Correlation
The correlation between SMDV and VBR 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.
SMDV vs. VBR
Compare and contrast key facts about ProShares Russell 2000 Dividend Growers ETF (SMDV) and Vanguard Small-Cap Value ETF (VBR).
SMDV and VBR are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SMDV is a passively managed fund by ProShares that tracks the performance of the Russell 2000 Dividend Growth Index. It was launched on Feb 5, 2015. VBR is a passively managed fund by Vanguard that tracks the performance of the MSCI US Small Cap Value Index. It was launched on Jan 26, 2004. Both SMDV and VBR 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: SMDV or VBR.
Performance
SMDV vs. VBR - Performance Comparison
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Key characteristics
SMDV:
0.16
VBR:
0.11
SMDV:
0.61
VBR:
0.49
SMDV:
1.07
VBR:
1.06
SMDV:
0.30
VBR:
0.21
SMDV:
0.73
VBR:
0.60
SMDV:
8.71%
VBR:
8.27%
SMDV:
20.95%
VBR:
21.75%
SMDV:
-34.12%
VBR:
-62.01%
SMDV:
-14.73%
VBR:
-12.27%
Returns By Period
In the year-to-date period, SMDV achieves a -5.13% return, which is significantly lower than VBR's -4.33% return. Over the past 10 years, SMDV has underperformed VBR with an annualized return of 7.26%, while VBR has yielded a comparatively higher 7.80% annualized return.
SMDV
-5.13%
-0.45%
-13.51%
3.33%
3.49%
7.05%
7.26%
VBR
-4.33%
2.27%
-11.52%
2.47%
6.16%
13.37%
7.80%
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SMDV vs. VBR - Expense Ratio Comparison
SMDV has a 0.40% expense ratio, which is higher than VBR's 0.07% expense ratio.
Risk-Adjusted Performance
SMDV vs. VBR — Risk-Adjusted Performance Rank
SMDV
VBR
SMDV vs. VBR - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for ProShares Russell 2000 Dividend Growers ETF (SMDV) and Vanguard Small-Cap Value ETF (VBR). 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.
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Dividends
SMDV vs. VBR - Dividend Comparison
SMDV's dividend yield for the trailing twelve months is around 2.96%, more than VBR's 2.24% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SMDV ProShares Russell 2000 Dividend Growers ETF | 2.96% | 2.68% | 2.69% | 2.51% | 2.03% | 2.12% | 2.03% | 1.97% | 1.84% | 1.08% | 1.47% | 0.00% |
VBR Vanguard Small-Cap Value ETF | 2.24% | 1.98% | 2.12% | 2.03% | 1.75% | 1.68% | 2.06% | 2.35% | 1.79% | 1.77% | 1.99% | 1.77% |
Drawdowns
SMDV vs. VBR - Drawdown Comparison
The maximum SMDV drawdown since its inception was -34.12%, smaller than the maximum VBR drawdown of -62.01%. Use the drawdown chart below to compare losses from any high point for SMDV and VBR.
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Volatility
SMDV vs. VBR - Volatility Comparison
The current volatility for ProShares Russell 2000 Dividend Growers ETF (SMDV) is 5.74%, while Vanguard Small-Cap Value ETF (VBR) has a volatility of 6.27%. This indicates that SMDV experiences smaller price fluctuations and is considered to be less risky than VBR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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