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DIVD vs. IMOEX
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between DIVD and IMOEX is 0.13, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.1

Performance

DIVD vs. IMOEX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Altrius Global Dividend ETF (DIVD) and MOEX Russia Index (IMOEX). The values are adjusted to include any dividend payments, if applicable.

-30.00%-20.00%-10.00%0.00%10.00%20.00%SeptemberOctoberNovemberDecember2025February
3.77%
24.04%
DIVD
IMOEX

Key characteristics

Sharpe Ratio

DIVD:

1.13

IMOEX:

-0.01

Sortino Ratio

DIVD:

1.59

IMOEX:

0.16

Omega Ratio

DIVD:

1.19

IMOEX:

1.02

Calmar Ratio

DIVD:

1.32

IMOEX:

-0.01

Martin Ratio

DIVD:

3.70

IMOEX:

-0.01

Ulcer Index

DIVD:

3.12%

IMOEX:

17.32%

Daily Std Dev

DIVD:

10.27%

IMOEX:

23.09%

Max Drawdown

DIVD:

-10.58%

IMOEX:

-83.89%

Current Drawdown

DIVD:

0.00%

IMOEX:

-23.20%

Returns By Period

In the year-to-date period, DIVD achieves a 8.77% return, which is significantly lower than IMOEX's 14.21% return.


DIVD

YTD

8.77%

1M

3.92%

6M

3.77%

1Y

11.00%

5Y*

N/A

10Y*

N/A

IMOEX

YTD

14.21%

1M

12.20%

6M

20.75%

1Y

4.88%

5Y*

1.18%

10Y*

6.28%

*Annualized

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Risk-Adjusted Performance

DIVD vs. IMOEX — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

DIVD
The Risk-Adjusted Performance Rank of DIVD is 4444
Overall Rank
The Sharpe Ratio Rank of DIVD is 4545
Sharpe Ratio Rank
The Sortino Ratio Rank of DIVD is 4444
Sortino Ratio Rank
The Omega Ratio Rank of DIVD is 4141
Omega Ratio Rank
The Calmar Ratio Rank of DIVD is 5050
Calmar Ratio Rank
The Martin Ratio Rank of DIVD is 4040
Martin Ratio Rank

IMOEX
The Risk-Adjusted Performance Rank of IMOEX is 66
Overall Rank
The Sharpe Ratio Rank of IMOEX is 66
Sharpe Ratio Rank
The Sortino Ratio Rank of IMOEX is 66
Sortino Ratio Rank
The Omega Ratio Rank of IMOEX is 66
Omega Ratio Rank
The Calmar Ratio Rank of IMOEX is 66
Calmar Ratio Rank
The Martin Ratio Rank of IMOEX is 66
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.

DIVD vs. IMOEX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Altrius Global Dividend ETF (DIVD) and MOEX Russia Index (IMOEX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Sharpe ratio
The chart of Sharpe ratio for DIVD, currently valued at 0.76, compared to the broader market0.002.004.000.760.13
The chart of Sortino ratio for DIVD, currently valued at 1.10, compared to the broader market-2.000.002.004.006.008.0010.0012.001.100.46
The chart of Omega ratio for DIVD, currently valued at 1.14, compared to the broader market0.501.001.502.002.503.001.141.05
The chart of Calmar ratio for DIVD, currently valued at 0.87, compared to the broader market0.005.0010.0015.000.870.10
The chart of Martin ratio for DIVD, currently valued at 2.32, compared to the broader market0.0020.0040.0060.0080.00100.002.320.21
DIVD
IMOEX

The current DIVD Sharpe Ratio is 1.13, which is higher than the IMOEX Sharpe Ratio of -0.01. The chart below compares the historical Sharpe Ratios of DIVD and IMOEX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00SeptemberOctoberNovemberDecember2025February
0.76
0.13
DIVD
IMOEX

Drawdowns

DIVD vs. IMOEX - Drawdown Comparison

The maximum DIVD drawdown since its inception was -10.58%, smaller than the maximum IMOEX drawdown of -83.89%. Use the drawdown chart below to compare losses from any high point for DIVD and IMOEX. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%SeptemberOctoberNovemberDecember2025February0
-3.41%
DIVD
IMOEX

Volatility

DIVD vs. IMOEX - Volatility Comparison

The current volatility for Altrius Global Dividend ETF (DIVD) is 2.63%, while MOEX Russia Index (IMOEX) has a volatility of 14.06%. This indicates that DIVD experiences smaller price fluctuations and is considered to be less risky than IMOEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%SeptemberOctoberNovemberDecember2025February
2.63%
14.06%
DIVD
IMOEX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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