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