REGL vs. TMDV
Compare and contrast key facts about ProShares S&P MidCap 400 Dividend Aristocrats ETF (REGL) and ProShares Russell U.S. Dividend Growers ETF (TMDV).
REGL and TMDV are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. REGL is a passively managed fund by ProShares that tracks the performance of the S&P MidCap 400 Dividend Aristocrats Index. It was launched on Feb 5, 2015. TMDV is a passively managed fund by ProShares that tracks the performance of the Russell 3000 Dividend Elite Index. It was launched on Nov 5, 2019. Both REGL and TMDV are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: REGL or TMDV.
Key characteristics
| REGL | TMDV | |
|---|---|---|
| YTD Return | 17.54% | 9.15% |
| 1Y Return | 32.66% | 20.37% |
| 3Y Return (Ann) | 7.71% | 2.97% |
| 5Y Return (Ann) | 10.39% | 7.28% |
| Sharpe Ratio | 2.20 | 1.67 |
| Sortino Ratio | 3.31 | 2.44 |
| Omega Ratio | 1.40 | 1.31 |
| Calmar Ratio | 2.58 | 1.66 |
| Martin Ratio | 11.63 | 8.05 |
| Ulcer Index | 2.79% | 2.53% |
| Daily Std Dev | 14.75% | 12.19% |
| Max Drawdown | -36.37% | -33.42% |
| Current Drawdown | -0.56% | -0.89% |
Correlation
The correlation between REGL and TMDV is 0.93, 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. TMDV - Performance Comparison
In the year-to-date period, REGL achieves a 17.54% return, which is significantly higher than TMDV's 9.15% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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REGL vs. TMDV - Expense Ratio Comparison
REGL has a 0.40% expense ratio, which is higher than TMDV's 0.35% expense ratio.
Risk-Adjusted Performance
REGL vs. TMDV - 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 U.S. Dividend Growers ETF (TMDV). 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.
Dividends
REGL vs. TMDV - Dividend Comparison
REGL's dividend yield for the trailing twelve months is around 2.20%, less than TMDV's 2.51% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|
REGL ProShares S&P MidCap 400 Dividend Aristocrats ETF | 2.20% | 2.40% | 2.32% | 2.50% | 2.41% | 1.96% | 2.09% | 1.63% | 1.20% | 1.66% |
TMDV ProShares Russell U.S. Dividend Growers ETF | 2.51% | 2.45% | 2.46% | 2.14% | 2.28% | 0.16% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
REGL vs. TMDV - Drawdown Comparison
The maximum REGL drawdown since its inception was -36.37%, which is greater than TMDV's maximum drawdown of -33.42%. Use the drawdown chart below to compare losses from any high point for REGL and TMDV. For additional features, visit the drawdowns tool.
Volatility
REGL vs. TMDV - Volatility Comparison
ProShares S&P MidCap 400 Dividend Aristocrats ETF (REGL) has a higher volatility of 5.63% compared to ProShares Russell U.S. Dividend Growers ETF (TMDV) at 4.11%. This indicates that REGL's price experiences larger fluctuations and is considered to be riskier than TMDV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.