RGEF vs. DIVD

Last updated Jul 17, 2026

RGEF (Rockefeller Global Equity ETF) and DIVD (Altrius Global Dividend ETF) are both Global Equities funds. Both are actively managed. Over the past year, RGEF returned 25.52% vs 26.02% for DIVD. A 0.55 correlation means they provide meaningful diversification when combined. RGEF charges 0.55%/yr vs 0.49%/yr for DIVD.

Performance

RGEF vs. DIVD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Rockefeller Global Equity ETF (RGEF) and Altrius Global Dividend ETF (DIVD). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, RGEF achieves a 13.21% return, which is significantly lower than DIVD's 15.56% return.

RGEF

• 1D: -1.31%
• 1M: -0.46%
• 6M: 10.23%
• YTD: 13.21%
• 1Y: 25.52%
• 3Y*: —
• 5Y*: —
• 10Y*: —

DIVD

• 1D: 1.13%
• 1M: 2.02%
• 6M: 11.24%
• YTD: 15.56%
• 1Y: 26.02%
• 3Y*: 17.29%
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

RGEF vs. DIVD - Yearly Performance Comparison

	2026 (YTD)	2025	2024
RGEF Rockefeller Global Equity ETF	13.21%	25.37%	-1.33%
DIVD Altrius Global Dividend ETF	15.56%	26.18%	-5.24%

Correlation

The correlation between RGEF and DIVD is 0.47, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.47
Correlation (All Time) Calculated using the full available price history since Oct 28, 2024	0.55

The correlation between RGEF and DIVD has been stable across timeframes, ranging from 0.47 to 0.55 - a consistent structural relationship.

Return for Risk

RGEF vs. DIVD — Risk / Return Rank

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

RGEF

RGEF Risk / Return Rank: 66
RGEF Sharpe Ratio Rank: 64
RGEF Sortino Ratio Rank: 64
RGEF Omega Ratio Rank: 61
RGEF Calmar Ratio Rank: 65
RGEF Martin Ratio Rank: 75

DIVD

DIVD Risk / Return Rank: 87
DIVD Sharpe Ratio Rank: 88
DIVD Sortino Ratio Rank: 89
DIVD Omega Ratio Rank: 86
DIVD Calmar Ratio Rank: 87
DIVD Martin Ratio Rank: 87

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.

RGEF vs. DIVD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Rockefeller Global Equity ETF (RGEF) and Altrius Global Dividend ETF (DIVD). 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.

	RGEF	DIVD	Difference
Sharpe ratio: Return per unit of total volatility	1.70	2.31	-0.61
Sortino ratio: Return per unit of downside risk	2.37	3.35	-0.98
Omega ratio: Gain probability vs. loss probability	1.30	1.41	-0.12
Calmar ratio: Return relative to maximum drawdown	2.58	3.90	-1.32
Martin ratio: Return relative to average drawdown	11.08	14.32	-3.24

RGEF vs. DIVD - Sharpe Ratio Comparison

The current RGEF Sharpe Ratio is 1.70, which is comparable to the DIVD Sharpe Ratio of 2.31. The chart below compares the historical Sharpe Ratios of RGEF and DIVD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

RGEF vs. DIVD - Drawdown Comparison

The maximum RGEF drawdown since its inception was -16.01%, which is greater than DIVD's maximum drawdown of -13.88%. Use the drawdown chart below to compare losses from any high point for RGEF and DIVD.

Drawdown Indicators

	RGEF	DIVD	Difference
Max Drawdown Largest peak-to-trough decline	-16.01%	-13.88%	-2.13%
Max Drawdown (1Y) Largest decline over 1 year	-9.95%	-6.70%	-3.25%
Max Drawdown (3Y) Largest decline over 3 years	—	-13.88%	—
Current Drawdown Current decline from peak	-1.63%	0.00%	-1.63%
Average Drawdown Average peak-to-trough decline	-1.77%	-2.18%	+0.41%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.31%	1.82%	+0.49%

Volatility

RGEF vs. DIVD - Volatility Comparison

Rockefeller Global Equity ETF (RGEF) has a higher volatility of 5.07% compared to Altrius Global Dividend ETF (DIVD) at 3.28%. This indicates that RGEF's price experiences larger fluctuations and is considered to be riskier than DIVD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	RGEF	DIVD	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.07%	3.28%	+1.79%
Volatility (6M) Calculated over the trailing 6-month period	12.81%	8.46%	+4.35%
Volatility (1Y) Calculated over the trailing 1-year period	15.11%	11.35%	+3.76%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.08%	13.21%	+3.87%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.08%	13.21%	+3.87%

RGEF vs. DIVD - Expense Ratio Comparison

RGEF has a 0.55% expense ratio, which is higher than DIVD's 0.49% expense ratio.

Dividends

RGEF vs. DIVD - Dividend Comparison

RGEF's dividend yield for the trailing twelve months is around 0.96%, less than DIVD's 2.68% yield.

Position	TTM	2025	2024	2023	2022
DIVD Altrius Global Dividend ETF	2.68%	2.86%	3.39%	2.96%	0.60%
RGEF Rockefeller Global Equity ETF	0.96%	0.92%	0.29%	0.00%	0.00%

Frequently Asked Questions

Can I hold both RGEF and DIVD in my portfolio?

RGEF and DIVD have a correlation of 0.47, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, RGEF or DIVD?

RGEF has higher volatility (5.07%) compared to DIVD (3.28%). In terms of maximum drawdown, RGEF dropped -16.01% vs DIVD's -13.88%.

Which ETF is better, RGEF or DIVD?

On 1-year performance, DIVD leads with 26.02% vs 25.52% for RGEF. On fees, DIVD is cheaper at 0.49% per year. On volatility, DIVD has been the lower-risk option at 3.28%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, RGEF or DIVD?

Over the 1-year period, DIVD has performed better with a 26.02% return vs 25.52%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, RGEF or DIVD?

DIVD is cheaper with a 0.49% expense ratio, compared with 0.55% for RGEF.

Which ETF pays a higher dividend yield, RGEF or DIVD?

DIVD has the higher dividend yield at 2.68%, compared with 0.96% for RGEF.

What is the main difference between RGEF and DIVD?

They also come from different issuers: Rockefeller and Altrius. Their fees differ too: 0.55% for RGEF and 0.49% for DIVD.

Which has better risk-adjusted returns?

DIVD currently has the higher Sharpe Ratio (2.31 vs 1.70), 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.