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REGL vs. SMDV
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


REGLSMDV
YTD Return18.20%17.43%
1Y Return33.13%37.89%
3Y Return (Ann)7.93%6.35%
5Y Return (Ann)10.58%7.23%
Sharpe Ratio2.301.83
Sortino Ratio3.442.76
Omega Ratio1.421.33
Calmar Ratio2.702.60
Martin Ratio12.187.95
Ulcer Index2.78%4.89%
Daily Std Dev14.76%21.29%
Max Drawdown-36.37%-34.12%
Current Drawdown0.00%0.00%

Correlation

-0.50.00.51.00.9

The correlation between REGL and SMDV is 0.89, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Performance

REGL vs. SMDV - Performance Comparison

The year-to-date returns for both stocks are quite close, with REGL having a 18.20% return and SMDV slightly lower at 17.43%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-5.00%0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
11.63%
16.92%
REGL
SMDV

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REGL vs. SMDV - Expense Ratio Comparison

Both REGL and SMDV have an expense ratio of 0.40%.


REGL
ProShares S&P MidCap 400 Dividend Aristocrats ETF
Expense ratio chart for REGL: current value at 0.40% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.40%
Expense ratio chart for SMDV: current value at 0.40% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.40%

Risk-Adjusted Performance

REGL vs. SMDV - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares S&P MidCap 400 Dividend Aristocrats ETF (REGL) and ProShares Russell 2000 Dividend Growers ETF (SMDV). 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.


REGL
Sharpe ratio
The chart of Sharpe ratio for REGL, currently valued at 2.30, compared to the broader market-2.000.002.004.006.002.30
Sortino ratio
The chart of Sortino ratio for REGL, currently valued at 3.44, compared to the broader market0.005.0010.003.44
Omega ratio
The chart of Omega ratio for REGL, currently valued at 1.42, compared to the broader market1.001.502.002.503.001.42
Calmar ratio
The chart of Calmar ratio for REGL, currently valued at 2.70, compared to the broader market0.005.0010.0015.002.70
Martin ratio
The chart of Martin ratio for REGL, currently valued at 12.18, compared to the broader market0.0020.0040.0060.0080.00100.00120.0012.18
SMDV
Sharpe ratio
The chart of Sharpe ratio for SMDV, currently valued at 1.83, compared to the broader market-2.000.002.004.006.001.83
Sortino ratio
The chart of Sortino ratio for SMDV, currently valued at 2.76, compared to the broader market0.005.0010.002.76
Omega ratio
The chart of Omega ratio for SMDV, currently valued at 1.33, compared to the broader market1.001.502.002.503.001.33
Calmar ratio
The chart of Calmar ratio for SMDV, currently valued at 2.60, compared to the broader market0.005.0010.0015.002.60
Martin ratio
The chart of Martin ratio for SMDV, currently valued at 7.95, compared to the broader market0.0020.0040.0060.0080.00100.00120.007.95

REGL vs. SMDV - Sharpe Ratio Comparison

The current REGL Sharpe Ratio is 2.30, which is comparable to the SMDV Sharpe Ratio of 1.83. The chart below compares the historical Sharpe Ratios of REGL and SMDV, 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 Ratio0.000.501.001.502.00JuneJulyAugustSeptemberOctoberNovember
2.30
1.83
REGL
SMDV

Dividends

REGL vs. SMDV - Dividend Comparison

REGL's dividend yield for the trailing twelve months is around 2.19%, less than SMDV's 2.56% yield.


TTM202320222021202020192018201720162015
REGL
ProShares S&P MidCap 400 Dividend Aristocrats ETF
2.19%2.40%2.32%2.50%2.41%1.96%2.09%1.63%1.20%1.66%
SMDV
ProShares Russell 2000 Dividend Growers ETF
2.56%2.69%2.51%2.03%2.12%2.03%1.97%1.84%1.08%1.47%

Drawdowns

REGL vs. SMDV - Drawdown Comparison

The maximum REGL drawdown since its inception was -36.37%, which is greater than SMDV's maximum drawdown of -34.12%. Use the drawdown chart below to compare losses from any high point for REGL and SMDV. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember00
REGL
SMDV

Volatility

REGL vs. SMDV - Volatility Comparison

The current volatility for ProShares S&P MidCap 400 Dividend Aristocrats ETF (REGL) is 5.63%, while ProShares Russell 2000 Dividend Growers ETF (SMDV) has a volatility of 8.51%. This indicates that REGL experiences smaller price fluctuations and is considered to be less risky than SMDV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%9.00%JuneJulyAugustSeptemberOctoberNovember
5.63%
8.51%
REGL
SMDV