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FDIV vs. EMDV
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FDIV vs. EMDV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in MarketDesk Focused U.S. Dividend ETF (FDIV) and ProShares MSCI Emerging Markets Dividend Growers ETF (EMDV). The values are adjusted to include any dividend payments, if applicable.

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FDIV vs. EMDV - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FDIV
MarketDesk Focused U.S. Dividend ETF
-0.78%2.95%-37.35%6.78%-9.97%10.20%-2.84%15.78%-5.04%6.19%
EMDV
ProShares MSCI Emerging Markets Dividend Growers ETF
-1.92%11.90%0.06%-1.03%-18.19%1.11%-0.09%14.93%-7.52%26.98%

Returns By Period

In the year-to-date period, FDIV achieves a -0.78% return, which is significantly higher than EMDV's -1.92% return. Over the past 10 years, FDIV has underperformed EMDV with an annualized return of -1.89%, while EMDV has yielded a comparatively higher 2.19% annualized return.


FDIV

1D
1.18%
1M
-5.92%
YTD
-0.78%
6M
0.80%
1Y
2.60%
3Y*
-12.50%
5Y*
-8.22%
10Y*
-1.89%

EMDV

1D
2.16%
1M
-4.35%
YTD
-1.92%
6M
2.21%
1Y
8.47%
3Y*
1.42%
5Y*
-2.89%
10Y*
2.19%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FDIV vs. EMDV - Expense Ratio Comparison

FDIV has a 0.35% expense ratio, which is lower than EMDV's 0.60% expense ratio.


Return for Risk

FDIV vs. EMDV — Risk / Return Rank

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

FDIV
FDIV Risk / Return Rank: 1717
Overall Rank
FDIV Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
FDIV Sortino Ratio Rank: 1616
Sortino Ratio Rank
FDIV Omega Ratio Rank: 1616
Omega Ratio Rank
FDIV Calmar Ratio Rank: 1818
Calmar Ratio Rank
FDIV Martin Ratio Rank: 1919
Martin Ratio Rank

EMDV
EMDV Risk / Return Rank: 4040
Overall Rank
EMDV Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
EMDV Sortino Ratio Rank: 3737
Sortino Ratio Rank
EMDV Omega Ratio Rank: 3737
Omega Ratio Rank
EMDV Calmar Ratio Rank: 4444
Calmar Ratio Rank
EMDV Martin Ratio Rank: 4040
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.

FDIV vs. EMDV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for MarketDesk Focused U.S. Dividend ETF (FDIV) and ProShares MSCI Emerging Markets Dividend Growers ETF (EMDV). 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.


FDIVEMDVDifference

Sharpe ratio

Return per unit of total volatility

0.15

0.71

-0.56

Sortino ratio

Return per unit of downside risk

0.36

1.05

-0.69

Omega ratio

Gain probability vs. loss probability

1.05

1.15

-0.10

Calmar ratio

Return relative to maximum drawdown

0.25

1.12

-0.86

Martin ratio

Return relative to average drawdown

0.88

3.72

-2.84

FDIV vs. EMDV - Sharpe Ratio Comparison

The current FDIV Sharpe Ratio is 0.15, which is lower than the EMDV Sharpe Ratio of 0.71. The chart below compares the historical Sharpe Ratios of FDIV and EMDV, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


FDIVEMDVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.15

0.71

-0.56

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.40

-0.19

-0.21

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.11

0.12

-0.23

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.09

0.20

-0.29

Correlation

The correlation between FDIV and EMDV is 0.37, 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.


Dividends

FDIV vs. EMDV - Dividend Comparison

FDIV's dividend yield for the trailing twelve months is around 2.93%, more than EMDV's 2.48% yield.


TTM20252024202320222021202020192018201720162015
FDIV
MarketDesk Focused U.S. Dividend ETF
2.93%2.95%4.12%4.63%3.81%3.79%4.17%3.93%5.13%3.81%3.84%4.13%
EMDV
ProShares MSCI Emerging Markets Dividend Growers ETF
2.48%2.46%2.79%1.88%3.68%2.12%3.12%2.38%1.27%2.09%2.87%0.00%

Drawdowns

FDIV vs. EMDV - Drawdown Comparison

The maximum FDIV drawdown since its inception was -47.90%, which is greater than EMDV's maximum drawdown of -39.20%. Use the drawdown chart below to compare losses from any high point for FDIV and EMDV.


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Drawdown Indicators


FDIVEMDVDifference

Max Drawdown

Largest peak-to-trough decline

-47.90%

-39.20%

-8.70%

Max Drawdown (1Y)

Largest decline over 1 year

-13.03%

-7.48%

-5.55%

Max Drawdown (5Y)

Largest decline over 5 years

-47.90%

-34.97%

-12.93%

Max Drawdown (10Y)

Largest decline over 10 years

-47.90%

-39.20%

-8.70%

Current Drawdown

Current decline from peak

-38.97%

-17.40%

-21.57%

Average Drawdown

Average peak-to-trough decline

-10.75%

-13.52%

+2.77%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.74%

2.24%

+1.50%

Volatility

FDIV vs. EMDV - Volatility Comparison

The current volatility for MarketDesk Focused U.S. Dividend ETF (FDIV) is 3.73%, while ProShares MSCI Emerging Markets Dividend Growers ETF (EMDV) has a volatility of 5.42%. This indicates that FDIV experiences smaller price fluctuations and is considered to be less risky than EMDV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FDIVEMDVDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.73%

5.42%

-1.69%

Volatility (6M)

Calculated over the trailing 6-month period

8.31%

8.29%

+0.02%

Volatility (1Y)

Calculated over the trailing 1-year period

17.42%

11.95%

+5.47%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.69%

15.39%

+5.30%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.58%

18.28%

-0.70%