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Nationwide Dow Jones Risk-Managed Income ETF (NDJI...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINUS26922B7588
CUSIP26922B758
IssuerNationwide
Inception DateDec 16, 2021
CategoryActively Managed, Hedge Fund
Index TrackedNo Index (Active)
Home Pagenationwidefinancial.com
Asset ClassEquity

Expense Ratio

The Nationwide Dow Jones Risk-Managed Income ETF has a high expense ratio of 0.68%, indicating higher-than-average management fees.


0.50%1.00%1.50%2.00%0.68%

Share Price Chart


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Compare to other instruments

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Nationwide Dow Jones Risk-Managed Income ETF

Popular comparisons: NDJI vs. ^DJI, NDJI vs. SPY, NDJI vs. SWPPX, NDJI vs. BRK-B, NDJI vs. DDM, NDJI vs. VOO, NDJI vs. DJIA, NDJI vs. KNG, NDJI vs. DIA, NDJI vs. SPYD

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Nationwide Dow Jones Risk-Managed Income ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


-10.00%-5.00%0.00%5.00%10.00%Oct 22Oct 29Nov 05Nov 12Nov 19Nov 26Dec 03Dec 10Dec 17Dec 24Dec 31Jan 07Jan 14Jan 21Jan 28Feb 04Feb 11Feb 18Feb 25Mar 03
0.01%
9.91%
NDJI (Nationwide Dow Jones Risk-Managed Income ETF)
Benchmark (^GSPC)

S&P 500

Returns By Period


PeriodReturnBenchmark
Year-To-DateN/A5.90%
1 monthN/A-1.28%
6 monthsN/A15.51%
1 yearN/A21.68%
5 years (annualized)N/A11.74%
10 years (annualized)N/A10.50%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20240.85%1.81%
2023-3.65%-1.52%8.16%2.03%

Risk-Adjusted Performance

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Nationwide Dow Jones Risk-Managed Income ETF (NDJI) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


NDJI
Sharpe ratio
No data
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.89, compared to the broader market-1.000.001.002.003.004.005.001.89
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.74, compared to the broader market-2.000.002.004.006.008.002.74
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.33, compared to the broader market1.001.502.002.501.33
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.43, compared to the broader market0.002.004.006.008.0010.0012.001.43
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 7.62, compared to the broader market0.0020.0040.0060.0080.007.62

Sharpe Ratio


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.50Oct 22Oct 29Nov 05Nov 12Nov 19Nov 26Dec 03Dec 10Dec 17Dec 24Dec 31Jan 07Jan 14Jan 21Jan 28Feb 04Feb 11Feb 18Feb 25Mar 03
1.39
2.08
NDJI (Nationwide Dow Jones Risk-Managed Income ETF)
Benchmark (^GSPC)

Dividends

Dividend History

Nationwide Dow Jones Risk-Managed Income ETF granted a 5.54% dividend yield in the last twelve months. The annual payout for that period amounted to $1.19 per share.


PeriodTTM202320222021
Dividend$1.19$1.42$1.54$0.14

Dividend yield

5.54%6.74%7.69%0.57%

Monthly Dividends

The table displays the monthly dividend distributions for Nationwide Dow Jones Risk-Managed Income ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDec
2024$0.12$0.00
2023$0.12$0.12$0.11$0.12$0.12$0.12$0.12$0.12$0.12$0.11$0.12$0.12
2022$0.14$0.14$0.14$0.14$0.13$0.13$0.13$0.13$0.12$0.12$0.12$0.12
2021$0.14

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-15.00%-10.00%-5.00%0.00%Oct 22Oct 29Nov 05Nov 12Nov 19Nov 26Dec 03Dec 10Dec 17Dec 24Dec 31Jan 07Jan 14Jan 21Jan 28Feb 04Feb 11Feb 18Feb 25Mar 03
-2.70%
-1.14%
NDJI (Nationwide Dow Jones Risk-Managed Income ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Nationwide Dow Jones Risk-Managed Income 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 Nationwide Dow Jones Risk-Managed Income ETF was 20.68%, occurring on Sep 30, 2022. The portfolio has not yet recovered.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-20.68%Jan 5, 2022186Sep 30, 2022
-0.72%Dec 20, 20211Dec 20, 20212Dec 22, 20213
-0.45%Dec 30, 20212Dec 31, 20211Jan 3, 20223

Volatility

Volatility Chart

The current Nationwide Dow Jones Risk-Managed Income ETF volatility is 1.80%, 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.


1.00%2.00%3.00%4.00%5.00%Oct 22Oct 29Nov 05Nov 12Nov 19Nov 26Dec 03Dec 10Dec 17Dec 24Dec 31Jan 07Jan 14Jan 21Jan 28Feb 04Feb 11Feb 18Feb 25Mar 03
1.80%
3.43%
NDJI (Nationwide Dow Jones Risk-Managed Income ETF)
Benchmark (^GSPC)