Bahl & Gaynor Small Cap Dividend ETF (SCDV) Sharpe Ratio: 1.80

SCDV's Sharpe Ratio of 1.80 indicates that for each unit of volatility, it generates 1.80 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Apr 17, 2026).

Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets.

SCDV Sharpe Ratio Rank

Below Average

SCDV ranks above 39.9% of all investments in our database based on Sharpe Ratio over the past 12 months, indicating below-average returns relative to volatility. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

Strong returns with low total volatility → Higher rank
High volatility (both upside and downside) → Lower rank
Consistent returns → Higher rank than volatile returns of same magnitude
Sharp drawdowns increase volatility → Lower rank

What you can do with this information

Returns may not adequately compensate for volatility taken
Consider smaller allocation given below-average risk-adjusted profile
Explore higher-ranked investments with better consistency
Assess whether the volatility profile aligns with your portfolio goals

SCDV Sharpe Ratio Market Positioning

The chart shows SCDV's Sharpe Ratio relative to all ETFs on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.

Red zone (bottom 25%): 1.22 or lower
Yellow zone (middle 50%): 1.22 to 2.72
Green zone (top 25%): 2.72 or higher
Top 1%: 7.35+
Median: 2.09 — half of all investments score higher

How it compares to other similar ETFs

The table compares Bahl & Gaynor Small Cap Dividend ETF's Sharpe Ratio with other ETFs in the Small Cap Blend Equities category across multiple time periods, showing how SCDV's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Apr 17, 2026.

Symbol	Name	1Y Sharpe Ratio
QQQS	Invesco NASDAQ Future Gen 200 ETF	3.32
IWC	iShares Micro-Cap ETF	3.14
FGSM	Frontier Asset Global Small Cap Equity ETF	3.01
FYX	First Trust Small Cap Core AlphaDEX Fund	2.98
FESM	Fidelity Enhanced Small Cap ETF	2.72
FDM	First Trust Dow Jones Select MicroCap Index Fund	2.61
SFLO	Victoryshares Small Cap Free Cash Flow ETF	2.52
MSSM	Morgan Stanley Pathway Small-Mid Cap Equity ETF	2.49
VTWO	Vanguard Russell 2000 ETF	2.48
FSCC	Federated Hermes MDT Small Cap Core ETF	2.47
SCDV	Bahl & Gaynor Small Cap Dividend ETF	1.80

Benchmark Against

Benchmark

S&P 500 Index

Lookback Period

How to choose period

Historical Sharpe Ratio

The chart shows SCDV's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when SCDV consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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Explore SCDV risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

SCDV Sortino Ratio