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DMDV vs. JIVE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DMDV vs. JIVE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AAM S&P Developed Markets High Dividend Value ETF (DMDV) and Jpmorgan International Value ETF (JIVE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


DMDV

1D
1M
YTD
6M
1Y
3Y*
5Y*
10Y*

JIVE

1D
-1.02%
1M
4.12%
YTD
15.75%
6M
20.07%
1Y
42.79%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

DMDV vs. JIVE - Yearly Performance Comparison


2026 (YTD)202520242023
DMDV
AAM S&P Developed Markets High Dividend Value ETF
0.00%0.00%7.82%8.15%
JIVE
Jpmorgan International Value ETF
15.75%49.80%11.22%5.38%

Correlation

The correlation between DMDV and JIVE is 0.50, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (All Time)
Calculated using the full available price history since Sep 15, 2023

0.50

DMDV vs. JIVE - Sectors Allocation Comparison


Sectors
DMDV
JIVE

Industrials

12.5%
7.4%

Real Estate

10.0%
2.3%

Consumer Defensive

9.4%
3.7%

Utilities

9.2%
1.8%

Communication Services

9.1%
2.8%

Financial Services

9.0%
33.4%

Basic Materials

9.0%
5.4%

Healthcare

8.9%
4.3%

Consumer Cyclical

8.7%
4.3%

Technology

7.6%
6.9%

Energy

6.6%
8.9%

Industrials

DMDV
12.5%
JIVE
7.4%

Real Estate

DMDV
10.0%
JIVE
2.3%

Consumer Defensive

DMDV
9.4%
JIVE
3.7%

Utilities

DMDV
9.2%
JIVE
1.8%

Communication Services

DMDV
9.1%
JIVE
2.8%

Financial Services

DMDV
9.0%
JIVE
33.4%

Basic Materials

DMDV
9.0%
JIVE
5.4%

Healthcare

DMDV
8.9%
JIVE
4.3%

Consumer Cyclical

DMDV
8.7%
JIVE
4.3%

Technology

DMDV
7.6%
JIVE
6.9%

Energy

DMDV
6.6%
JIVE
8.9%

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Return for Risk

DMDV vs. JIVE — Risk / Return Rank

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

DMDV

JIVE
JIVE Risk / Return Rank: 8383
Overall Rank
JIVE Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
JIVE Sortino Ratio Rank: 8585
Sortino Ratio Rank
JIVE Omega Ratio Rank: 8585
Omega Ratio Rank
JIVE Calmar Ratio Rank: 7878
Calmar Ratio Rank
JIVE Martin Ratio Rank: 7979
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

DMDV vs. JIVE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AAM S&P Developed Markets High Dividend Value ETF (DMDV) and Jpmorgan International Value ETF (JIVE). 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

DMDV vs. JIVE - Sharpe Ratio Comparison


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Sharpe Ratios by Period


DMDVJIVEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.98

Sharpe Ratio (All Time)

Calculated using the full available price history

2.01

Drawdowns

DMDV vs. JIVE - Drawdown Comparison


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Drawdown Indicators


DMDVJIVEDifference

Max Drawdown

Largest peak-to-trough decline

-13.79%

Max Drawdown (1Y)

Largest decline over 1 year

-10.57%

Current Drawdown

Current decline from peak

-1.02%

Average Drawdown

Average peak-to-trough decline

-1.96%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.73%

Volatility

DMDV vs. JIVE - Volatility Comparison


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Volatility by Period


DMDVJIVEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.93%

Volatility (6M)

Calculated over the trailing 6-month period

11.99%

Volatility (1Y)

Calculated over the trailing 1-year period

14.46%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.97%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.97%

DMDV vs. JIVE - Expense Ratio Comparison

DMDV has a 0.39% expense ratio, which is lower than JIVE's 0.55% expense ratio.


Dividends

DMDV vs. JIVE - Dividend Comparison

DMDV has not paid dividends to shareholders, while JIVE's dividend yield for the trailing twelve months is around 2.48%.


PositionTTM20252024202320222021202020192018
DMDV
AAM S&P Developed Markets High Dividend Value ETF
0.00%0.00%3.51%6.98%5.60%4.45%3.13%5.36%0.27%
JIVE
Jpmorgan International Value ETF
2.48%2.88%2.48%0.74%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


DMDV and JIVE have a correlation of 0.50, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, DMDV is cheaper at 0.39% per year. The better choice depends on whether you care most about return, fees, risk, or income.

DMDV is cheaper with a 0.39% expense ratio, compared with 0.55% for JIVE.

JIVE has the higher dividend yield at 2.48%, compared with 0.00% for DMDV.

They also come from different issuers: Advisors Asset Management and JPMorgan. Their fees differ too: 0.39% for DMDV and 0.55% for JIVE.

Portfolio Optimizer

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