SQL Question (Comparing 2 files)

I am comparing 2 files that should have similar records in each file. For
example file 1 has vennum and vendiv and file 2 has vennum and divnum. Both
files are directly related to each other and should have one unique matching
record in each file. I am trying to figure out which records don't have a
match in the other file. How is this done?

Is this what I should use?
SELECT *
  FROM FILE1 A EXCEPTION JOIN FILE2 B
        ON A.VENNUM = B.VENNUM AND
           A.DIVNUM = B.DIVNUM

It doesn't seem to give me the correct result set.

TIA,
Mike