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TMDV vs. SYLD
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TMDV vs. SYLD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Russell U.S. Dividend Growers ETF (TMDV) and Cambria Shareholder Yield ETF (SYLD). The values are adjusted to include any dividend payments, if applicable.

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TMDV vs. SYLD - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
TMDV
ProShares Russell U.S. Dividend Growers ETF
3.86%2.91%2.64%2.25%-5.10%23.45%4.82%3.26%
SYLD
Cambria Shareholder Yield ETF
9.10%3.94%3.37%16.46%-6.14%48.59%13.61%2.91%

Returns By Period

In the year-to-date period, TMDV achieves a 3.86% return, which is significantly lower than SYLD's 9.10% return.


TMDV

1D
0.73%
1M
-6.29%
YTD
3.86%
6M
3.24%
1Y
4.88%
3Y*
4.12%
5Y*
3.69%
10Y*

SYLD

1D
1.44%
1M
-0.36%
YTD
9.10%
6M
10.78%
1Y
20.74%
3Y*
10.94%
5Y*
6.86%
10Y*
12.45%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TMDV vs. SYLD - Expense Ratio Comparison

TMDV has a 0.35% expense ratio, which is lower than SYLD's 0.59% expense ratio.


Return for Risk

TMDV vs. SYLD — Risk / Return Rank

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

TMDV
TMDV Risk / Return Rank: 2222
Overall Rank
TMDV Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
TMDV Sortino Ratio Rank: 2222
Sortino Ratio Rank
TMDV Omega Ratio Rank: 2020
Omega Ratio Rank
TMDV Calmar Ratio Rank: 2525
Calmar Ratio Rank
TMDV Martin Ratio Rank: 2323
Martin Ratio Rank

SYLD
SYLD Risk / Return Rank: 5858
Overall Rank
SYLD Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
SYLD Sortino Ratio Rank: 6161
Sortino Ratio Rank
SYLD Omega Ratio Rank: 5656
Omega Ratio Rank
SYLD Calmar Ratio Rank: 5959
Calmar Ratio Rank
SYLD Martin Ratio Rank: 5959
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. SYLD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Russell U.S. Dividend Growers ETF (TMDV) and Cambria Shareholder Yield ETF (SYLD). 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.


TMDVSYLDDifference

Sharpe ratio

Return per unit of total volatility

0.33

0.97

-0.64

Sortino ratio

Return per unit of downside risk

0.59

1.51

-0.92

Omega ratio

Gain probability vs. loss probability

1.07

1.20

-0.13

Calmar ratio

Return relative to maximum drawdown

0.56

1.42

-0.86

Martin ratio

Return relative to average drawdown

1.62

5.52

-3.89

TMDV vs. SYLD - Sharpe Ratio Comparison

The current TMDV Sharpe Ratio is 0.33, which is lower than the SYLD Sharpe Ratio of 0.97. The chart below compares the historical Sharpe Ratios of TMDV and SYLD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


TMDVSYLDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.33

0.97

-0.64

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.26

0.33

-0.07

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.54

Sharpe Ratio (All Time)

Calculated using the full available price history

0.30

0.56

-0.26

Correlation

The correlation between TMDV and SYLD is 0.80, 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. SYLD - Dividend Comparison

TMDV's dividend yield for the trailing twelve months is around 2.64%, more than SYLD's 1.94% yield.


TTM20252024202320222021202020192018201720162015
TMDV
ProShares Russell U.S. Dividend Growers ETF
2.64%2.65%2.70%2.45%2.46%2.14%2.28%0.16%0.00%0.00%0.00%0.00%
SYLD
Cambria Shareholder Yield ETF
1.94%2.25%2.04%1.92%2.20%2.37%1.99%2.08%2.52%1.57%1.92%6.93%

Drawdowns

TMDV vs. SYLD - Drawdown Comparison

The maximum TMDV drawdown since its inception was -33.42%, smaller than the maximum SYLD drawdown of -45.36%. Use the drawdown chart below to compare losses from any high point for TMDV and SYLD.


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Drawdown Indicators


TMDVSYLDDifference

Max Drawdown

Largest peak-to-trough decline

-33.42%

-45.36%

+11.94%

Max Drawdown (1Y)

Largest decline over 1 year

-10.52%

-14.90%

+4.38%

Max Drawdown (5Y)

Largest decline over 5 years

-17.11%

-26.62%

+9.51%

Max Drawdown (10Y)

Largest decline over 10 years

-45.36%

Current Drawdown

Current decline from peak

-7.16%

-3.17%

-3.99%

Average Drawdown

Average peak-to-trough decline

-5.42%

-5.72%

+0.30%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.62%

3.83%

-0.21%

Volatility

TMDV vs. SYLD - Volatility Comparison

The current volatility for ProShares Russell U.S. Dividend Growers ETF (TMDV) is 3.78%, while Cambria Shareholder Yield ETF (SYLD) has a volatility of 4.04%. This indicates that TMDV experiences smaller price fluctuations and is considered to be less risky than SYLD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TMDVSYLDDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.78%

4.04%

-0.26%

Volatility (6M)

Calculated over the trailing 6-month period

8.37%

11.47%

-3.10%

Volatility (1Y)

Calculated over the trailing 1-year period

14.88%

21.53%

-6.65%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.43%

20.91%

-6.48%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.79%

22.97%

-4.18%