Bahl & Gaynor Small Cap Dividend ETF (SCDV) Performance
SCDV total return
Distributions reinvested · as of Oct 23, 2026- YTD
- +6.8% since Dec 31, 2025
- 1 year
- +1.7% total return
- Since first price
- +3.0% since 2024
SCDV trailing returns vs SPY, QQQ, AGG
| Period | SCDV total return | Price only | S&P 500 (SPY) | Nasdaq-100 (QQQ) | U.S. bonds (AGG) |
|---|---|---|---|---|---|
| 1 month | −2.7% | −2.8% | −1.0% | −5.0% | +0.9% |
| 3 months | −6.8% | −6.9% | +3.2% | +1.9% | −0.4% |
| 6 months | −3.2% | −3.4% | +7.8% | +8.4% | −1.5% |
| YTD | +6.8% | +6.5% | +12.3% | +15.1% | −1.0% |
| 1 year | +1.7% | +1.2% | +14.4% | +15.9% | −1.1% |
| Since inceptionDec 12, 2024 | +3.0% | +2.1% | — | — | — |
Total return from adjusted closes (distributions reinvested, before tax). Periods of 3 years or more are also shown annualized. Price only excludes distributions.
Growth of $10,000: SCDV vs SPY
From Dec 12, 2024: SCDV grew to $10,304, SPY to $12,866.
Year-end values with distributions reinvested, no taxes or trading costs. Start: first common trading day of both funds.
SCDV returns by calendar year
1 of 1 full years positive. Best 2025 (+3.1%), worst 2025 (+3.1%). 2026 is year to date.
SCDV annual returns table
| Year | SCDV | Largest drop | SPY | QQQ | AGG |
|---|---|---|---|---|---|
| 2026YTD | +6.8% | −11.4% | +12.3% | +15.1% | −1.0% |
| 2025 | +3.1% | −21.0% | +17.7% | +20.8% | +7.2% |
Largest drop = deepest fall from a high within that calendar year.
Calendar-year return vs largest drop within the year
Most years include a sizable fall at some point even when the year ends higher.
SCDV largest drawdowns
Now 10.8% below the high| Peak | Decline | Bottom | Recovered | Fall | Underwater |
|---|---|---|---|---|---|
| Dec 12, 2024 | −22.8% | Apr 8, 2025 | Aug 13, 2025 | 4 months | 8 months |
| Feb 20, 2026 | −11.4% | Mar 30, 2026 | Jun 24, 2026 | 38 days | 4 months |
| Aug 14, 2026 | −10.8% | Oct 23, 2026 | not yet | 2 months | 2 months so far |
Declines from a closing high (distributions reinvested) of 10% or more. Underwater = time from the peak until the old high was regained.
SCDV risk statistics
| Statistic | Since 2024 |
|---|---|
| Annualized return | +6.7% |
| Volatility (annualized) | 14.8% |
| Sharpe ratio | 0.25 |
| Sortino ratio | 0.40 |
| Best month | +8.3% |
| Worst month | −7.5% |
| Best 12 months | +25.8% |
| Worst 12 months | +3.1% |
| Positive months | 48% |
| Beta vs S&P 500 | — |
| Correlation with S&P 500 | — |
From monthly total returns. Sharpe and Sortino use 1–3 month T-bills (BIL) as the risk-free rate, so they need history from 2007 on.
SCDV rolling returns
| Holding period | Periods | Worst | Median | Best | Positive |
|---|---|---|---|---|---|
| 1-year | 11 | +3.1% | +15.7% | +25.8% | 100% |
Every holding period starting at a month-end since 2024. Returns for 3 years and longer are annualized.
SCDV performance overview
Bahl & Gaynor Small Cap Dividend ETF (SCDV) returned +1.7% over the past year, with distributions reinvested. Since its first recorded price on Dec 12, 2024 it has returned +3.0%. Over the same year S&P 500 (SPY) returned +14.4%.
The deepest decline was −22.8%, from Dec 12, 2024 to Apr 8, 2025, and it took 4 months to get back to the old high. Volatility has been 14.8% a year.
Related: SCDV chart, SCDV holdings, SCDV dividends, SCDV valuation. See the SCDV overview for the latest quote and fund facts.
SCDV performance FAQ
What is the SCDV return over the past year?
SCDV returned +1.7% over the 12 months to October 23, 2026, including reinvested distributions. On price alone it rose 1.2%.
How much would $10,000 invested in SCDV be worth?
$10,000 invested in SCDV at its first recorded close on December 12, 2024 would be worth about $10,304 on October 23, 2026 with distributions reinvested.
What is the biggest drawdown of SCDV?
The largest peak-to-trough decline was −22.8% between December 12, 2024 and April 8, 2025. It recovered to the old high on August 13, 2025, 4 months after the bottom.
How volatile is SCDV?
Over the past history SCDV had an annualized volatility of 14.8% and a Sharpe ratio of 0.25 (excess return over 1–3 month T-bills per unit of risk).