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ISIN
US33738R7382
CUSIP
33738R738
Inception Date
Jun 20, 2017
Region
North America (U.S.)
Leveraged
1x (No leverage)
Index Tracked
Nasdaq Riskalyze US Large Cap Select Dividend Index
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Multi-Cap
Asset Class Style
Blend
Assets Under Management
$26M

Share Price Chart


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Performance

RNDV Performance Chart

US Equity Dividend Select ETF (RNDV) is up 17.9% since the beginning of the year. RNDV is currently trading at $42 per share. Investors who bought $1,000 worth of RNDV shares 5 years ago would now be looking at an investment worth $1,584.


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S&P 500 Index

Returns By Period

US Equity Dividend Select ETF (RNDV) has returned 17.87% so far this year and 34.17% over the past 12 months.


US Equity Dividend Select ETF

1D
1.33%
1M
7.98%
YTD
17.87%
6M
19.94%
1Y
34.17%
3Y*
18.07%
5Y*
9.63%
10Y*

Benchmark (S&P 500 Index)

1D
0.13%
1M
5.25%
YTD
11.16%
6M
11.43%
1Y
28.20%
3Y*
21.12%
5Y*
12.66%
10Y*
13.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

RNDV Monthly Returns History

Based on dividend-adjusted daily data since Jun 22, 2017, RNDV's average daily return is +0.05%, while the average monthly return is +1.03%. At this rate, an investment would double in approximately 5.6 years.

Historically, 64% of months were positive and 36% were negative. The best month was Nov 2020 with a return of +17.0%, while the worst month was Mar 2020 at -16.4%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 3 months.

On a daily basis, RNDV closed higher 47% of trading days. The best single day was Mar 24, 2020 with a return of +8.6%, while the worst single day was Mar 16, 2020 at -11.0%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20265.07%1.37%-5.13%8.46%5.71%1.74%17.87%
20253.54%1.01%-3.95%-4.25%4.12%5.48%-0.23%5.63%1.72%-1.12%0.05%2.00%14.27%
2024-0.08%1.32%5.51%-4.14%4.53%-0.22%4.42%2.97%2.37%-2.04%4.09%-7.36%11.05%
20236.00%-3.84%0.09%-1.30%-3.58%7.12%3.79%-2.86%-4.77%-4.10%8.21%5.93%9.77%
2022-1.98%-1.84%2.63%-4.64%2.88%-9.16%6.43%-3.59%-9.72%10.96%7.20%-4.67%-7.55%
20211.93%5.64%6.69%3.59%2.89%-1.55%0.94%1.43%-2.89%1.48%1.26%4.73%28.99%

Benchmark Metrics

US Equity Dividend Select ETF has an annualized alpha of 2.14%, beta of 0.74, and R2 of 0.54 versus S&P 500 Index. Calculated based on daily prices since June 23, 2017.

  • This ETF participated in 99.43% of S&P 500 Index downside but only 92.49% of its upside - more exposed to losses than it benefited from rallies.
  • This ETF generated an annualized alpha of 2.14% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.

Alpha
2.14%
Beta
0.74
0.54
Upside Capture
92.49%
Downside Capture
99.43%

Expense Ratio

RNDV has an expense ratio of 0.50%, placing it in the medium range.


Return for Risk

Risk / Return Rank

RNDV ranks 73 for risk / return — better than 73% 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.


RNDV Risk / Return Rank: 7373
Overall Rank
RNDV Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
RNDV Sortino Ratio Rank: 7878
Sortino Ratio Rank
RNDV Omega Ratio Rank: 7272
Omega Ratio Rank
RNDV Calmar Ratio Rank: 7272
Calmar Ratio Rank
RNDV Martin Ratio Rank: 6666
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for US Equity Dividend Select ETF (RNDV) and compare them to S&P 500 Index.


RNDVBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

2.54

2.39

+0.15

Sortino ratio

Return per unit of downside risk

3.58

3.25

+0.33

Omega ratio

Gain probability vs. loss probability

1.44

1.43

+0.01

Calmar ratio

Return relative to maximum drawdown

3.65

3.11

+0.53

Martin ratio

Return relative to average drawdown

12.27

14.38

-2.11

Dividends

Dividend History

US Equity Dividend Select ETF provided a 2.30% dividend yield over the last twelve months, with an annual payout of $0.97 per share.


1.00%1.50%2.00%2.50%3.00%3.50%4.00%4.50%$0.00$0.20$0.40$0.60$0.80$1.00201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM202520242023202220212020201920182017
Dividend$0.97$0.97$0.82$0.92$0.71$0.61$0.60$0.68$0.79$0.24

Dividend yield

2.30%2.70%2.55%3.10%2.52%1.95%2.44%2.85%4.09%1.10%

Monthly Dividends

The table displays the monthly dividend distributions for US Equity Dividend Select ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.16$0.00$0.00$0.00$0.16
2025$0.00$0.00$0.16$0.00$0.00$0.24$0.00$0.00$0.23$0.00$0.00$0.34$0.97
2024$0.00$0.00$0.13$0.00$0.00$0.22$0.00$0.00$0.20$0.00$0.00$0.27$0.82
2023$0.00$0.00$0.17$0.00$0.00$0.25$0.00$0.00$0.18$0.00$0.00$0.33$0.92
2022$0.00$0.00$0.12$0.00$0.00$0.18$0.00$0.00$0.19$0.00$0.00$0.21$0.71
2021$0.00$0.00$0.10$0.00$0.00$0.15$0.00$0.00$0.11$0.00$0.00$0.24$0.61

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 US Equity Dividend Select 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 US Equity Dividend Select ETF was 37.44%, occurring on Mar 23, 2020. Recovery took 171 trading sessions.


Related event

Drawdown

Fall

Recovery

Underwater

COVID crash2020
-37.44%Mar 2020
2mo 1d8mo 5d
10mo 6dJan 2020 - Nov 2020
Bear market2022
-19.71%Sep 2022
8mo 21d1y 2mo
1y 11moJan 2022 - Dec 2023
2025 selloff2025
-19.70%Apr 2025
4mo 13d2mo 26d
7mo 9dNov 2024 - Jul 2025
Rate-hike selloffLate 2018
-16.98%Dec 2018
3mo 4d4mo 1d
7mo 5dSep 2018 - Apr 2019
2018 correction2018
-10.57%Feb 2018
11d6mo 13d
6mo 24dJan 2018 - Aug 2018

Drawdown Indicators


RNDVBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-37.44%

-56.78%

+19.34%

Max Drawdown (1Y)

Largest decline over 1 year

-9.41%

-9.10%

-0.31%

Max Drawdown (3Y)

Largest decline over 3 years

-19.70%

-18.90%

-0.80%

Max Drawdown (5Y)

Largest decline over 5 years

-19.71%

-25.43%

+5.72%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-4.87%

-10.72%

+5.85%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.79%

1.97%

+0.82%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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