SMDV vs. VDC
Compare and contrast key facts about ProShares Russell 2000 Dividend Growers ETF (SMDV) and Vanguard Consumer Staples ETF (VDC).
SMDV and VDC 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. VDC is a passively managed fund by Vanguard that tracks the performance of the MSCI US Investable Market Consumer Staples 25/50 Index. It was launched on Jan 26, 2004. Both SMDV and VDC 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 VDC.
Key characteristics
| SMDV | VDC | |
|---|---|---|
| YTD Return | 15.95% | 14.87% |
| 1Y Return | 35.89% | 21.08% |
| 3Y Return (Ann) | 5.89% | 6.98% |
| 5Y Return (Ann) | 6.90% | 9.38% |
| Sharpe Ratio | 1.70 | 2.17 |
| Sortino Ratio | 2.59 | 3.11 |
| Omega Ratio | 1.31 | 1.38 |
| Calmar Ratio | 2.45 | 2.43 |
| Martin Ratio | 7.39 | 14.33 |
| Ulcer Index | 4.89% | 1.50% |
| Daily Std Dev | 21.30% | 9.91% |
| Max Drawdown | -34.12% | -34.24% |
| Current Drawdown | -1.26% | -2.05% |
Correlation
The correlation between SMDV and VDC is 0.56, 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.
Performance
SMDV vs. VDC - Performance Comparison
In the year-to-date period, SMDV achieves a 15.95% return, which is significantly higher than VDC's 14.87% 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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SMDV vs. VDC - Expense Ratio Comparison
SMDV has a 0.40% expense ratio, which is higher than VDC's 0.10% expense ratio.
Risk-Adjusted Performance
SMDV vs. VDC - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for ProShares Russell 2000 Dividend Growers ETF (SMDV) and Vanguard Consumer Staples ETF (VDC). 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
SMDV vs. VDC - Dividend Comparison
SMDV's dividend yield for the trailing twelve months is around 2.59%, more than VDC's 2.56% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SMDV ProShares Russell 2000 Dividend Growers ETF | 2.59% | 2.69% | 2.51% | 2.03% | 2.12% | 2.03% | 1.97% | 1.84% | 1.08% | 1.47% | 0.00% | 0.00% |
VDC Vanguard Consumer Staples ETF | 2.56% | 2.65% | 2.37% | 2.14% | 2.50% | 2.44% | 2.78% | 2.52% | 2.39% | 2.55% | 1.93% | 2.21% |
Drawdowns
SMDV vs. VDC - Drawdown Comparison
The maximum SMDV drawdown since its inception was -34.12%, roughly equal to the maximum VDC drawdown of -34.24%. Use the drawdown chart below to compare losses from any high point for SMDV and VDC. For additional features, visit the drawdowns tool.
Volatility
SMDV vs. VDC - Volatility Comparison
ProShares Russell 2000 Dividend Growers ETF (SMDV) has a higher volatility of 8.66% compared to Vanguard Consumer Staples ETF (VDC) at 2.77%. This indicates that SMDV's price experiences larger fluctuations and is considered to be riskier than VDC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.