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

Correlation

The correlation between SMDV and REGL is 0.65, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.7

Performance

SMDV vs. REGL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Russell 2000 Dividend Growers ETF (SMDV) and ProShares S&P MidCap 400 Dividend Aristocrats ETF (REGL). The values are adjusted to include any dividend payments, if applicable.

80.00%100.00%120.00%140.00%160.00%180.00%NovemberDecember2025FebruaryMarchApril
96.10%
143.73%
SMDV
REGL

Key characteristics

Sharpe Ratio

SMDV:

0.22

REGL:

0.31

Sortino Ratio

SMDV:

0.49

REGL:

0.57

Omega Ratio

SMDV:

1.06

REGL:

1.07

Calmar Ratio

SMDV:

0.22

REGL:

0.31

Martin Ratio

SMDV:

0.61

REGL:

0.94

Ulcer Index

SMDV:

7.64%

REGL:

5.67%

Daily Std Dev

SMDV:

20.66%

REGL:

17.26%

Max Drawdown

SMDV:

-34.12%

REGL:

-36.37%

Current Drawdown

SMDV:

-15.84%

REGL:

-10.46%

Returns By Period

In the year-to-date period, SMDV achieves a -6.37% return, which is significantly lower than REGL's -2.17% return. Over the past 10 years, SMDV has underperformed REGL with an annualized return of 6.93%, while REGL has yielded a comparatively higher 9.30% annualized return.


SMDV

YTD

-6.37%

1M

-4.88%

6M

-6.15%

1Y

5.57%

5Y*

9.31%

10Y*

6.93%

REGL

YTD

-2.17%

1M

-2.79%

6M

-1.64%

1Y

6.05%

5Y*

13.53%

10Y*

9.30%

*Annualized

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SMDV vs. REGL - Expense Ratio Comparison

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


Expense ratio chart for SMDV: current value is 0.40%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
SMDV: 0.40%
Expense ratio chart for REGL: current value is 0.40%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
REGL: 0.40%

Risk-Adjusted Performance

SMDV vs. REGL — Risk-Adjusted Performance Rank

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

SMDV
The Risk-Adjusted Performance Rank of SMDV is 3636
Overall Rank
The Sharpe Ratio Rank of SMDV is 3535
Sharpe Ratio Rank
The Sortino Ratio Rank of SMDV is 3838
Sortino Ratio Rank
The Omega Ratio Rank of SMDV is 3434
Omega Ratio Rank
The Calmar Ratio Rank of SMDV is 3939
Calmar Ratio Rank
The Martin Ratio Rank of SMDV is 3333
Martin Ratio Rank

REGL
The Risk-Adjusted Performance Rank of REGL is 4242
Overall Rank
The Sharpe Ratio Rank of REGL is 4242
Sharpe Ratio Rank
The Sortino Ratio Rank of REGL is 4343
Sortino Ratio Rank
The Omega Ratio Rank of REGL is 3939
Omega Ratio Rank
The Calmar Ratio Rank of REGL is 4646
Calmar Ratio Rank
The Martin Ratio Rank of REGL is 3939
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

SMDV vs. REGL - Risk-Adjusted Performance Comparison

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


The chart of Sharpe ratio for SMDV, currently valued at 0.22, compared to the broader market-1.000.001.002.003.004.00
SMDV: 0.22
REGL: 0.31
The chart of Sortino ratio for SMDV, currently valued at 0.49, compared to the broader market-2.000.002.004.006.008.00
SMDV: 0.49
REGL: 0.57
The chart of Omega ratio for SMDV, currently valued at 1.06, compared to the broader market0.501.001.502.00
SMDV: 1.06
REGL: 1.07
The chart of Calmar ratio for SMDV, currently valued at 0.22, compared to the broader market0.002.004.006.008.0010.0012.00
SMDV: 0.22
REGL: 0.31
The chart of Martin ratio for SMDV, currently valued at 0.61, compared to the broader market0.0020.0040.0060.00
SMDV: 0.61
REGL: 0.94

The current SMDV Sharpe Ratio is 0.22, which is comparable to the REGL Sharpe Ratio of 0.31. The chart below compares the historical Sharpe Ratios of SMDV and REGL, 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 Ratio0.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
0.22
0.31
SMDV
REGL

Dividends

SMDV vs. REGL - Dividend Comparison

SMDV's dividend yield for the trailing twelve months is around 3.00%, more than REGL's 2.61% yield.


TTM2024202320222021202020192018201720162015
SMDV
ProShares Russell 2000 Dividend Growers ETF
3.00%2.68%2.69%2.51%2.02%2.13%2.03%1.97%1.84%1.08%1.47%
REGL
ProShares S&P MidCap 400 Dividend Aristocrats ETF
2.61%2.28%2.40%2.32%2.50%2.41%1.96%2.09%1.63%1.20%1.66%

Drawdowns

SMDV vs. REGL - Drawdown Comparison

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


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-15.84%
-10.46%
SMDV
REGL

Volatility

SMDV vs. REGL - Volatility Comparison

ProShares Russell 2000 Dividend Growers ETF (SMDV) and ProShares S&P MidCap 400 Dividend Aristocrats ETF (REGL) have volatilities of 9.61% and 10.01%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%NovemberDecember2025FebruaryMarchApril
9.61%
10.01%
SMDV
REGL