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NASDAQ US Dividend Achievers Select Index (^DVG)
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in NASDAQ US Dividend Achievers Select Index, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


280.00%300.00%320.00%340.00%360.00%380.00%400.00%December2025FebruaryMarchAprilMay
323.33%
368.65%
^DVG (NASDAQ US Dividend Achievers Select Index)
Benchmark (^GSPC)

Returns By Period

NASDAQ US Dividend Achievers Select Index (^DVG) returned -1.47% year-to-date (YTD) and 8.08% over the past 12 months. Over the past 10 years, ^DVG returned 9.22% annually, underperforming the S&P 500 benchmark at 10.45%.


^DVG

YTD

-1.47%

1M

3.44%

6M

-4.54%

1Y

8.08%

5Y*

11.44%

10Y*

9.22%

^GSPC (Benchmark)

YTD

-3.77%

1M

3.72%

6M

-5.60%

1Y

8.55%

5Y*

14.11%

10Y*

10.45%

*Annualized

Monthly Returns

The table below presents the monthly returns of ^DVG, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20253.35%-0.08%-4.78%-0.62%0.83%-1.47%
20241.41%3.17%2.63%-4.16%3.32%1.51%3.58%3.33%1.52%-2.03%5.52%-3.93%16.48%
20232.61%-3.00%1.65%2.05%-2.73%6.30%2.04%-2.09%-4.48%-1.34%7.22%3.86%11.94%
2022-5.17%-2.77%2.64%-5.33%-0.50%-6.45%6.79%-3.64%-8.41%9.97%6.76%-3.85%-11.28%
2021-3.04%1.38%5.78%3.93%1.61%-0.27%3.04%1.55%-5.02%7.11%-1.96%6.21%21.39%
20200.43%-8.57%-9.78%9.85%3.42%-0.13%4.95%6.05%-1.24%-2.47%9.94%2.42%13.47%
20196.21%4.37%1.01%3.60%-4.91%6.64%2.00%0.42%1.23%-0.06%2.24%2.14%27.27%
20184.98%-4.16%-1.52%-1.03%1.49%0.14%4.61%2.58%1.52%-6.47%3.96%-9.00%-3.92%
20171.74%4.13%-0.32%1.61%1.36%0.09%0.67%-0.57%2.22%1.94%4.23%1.24%19.81%
2016-2.44%0.89%6.01%-0.36%0.75%2.13%2.20%-0.28%-1.15%-2.05%2.66%0.93%9.36%
2015-3.49%5.39%-2.27%-0.61%0.72%-2.68%2.05%-6.14%-1.97%6.56%-0.03%-0.98%-4.08%
2014-5.16%4.61%0.63%0.86%1.37%1.32%-3.37%3.34%-1.12%2.53%2.90%0.02%7.78%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of ^DVG is 56, indicating average performance compared to other indices on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of ^DVG is 5656
Overall Rank
The Sharpe Ratio Rank of ^DVG is 6868
Sharpe Ratio Rank
The Sortino Ratio Rank of ^DVG is 4747
Sortino Ratio Rank
The Omega Ratio Rank of ^DVG is 4848
Omega Ratio Rank
The Calmar Ratio Rank of ^DVG is 5555
Calmar Ratio Rank
The Martin Ratio Rank of ^DVG is 6363
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for NASDAQ US Dividend Achievers Select Index (^DVG) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

NASDAQ US Dividend Achievers Select Index Sharpe ratios as of May 10, 2025 (values are recalculated daily):

  • 1-Year: 0.49
  • 5-Year: 0.75
  • 10-Year: 0.56
  • All Time: 0.37

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

The chart below shows the rolling Sharpe ratio of NASDAQ US Dividend Achievers Select Index compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time. For deeper analysis or to customize the calculation, use the Sharpe ratio tool.


Rolling 12-month Sharpe Ratio0.001.002.003.00December2025FebruaryMarchAprilMay
0.49
0.44
^DVG (NASDAQ US Dividend Achievers Select Index)
Benchmark (^GSPC)

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.


-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-5.86%
-7.88%
^DVG (NASDAQ US Dividend Achievers Select Index)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the NASDAQ US Dividend Achievers Select Index. 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 NASDAQ US Dividend Achievers Select Index was 48.54%, occurring on Mar 9, 2009. Recovery took 881 trading sessions.

The current NASDAQ US Dividend Achievers Select Index drawdown is 5.86%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-48.54%Oct 10, 2007355Mar 9, 2009881Sep 6, 20121236
-31.85%Feb 18, 202025Mar 23, 2020110Aug 27, 2020135
-28.7%Mar 20, 2002246Mar 11, 2003451Dec 22, 2004697
-21.58%Jan 5, 2022186Sep 30, 2022326Jan 19, 2024512
-17.82%Sep 24, 201864Dec 24, 201879Apr 18, 2019143

Volatility

Volatility Chart

The current NASDAQ US Dividend Achievers Select Index volatility is 5.60%, 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.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%December2025FebruaryMarchAprilMay
5.60%
6.82%
^DVG (NASDAQ US Dividend Achievers Select Index)
Benchmark (^GSPC)