SDY vs. TMDV
Compare and contrast key facts about SPDR S&P Dividend ETF (SDY) and ProShares Russell U.S. Dividend Growers ETF (TMDV).
SDY and TMDV are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SDY is a passively managed fund by State Street that tracks the performance of the S&P High Yield Dividend Aristocrats Index. It was launched on Nov 15, 2005. 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 SDY 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.
Performance
SDY vs. TMDV - Performance Comparison
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SDY vs. TMDV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
SDY SPDR S&P Dividend ETF | 5.44% | 8.18% | 8.45% | 2.61% | -0.54% | 25.32% | 1.71% | 2.08% |
TMDV ProShares Russell U.S. Dividend Growers ETF | 4.14% | 2.91% | 2.64% | 2.25% | -5.10% | 23.45% | 4.82% | 3.26% |
Returns By Period
In the year-to-date period, SDY achieves a 5.44% return, which is significantly higher than TMDV's 4.14% return.
SDY
- 1D
- -0.07%
- 1M
- -5.88%
- YTD
- 5.44%
- 6M
- 5.59%
- 1Y
- 10.47%
- 3Y*
- 8.47%
- 5Y*
- 6.99%
- 10Y*
- 9.36%
TMDV
- 1D
- 0.27%
- 1M
- -6.06%
- YTD
- 4.14%
- 6M
- 4.03%
- 1Y
- 5.15%
- 3Y*
- 4.21%
- 5Y*
- 3.75%
- 10Y*
- —
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SDY vs. TMDV - Expense Ratio Comparison
Both SDY and TMDV have an expense ratio of 0.35%.
Return for Risk
SDY vs. TMDV — Risk / Return Rank
SDY
TMDV
SDY vs. TMDV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR S&P Dividend ETF (SDY) 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.
| SDY | TMDV | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.76 | 0.35 | +0.41 |
Sortino ratioReturn per unit of downside risk | 1.17 | 0.61 | +0.55 |
Omega ratioGain probability vs. loss probability | 1.15 | 1.07 | +0.08 |
Calmar ratioReturn relative to maximum drawdown | 0.97 | 0.49 | +0.48 |
Martin ratioReturn relative to average drawdown | 3.80 | 1.42 | +2.39 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SDY | TMDV | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.76 | 0.35 | +0.41 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.50 | 0.26 | +0.24 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.55 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.47 | 0.31 | +0.16 |
Correlation
The correlation between SDY and TMDV is 0.96, 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.
Dividends
SDY vs. TMDV - Dividend Comparison
SDY's dividend yield for the trailing twelve months is around 2.53%, less than TMDV's 2.63% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SDY SPDR S&P Dividend ETF | 2.53% | 2.61% | 2.56% | 2.64% | 2.55% | 2.63% | 2.85% | 2.45% | 2.73% | 4.69% | 3.30% | 6.20% |
TMDV ProShares Russell U.S. Dividend Growers ETF | 2.63% | 2.65% | 2.70% | 2.45% | 2.46% | 2.14% | 2.28% | 0.16% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
SDY vs. TMDV - Drawdown Comparison
The maximum SDY drawdown since its inception was -54.75%, which is greater than TMDV's maximum drawdown of -33.42%. Use the drawdown chart below to compare losses from any high point for SDY and TMDV.
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Drawdown Indicators
| SDY | TMDV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.75% | -33.42% | -21.33% |
Max Drawdown (1Y)Largest decline over 1 year | -10.66% | -10.52% | -0.14% |
Max Drawdown (5Y)Largest decline over 5 years | -15.21% | -17.11% | +1.90% |
Max Drawdown (10Y)Largest decline over 10 years | -36.70% | — | — |
Current DrawdownCurrent decline from peak | -5.90% | -6.91% | +1.01% |
Average DrawdownAverage peak-to-trough decline | -6.22% | -5.42% | -0.80% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.73% | 3.65% | -0.92% |
Volatility
SDY vs. TMDV - Volatility Comparison
The current volatility for SPDR S&P Dividend ETF (SDY) is 3.11%, while ProShares Russell U.S. Dividend Growers ETF (TMDV) has a volatility of 3.78%. This indicates that SDY experiences smaller price fluctuations and is considered to be less risky than TMDV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SDY | TMDV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.11% | 3.78% | -0.67% |
Volatility (6M)Calculated over the trailing 6-month period | 7.33% | 8.35% | -1.02% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.87% | 14.86% | -0.99% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.06% | 14.43% | -0.37% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.07% | 18.78% | -1.71% |