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TMDV vs. COM
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TMDV vs. COM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Russell U.S. Dividend Growers ETF (TMDV) and Direxion Auspice Broad Commodity Strategy ETF (COM). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, TMDV achieves a 7.63% return, which is significantly lower than COM's 12.48% return.


TMDV

1D
-0.12%
1M
1.86%
YTD
7.63%
6M
6.59%
1Y
11.78%
3Y*
5.99%
5Y*
3.77%
10Y*

COM

1D
-0.24%
1M
-3.92%
YTD
12.48%
6M
12.53%
1Y
18.69%
3Y*
6.70%
5Y*
8.18%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

TMDV vs. COM - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
TMDV
ProShares Russell U.S. Dividend Growers ETF
7.63%2.91%2.64%2.25%-5.10%23.45%4.82%2.63%
COM
Direxion Auspice Broad Commodity Strategy ETF
12.48%7.72%5.81%-2.09%9.17%28.00%6.63%1.18%

Correlation

The correlation between TMDV and COM is -0.08, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.08

Correlation (3Y)
Calculated over the trailing 3-year period

0.03

Correlation (5Y)
Calculated over the trailing 5-year period

0.08

Correlation (All Time)
Calculated using the full available price history since Nov 7, 2019

0.12

The correlation between TMDV and COM shifts across timeframes, from -0.08 (1 year) to 0.12 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

TMDV vs. COM — Risk / Return Rank

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

TMDV
TMDV Risk / Return Rank: 2626
Overall Rank
TMDV Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
TMDV Sortino Ratio Rank: 2929
Sortino Ratio Rank
TMDV Omega Ratio Rank: 2525
Omega Ratio Rank
TMDV Calmar Ratio Rank: 2626
Calmar Ratio Rank
TMDV Martin Ratio Rank: 2323
Martin Ratio Rank

COM
COM Risk / Return Rank: 5454
Overall Rank
COM Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
COM Sortino Ratio Rank: 5151
Sortino Ratio Rank
COM Omega Ratio Rank: 5555
Omega Ratio Rank
COM Calmar Ratio Rank: 5757
Calmar Ratio Rank
COM Martin Ratio Rank: 5454
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

TMDV vs. COM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Russell U.S. Dividend Growers ETF (TMDV) and Direxion Auspice Broad Commodity Strategy ETF (COM). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


TMDVCOMDifference
Sharpe ratioReturn per unit of total volatility

-0.81

Sortino ratioReturn per unit of downside risk

-0.90

Omega ratioGain probability vs. loss probability

1.17

1.33

-0.16

Calmar ratioReturn relative to maximum drawdown

1.20

2.76

-1.55

Martin ratioReturn relative to average drawdown

2.91

9.09

-6.19

TMDV vs. COM - Sharpe Ratio Comparison

The current TMDV Sharpe Ratio is 0.97, which is lower than the COM Sharpe Ratio of 1.79. The chart below compares the historical Sharpe Ratios of TMDV and COM, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

TMDV vs. COM - Drawdown Comparison

The maximum TMDV drawdown since its inception was -33.42%, which is greater than COM's maximum drawdown of -15.95%. Use the drawdown chart below to compare losses from any high point for TMDV and COM.


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Drawdown Indicators


TMDVCOMDifference

Max Drawdown

Largest peak-to-trough decline

-33.42%

-15.95%

-17.47%

Max Drawdown (1Y)

Largest decline over 1 year

-9.82%

-6.81%

-3.01%

Max Drawdown (3Y)

Largest decline over 3 years

-16.02%

-8.50%

-7.52%

Max Drawdown (5Y)

Largest decline over 5 years

-17.11%

-14.02%

-3.09%

Current Drawdown

Current decline from peak

-3.79%

-6.61%

+2.82%

Average Drawdown

Average peak-to-trough decline

-5.42%

-6.28%

+0.86%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.06%

2.10%

+1.96%

Volatility

TMDV vs. COM - Volatility Comparison

ProShares Russell U.S. Dividend Growers ETF (TMDV) has a higher volatility of 3.21% compared to Direxion Auspice Broad Commodity Strategy ETF (COM) at 2.13%. This indicates that TMDV's price experiences larger fluctuations and is considered to be riskier than COM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TMDVCOMDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.21%

2.13%

+1.08%

Volatility (6M)

Calculated over the trailing 6-month period

8.62%

8.54%

+0.08%

Volatility (1Y)

Calculated over the trailing 1-year period

12.20%

10.54%

+1.66%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.41%

9.53%

+4.88%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.60%

9.76%

+8.84%

TMDV vs. COM - Expense Ratio Comparison

TMDV has a 0.35% expense ratio, which is lower than COM's 0.70% expense ratio.


Dividends

TMDV vs. COM - Dividend Comparison

TMDV's dividend yield for the trailing twelve months is around 2.55%, more than COM's 2.51% yield.


PositionTTM202520242023202220212020201920182017
COM
Direxion Auspice Broad Commodity Strategy ETF
2.51%2.99%3.88%3.80%8.59%10.32%0.13%1.09%2.36%0.09%
TMDV
ProShares Russell U.S. Dividend Growers ETF
2.55%2.65%2.70%2.45%2.46%2.14%2.28%0.16%0.00%0.00%

Frequently Asked Questions


TMDV and COM have a correlation of -0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TMDV has higher volatility (3.21%) compared to COM (2.13%). In terms of maximum drawdown, TMDV dropped -33.42% vs COM's -15.95%.

On 5-year performance, COM leads with 8.18% vs 3.77% for TMDV. On fees, TMDV is cheaper at 0.35% per year. On volatility, COM has been the lower-risk option at 2.13%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, COM has performed better with a 8.18% return vs 3.77%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

TMDV is cheaper with a 0.35% expense ratio, compared with 0.70% for COM.

TMDV has the higher dividend yield at 2.55%, compared with 2.51% for COM.

TMDV is categorized as Mid Cap Value Equities, while COM is Commodities. TMDV tracks Russell 3000 Dividend Elite Index, while COM tracks Auspice Broad Commodity ER Index. They also come from different issuers: ProShares and Direxion. Their fees differ too: 0.35% for TMDV and 0.70% for COM.

COM currently has the higher Sharpe Ratio (1.79 vs 0.97), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for TMDV and COM

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