{"schemaVersion":1,"ticker":"XDIV","asOf":"2026-10-30","desk":"core","cite":{"publisher":"ETFIQ","page":"https://etfiq.com/funds/xdiv/","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, XDIV against its benchmark, data as of 2026-10-30, https://etfiq.com/funds/xdiv/"},"benchmark":{"ticker":"VOO","name":"S&P 500 Index","tier":1,"kind":"index","basisOnPage":"total","basisHere":"total"},"kind":"benchmark","a":"XDIV","b":"VOO","window":{"from":"2025-07-18","to":"2026-10-30","firstReturn":"2025-07-25","weeklyReturns":67,"years":1.28,"short":true,"weekEnding":"2026-11-01"},"riskFree":{"rate":0.03858916,"perWeek":0.0007420993,"days":323,"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":0.22186394,"b":0.22177897,"edge":"Tie"},"annualised":{"a":0.16826165,"b":0.16819859,"edge":"Tie"},"price":{"a":0.22186394,"b":0.20434376,"edge":"XDIV (slight)","lead":"XDIV"},"volatility":{"a":0.11715396,"b":0.11639768,"edge":"Tie"},"downsideDeviation":{"a":0.06996368,"b":0.06953512,"edge":"Tie"},"maxDrawdown":{"a":-0.08472173,"b":-0.08377998,"edge":"Tie","aPeak":"2026-01-09","aTrough":"2026-03-27","bPeak":"2026-01-09","bTrough":"2026-03-27"},"excess":{"a":0.12388051,"b":0.12374006,"edge":"Tie"},"sharpe":{"a":1.0574163,"b":1.06308019,"edge":"Tie"},"sortino":{"a":1.77064025,"b":1.77953326,"edge":"Tie"},"calmar":{"a":1.98605066,"b":2.00762273,"edge":"Tie"}},"relative":{"XDIV":{"on":"VOO","beta":1.00287347,"r2":0.99281185,"alpha":-0.00021512,"alphaT":-0.0241321,"alphaLow":-0.01801807,"alphaHigh":0.01758783,"upsideCapture":1.01078335,"downsideCapture":1.00877811,"treynor":0.12352556,"trackingError":0.00993829,"informationRatio":0.01413164,"upWeeks":39,"downWeeks":28,"treynorReference":0.12374006,"edges":{"beta":{"edge":"Tie","neutral":true},"r2":{"edge":"Good fit","neutral":true},"alpha":{"edge":"Not significant"},"alphaRange":{"edge":"Includes zero"},"upsideCapture":{"edge":"Tie"},"downsideCapture":{"edge":"Tie"},"treynor":{"edge":"Tie"},"informationRatio":{"edge":null,"lead":"XDIV","note":"one number for the pair: its sign says which side it favours"},"trackingError":{"edge":null,"neutral":true}}}},"sources":{"XDIV":{"kept":"2026-11-01","distributions":0,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"issuerCloses":{"compared":12,"agree":12},"vendor":{"weeks":67,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.22186394}},"VOO":{"kept":"2026-11-01","distributions":5,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"issuerCloses":{"compared":11,"agree":11},"vendor":{"weeks":67,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.22177897}}}}