DJD vs. SMRI
DJD (Invesco Dow Jones Industrial Average Dividend ETF) and SMRI (Bushido Capital US Equity ETF) are both Large Cap Value Equities funds. DJD is passively managed, while SMRI is actively managed. Over the past year, DJD returned 25.62% vs 40.59% for SMRI. Their 0.71 correlation means they have sometimes moved together and sometimes differently. DJD charges 0.07%/yr vs 0.71%/yr for SMRI.
Performance
DJD vs. SMRI - Performance Comparison
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Returns By Period
In the year-to-date period, DJD achieves a 14.63% return, which is significantly lower than SMRI's 23.03% return.
DJD
- 1D
- 0.09%
- 1M
- -0.05%
- 6M
- 9.67%
- YTD
- 14.63%
- 1Y
- 25.62%
- 3Y*
- 17.22%
- 5Y*
- 11.42%
- 10Y*
- 12.39%
- ALL TIME*
- 12.52%
SMRI
- 1D
- 0.38%
- 1M
- 5.51%
- 6M
- 23.61%
- YTD
- 23.03%
- 1Y
- 40.59%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 22.95%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $2.54M | $2.87M | $2.55M | |
| $770.42K | $508.81K | $403.01K |
DJD vs. SMRI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
DJD Invesco Dow Jones Industrial Average Dividend ETF | 14.63% | 15.83% | 13.66% | 8.95% |
SMRI Bushido Capital US Equity ETF | 23.03% | 17.41% | 19.16% | 5.27% |
Correlation
The correlation between DJD and SMRI is 0.60, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.61 |
Correlation (All Time) Calculated using the full available price history since Sep 14, 2023 | 0.71 |
The correlation between DJD and SMRI shifts across timeframes, from 0.60 (1 year) to 0.71 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
DJD vs. SMRI — Risk / Return Rank
DJD
SMRI
DJD vs. SMRI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco Dow Jones Industrial Average Dividend ETF (DJD) and Bushido Capital US Equity ETF (SMRI). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| DJD | SMRI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.24 | ||
| Sortino ratioReturn per unit of downside risk | -0.06 | ||
| Omega ratioGain probability vs. loss probability | 1.42 | 1.47 | -0.05 |
| Calmar ratioReturn relative to maximum drawdown | 4.47 | 5.75 | -1.28 |
| Martin ratioReturn relative to average drawdown | 13.25 | 16.88 | -3.63 |
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Drawdowns
DJD vs. SMRI - Drawdown Comparison
The maximum DJD drawdown since its inception was -34.66%, which is greater than SMRI's maximum drawdown of -18.45%. Use the drawdown chart below to compare losses from any high point for DJD and SMRI.
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Drawdown Indicators
| DJD | SMRI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.66% | -18.45% | -16.21% |
Max Drawdown (1Y)Largest decline over 1 year | -5.64% | -6.80% | +1.16% |
Max Drawdown (3Y)Largest decline over 3 years | -12.28% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -19.94% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -34.66% | — | — |
Current DrawdownCurrent decline from peak | -1.36% | -0.51% | -0.85% |
Average DrawdownAverage peak-to-trough decline | -3.70% | -2.72% | -0.98% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.90% | 2.32% | -0.42% |
Volatility
DJD vs. SMRI - Volatility Comparison
Invesco Dow Jones Industrial Average Dividend ETF (DJD) has a higher volatility of 4.12% compared to Bushido Capital US Equity ETF (SMRI) at 3.61%. This indicates that DJD's price experiences larger fluctuations and is considered to be riskier than SMRI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DJD | SMRI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.12% | 3.61% | +0.51% |
Volatility (6M)Calculated over the trailing 6-month period | 8.07% | 11.80% | -3.73% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.58% | 15.09% | -4.51% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.38% | 15.84% | -2.46% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.59% | 15.84% | +0.75% |
DJD vs. SMRI - Expense Ratio Comparison
DJD has a 0.07% expense ratio, which is lower than SMRI's 0.71% expense ratio.
Dividends
DJD vs. SMRI - Dividend Comparison
DJD's dividend yield for the trailing twelve months is around 2.42%, more than SMRI's 0.86% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DJD Invesco Dow Jones Industrial Average Dividend ETF | 2.42% | 2.62% | 3.00% | 3.49% | 3.16% | 2.82% | 3.47% | 2.80% | 2.66% | 2.75% | 2.46% | 0.08% |
SMRI Bushido Capital US Equity ETF | 0.86% | 1.32% | 0.98% | 0.45% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
DJD and SMRI have a correlation of 0.60, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DJD has higher volatility (4.12%) compared to SMRI (3.61%). In terms of maximum drawdown, DJD dropped -34.66% vs SMRI's -18.45%.
On 1-year performance, SMRI leads with 40.59% vs 25.62% for DJD. On fees, DJD is cheaper at 0.07% per year. On volatility, SMRI has been the lower-risk option at 3.61%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, SMRI has performed better with a 40.59% return vs 25.62%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
DJD is cheaper with a 0.07% expense ratio, compared with 0.71% for SMRI.
DJD has the higher dividend yield at 2.42%, compared with 0.86% for SMRI.
They also come from different issuers: Invesco and Bushido. Their fees differ too: 0.07% for DJD and 0.71% for SMRI.
SMRI currently has the higher Sharpe Ratio (2.64 vs 2.40), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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