AAM S&P 500 High Dividend Value ETF (SPDV)
SPDV is a passive ETF by Advisors Asset Management tracking the investment results of the S&P 500 Dividend and Free Cash Flow Yield Index. SPDV launched on Nov 28, 2017 and has a 0.29% expense ratio.
ETF Info
ISIN | US26922A5948 |
---|---|
CUSIP | 26922A594 |
Issuer | Advisors Asset Management |
Inception Date | Nov 28, 2017 |
Region | North America (U.S.) |
Category | Large Cap Value Equities, Dividend |
Index Tracked | S&P 500 Dividend and Free Cash Flow Yield Index |
Asset Class | Equity |
Asset Class Size | Multi-Cap |
Asset Class Style | Blend |
Expense Ratio
The AAM S&P 500 High Dividend Value ETF has a high expense ratio of 0.29%, indicating higher-than-average management fees.
Share Price Chart
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Compare to other instruments
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in AAM S&P 500 High Dividend Value ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
Returns By Period
AAM S&P 500 High Dividend Value ETF had a return of 6.46% year-to-date (YTD) and 19.02% in the last 12 months.
Period | Return | Benchmark |
---|---|---|
Year-To-Date | 6.46% | 10.04% |
1 month | 6.41% | 3.53% |
6 months | 17.65% | 22.79% |
1 year | 19.02% | 32.16% |
5 years (annualized) | 7.87% | 13.15% |
10 years (annualized) | N/A | 10.96% |
Monthly Returns Heatmap
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
2024 | -0.90% | 1.71% | ||||||||||
2023 | -2.99% | -3.70% | -4.84% | 7.18% | 7.30% |
Risk-Adjusted Performance
Risk-Adjusted Performance Indicators
This table presents risk-adjusted performance metrics for AAM S&P 500 High Dividend Value ETF (SPDV) and compares them with a selected benchmark (^GSPC). These performance indicators assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index | |
---|---|---|---|---|---|
AAM S&P 500 High Dividend Value ETF | 1.40 | ||||
S&P 500 | 2.76 |
Dividends
Dividend History
AAM S&P 500 High Dividend Value ETF granted a 4.05% dividend yield in the last twelve months. The annual payout for that period amounted to $1.26 per share.
Period | TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
---|---|---|---|---|---|---|---|---|
Dividend | $1.26 | $1.16 | $1.09 | $0.95 | $0.96 | $0.97 | $0.86 | $0.07 |
Dividend yield | 4.05% | 3.95% | 3.73% | 3.08% | 3.90% | 3.53% | 3.63% | 0.28% |
Monthly Dividends
The table displays the monthly dividend distributions for AAM S&P 500 High Dividend 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 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
2024 | $0.10 | $0.10 | ||||||||||
2023 | $0.10 | $0.09 | $0.09 | $0.09 | $0.09 | $0.09 | $0.09 | $0.09 | $0.09 | $0.08 | $0.10 | $0.17 |
2022 | $0.10 | $0.10 | $0.09 | $0.09 | $0.09 | $0.09 | $0.09 | $0.09 | $0.06 | $0.08 | $0.09 | $0.13 |
2021 | $0.08 | $0.09 | $0.09 | $0.09 | $0.08 | $0.09 | $0.06 | $0.08 | $0.02 | $0.06 | $0.11 | $0.11 |
2020 | $0.00 | $0.10 | $0.09 | $0.09 | $0.07 | $0.08 | $0.08 | $0.08 | $0.09 | $0.07 | $0.05 | $0.15 |
2019 | $0.00 | $0.05 | $0.07 | $0.09 | $0.03 | $0.05 | $0.09 | $0.09 | $0.09 | $0.09 | $0.10 | $0.23 |
2018 | $0.00 | $0.05 | $0.10 | $0.05 | $0.04 | $0.09 | $0.07 | $0.05 | $0.10 | $0.05 | $0.04 | $0.21 |
2017 | $0.07 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below displays the maximum drawdowns of the AAM S&P 500 High Dividend 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 AAM S&P 500 High Dividend Value ETF was 43.81%, occurring on Mar 23, 2020. Recovery took 222 trading sessions.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-43.81% | Jan 21, 2020 | 44 | Mar 23, 2020 | 222 | Feb 8, 2021 | 266 |
-21.31% | Apr 21, 2022 | 113 | Sep 30, 2022 | 361 | Mar 11, 2024 | 474 |
-18.5% | Sep 24, 2018 | 64 | Dec 24, 2018 | 213 | Oct 29, 2019 | 277 |
-9.85% | Jan 30, 2018 | 9 | Feb 9, 2018 | 128 | Aug 17, 2018 | 137 |
-9.6% | Jun 9, 2021 | 28 | Jul 19, 2021 | 118 | Jan 4, 2022 | 146 |
Volatility
Volatility Chart
The current AAM S&P 500 High Dividend Value ETF volatility is 2.92%, 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.