SDVY vs. ITOT
Compare and contrast key facts about First Trust SMID Cap Rising Dividend Achievers ETF (SDVY) and iShares Core S&P Total U.S. Stock Market ETF (ITOT).
SDVY and ITOT are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SDVY is a passively managed fund by First Trust that tracks the performance of the NASDAQ US Small Mid Cap Rising Dividend Achievers™ Index. It was launched on Nov 1, 2017. ITOT is a passively managed fund by iShares that tracks the performance of the S&P Composite 1500 Index. It was launched on Jan 20, 2004. Both SDVY and ITOT 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: SDVY or ITOT.
Key characteristics
| SDVY | ITOT | |
|---|---|---|
| YTD Return | 20.72% | 26.74% |
| 1Y Return | 43.73% | 38.99% |
| 3Y Return (Ann) | 10.64% | 8.91% |
| 5Y Return (Ann) | 15.05% | 15.42% |
| Sharpe Ratio | 2.32 | 3.24 |
| Sortino Ratio | 3.33 | 4.29 |
| Omega Ratio | 1.41 | 1.60 |
| Calmar Ratio | 4.69 | 4.83 |
| Martin Ratio | 13.28 | 21.09 |
| Ulcer Index | 3.44% | 1.95% |
| Daily Std Dev | 19.67% | 12.65% |
| Max Drawdown | -44.70% | -55.21% |
| Current Drawdown | 0.00% | 0.00% |
Correlation
The correlation between SDVY and ITOT is 0.72, 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
SDVY vs. ITOT - Performance Comparison
In the year-to-date period, SDVY achieves a 20.72% return, which is significantly lower than ITOT's 26.74% 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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SDVY vs. ITOT - Expense Ratio Comparison
SDVY has a 0.60% expense ratio, which is higher than ITOT's 0.03% expense ratio.
Risk-Adjusted Performance
SDVY vs. ITOT - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for First Trust SMID Cap Rising Dividend Achievers ETF (SDVY) and iShares Core S&P Total U.S. Stock Market ETF (ITOT). 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
SDVY vs. ITOT - Dividend Comparison
SDVY's dividend yield for the trailing twelve months is around 1.47%, more than ITOT's 1.20% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SDVY First Trust SMID Cap Rising Dividend Achievers ETF | 1.47% | 1.90% | 2.28% | 1.09% | 1.48% | 1.70% | 1.57% | 0.29% | 0.00% | 0.00% | 0.00% | 0.00% |
ITOT iShares Core S&P Total U.S. Stock Market ETF | 1.20% | 1.47% | 1.66% | 1.18% | 1.41% | 1.88% | 2.14% | 1.69% | 1.83% | 2.01% | 2.20% | 2.06% |
Drawdowns
SDVY vs. ITOT - Drawdown Comparison
The maximum SDVY drawdown since its inception was -44.70%, smaller than the maximum ITOT drawdown of -55.21%. Use the drawdown chart below to compare losses from any high point for SDVY and ITOT. For additional features, visit the drawdowns tool.
Volatility
SDVY vs. ITOT - Volatility Comparison
First Trust SMID Cap Rising Dividend Achievers ETF (SDVY) has a higher volatility of 7.78% compared to iShares Core S&P Total U.S. Stock Market ETF (ITOT) at 4.03%. This indicates that SDVY's price experiences larger fluctuations and is considered to be riskier than ITOT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.