{"schemaVersion":1,"ticker":"DIVD","asOf":"2026-10-30","desk":"core","cite":{"publisher":"ETFIQ","page":"https://etfiq.com/funds/divd/","methodology":"https://etfiq.com/methodology/","as_of":"2026-10-30","credit":"Computed by ETFIQ from Tiingo daily prices and ETFIQ's distribution records; risk-free rate: U.S. Treasury, Daily Treasury Bill Rates, 13-week coupon equivalent","class":"mixed","license":"https://etfiq.com/license/","license_text":"Only the numbers in etfiq_fields are ETFIQ's, free to use with attribution: ETFIQ (etfiq.com). Every other number stays under its owner's terms: issuer_fields as the issuer published them, vendor_fields from an end-of-day data vendor.","fields_note":"Not yet classed field by field: only data ETFIQ computes is covered by its licence.","cite_as":"ETFIQ, Risk and return scorecard, DIVD against its benchmark, data as of 2026-10-30, https://etfiq.com/funds/divd/"},"benchmark":{"ticker":null,"name":"its own holdings","tier":2,"kind":"holdings","basisOnPage":null,"basisHere":"total"},"stated":{"index":"S&P 500 Index","namedIn":"its prospectus","status":"priced","via":"VOO","r2":0.1753,"oneYear":{"from":"2025-10-30","to":"2026-10-30","fund":28.18983309,"ref":12.41511385,"gap":15.77471924}},"absent":"its benchmark is its own holdings, which has no weekly price series","notMeasured":"own holdings","secondary":{"benchmark":{"ticker":"VOO","name":"S&P 500 Index","namedIn":"its prospectus","role":"secondary","basisHere":"total"},"kind":"benchmark","a":"DIVD","b":"VOO","window":{"from":"2022-10-07","to":"2026-10-30","firstReturn":"2022-10-14","weeklyReturns":212,"years":4.06,"short":false,"weekEnding":"2026-11-01"},"riskFree":{"rate":0.04581399,"perWeek":0.0008810383,"days":1015,"series":"13-week Treasury bill, coupon equivalent, average of daily yields","source":"U.S. Department of the Treasury, Daily Treasury Bill Rates","url":"https://home.treasury.gov/resource-center/data-chart-center/interest-rates/TextView?type=daily_treasury_bill_rates"},"measures":{"total":{"a":1.07360265,"b":1.20163556,"edge":"VOO","lead":"VOO"},"annualised":{"a":0.19587943,"b":0.21358342,"edge":"VOO (slight)","lead":"VOO"},"price":{"a":0.83096298,"b":1.08445084,"edge":"VOO","lead":"VOO"},"volatility":{"a":0.13163062,"b":0.14337618,"edge":"DIVD (slight)","lead":"DIVD"},"downsideDeviation":{"a":0.08847005,"b":0.09089447,"edge":"DIVD (slight)","lead":"DIVD"},"maxDrawdown":{"a":-0.10621596,"b":-0.1668507,"edge":"DIVD","lead":"DIVD","aPeak":"2025-03-07","aTrough":"2025-04-04","bPeak":"2025-02-14","bTrough":"2025-04-04"},"excess":{"a":0.14203227,"b":0.15834879,"edge":"VOO","lead":"VOO"},"sharpe":{"a":1.0790215,"b":1.10442883,"edge":"VOO (slight)","lead":"VOO"},"sortino":{"a":1.60542775,"b":1.74211681,"edge":"VOO (slight)","lead":"VOO"},"calmar":{"a":1.84416194,"b":1.28008705,"edge":"DIVD","lead":"DIVD"}},"relative":{"DIVD":{"on":"VOO","beta":0.59955094,"r2":0.4264738,"alpha":0.0470941,"alphaT":0.94060929,"alphaLow":-0.05160551,"alphaHigh":0.14579371,"upsideCapture":0.51738238,"downsideCapture":0.51463971,"treynor":0.23689775,"trackingError":0.11503798,"informationRatio":-0.14183596,"upWeeks":123,"downWeeks":89,"treynorReference":0.15834879,"edges":{"beta":{"edge":"Lower beta","neutral":true},"r2":{"edge":null,"neutral":true},"alpha":{"edge":"Not significant"},"alphaRange":{"edge":"Includes zero"},"upsideCapture":{"edge":"VOO","lead":"VOO"},"downsideCapture":{"edge":"DIVD","lead":"DIVD"},"treynor":{"edge":"DIVD","lead":"DIVD"},"informationRatio":{"edge":null,"lead":"VOO","note":"one number for the pair: its sign says which side it favours"},"trackingError":{"edge":null,"neutral":true}}}},"sources":{"DIVD":{"kept":"2026-11-01","distributions":49,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"vendor":{"weeks":212,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":1.07360265}},"VOO":{"kept":"2026-11-01","distributions":16,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"issuerCloses":{"compared":11,"agree":11},"vendor":{"weeks":212,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":1.20163556}}}}}