
2026 pullback2026 | -4.27%Mar 2026 | 17d | 1mo 29d | 2mo 16dMar 2026 - May 2026 |
2024 pullback2024 | -3.88%Apr 2024 | 15d | 24d | 1mo 9dApr 2024 - May 2024 |
Drawdown Indicators
| MDLV | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -10.71% | -56.78% | +46.07% |
Max Drawdown (1Y)Largest decline over 1 year | -4.27% | -9.10% | +4.83% |
Max Drawdown (3Y)Largest decline over 3 years | -10.71% | -18.90% | +8.19% |
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 | -2.17% | -1.80% | -0.37% |
Average DrawdownAverage peak-to-trough decline | -2.27% | -10.71% | +8.44% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.37% | 2.03% | -0.66% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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