DIVD vs. IMOEX

In the year-to-date period, DIVD achieves a 10.34% return, which is significantly higher than IMOEX's 1.82% return.

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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.

The current DIVD Sharpe Ratio is 0.46, which is higher than the IMOEX Sharpe Ratio of -0.57. 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.

The maximum DIVD drawdown since its inception was -13.88%, 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.

The current volatility for Altrius Global Dividend ETF (DIVD) is 3.46%, while MOEX Russia Index (IMOEX) has a volatility of 8.14%. 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.