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ARCK.L vs. TDGB.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ARCK.L vs. TDGB.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in ARK Innovation UCITS ETF USD Accumulating (ARCK.L) and VanEck Morningstar Developed Markets Dividend Leaders UCITS ETF (TDGB.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

ARCK.L is traded in GBp, while TDGB.L is traded in GBP. To make them comparable, the TDGB.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

The year-to-date returns for both stocks are quite close, with ARCK.L having a 9.12% return and TDGB.L slightly lower at 8.92%.


ARCK.L

1D
3.86%
1M
7.67%
YTD
9.12%
6M
2.16%
1Y
48.52%
3Y*
5Y*
10Y*

TDGB.L

1D
0.48%
1M
0.92%
YTD
8.92%
6M
11.81%
1Y
29.32%
3Y*
20.13%
5Y*
17.70%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ARCK.L vs. TDGB.L - Yearly Performance Comparison


Correlation

The correlation between ARCK.L and TDGB.L is 0.07, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.07

Correlation (All Time)
Calculated using the full available price history since Apr 22, 2024

0.23

The correlation between ARCK.L and TDGB.L shifts across timeframes, from 0.07 (1 year) to 0.23 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

ARCK.L vs. TDGB.L — Risk / Return Rank

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

ARCK.L
ARCK.L Risk / Return Rank: 2828
Overall Rank
ARCK.L Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
ARCK.L Sortino Ratio Rank: 3131
Sortino Ratio Rank
ARCK.L Omega Ratio Rank: 4343
Omega Ratio Rank
ARCK.L Calmar Ratio Rank: 2424
Calmar Ratio Rank
ARCK.L Martin Ratio Rank: 1717
Martin Ratio Rank

TDGB.L
TDGB.L Risk / Return Rank: 9191
Overall Rank
TDGB.L Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
TDGB.L Sortino Ratio Rank: 9292
Sortino Ratio Rank
TDGB.L Omega Ratio Rank: 9191
Omega Ratio Rank
TDGB.L Calmar Ratio Rank: 9292
Calmar Ratio Rank
TDGB.L Martin Ratio Rank: 9090
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.

ARCK.L vs. TDGB.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ARK Innovation UCITS ETF USD Accumulating (ARCK.L) and VanEck Morningstar Developed Markets Dividend Leaders UCITS ETF (TDGB.L). 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.


ARCK.LTDGB.LDifference
Sharpe ratioReturn per unit of total volatility

-2.27

Sortino ratioReturn per unit of downside risk

-2.74

Omega ratioGain probability vs. loss probability

1.27

1.59

-0.32

Calmar ratioReturn relative to maximum drawdown

1.09

6.26

-5.17

Martin ratioReturn relative to average drawdown

1.77

20.72

-18.94

ARCK.L vs. TDGB.L - Sharpe Ratio Comparison

The current ARCK.L Sharpe Ratio is 0.88, which is lower than the TDGB.L Sharpe Ratio of 3.15. The chart below compares the historical Sharpe Ratios of ARCK.L and TDGB.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


ARCK.LTDGB.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.88

3.15

-2.27

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.55

Sharpe Ratio (All Time)

Calculated using the full available price history

0.71

0.98

-0.27

Drawdowns

ARCK.L vs. TDGB.L - Drawdown Comparison

The maximum ARCK.L drawdown since its inception was -44.34%, which is greater than TDGB.L's maximum drawdown of -29.60%. Use the drawdown chart below to compare losses from any high point for ARCK.L and TDGB.L.


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Drawdown Indicators


ARCK.LTDGB.LDifference

Max Drawdown

Largest peak-to-trough decline

-44.34%

-29.60%

-14.74%

Max Drawdown (1Y)

Largest decline over 1 year

-44.34%

-4.66%

-39.68%

Max Drawdown (3Y)

Largest decline over 3 years

-12.41%

Max Drawdown (5Y)

Largest decline over 5 years

-12.41%

Current Drawdown

Current decline from peak

-29.10%

-1.47%

-27.63%

Average Drawdown

Average peak-to-trough decline

-15.64%

-3.70%

-11.94%

Ulcer Index

Depth and duration of drawdowns from previous peaks

27.30%

1.41%

+25.89%

Volatility

ARCK.L vs. TDGB.L - Volatility Comparison

ARK Innovation UCITS ETF USD Accumulating (ARCK.L) has a higher volatility of 8.89% compared to VanEck Morningstar Developed Markets Dividend Leaders UCITS ETF (TDGB.L) at 2.49%. This indicates that ARCK.L's price experiences larger fluctuations and is considered to be riskier than TDGB.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ARCK.LTDGB.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.89%

2.49%

+6.40%

Volatility (6M)

Calculated over the trailing 6-month period

21.80%

7.01%

+14.79%

Volatility (1Y)

Calculated over the trailing 1-year period

55.05%

9.28%

+45.77%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

47.12%

11.42%

+35.70%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

47.12%

14.44%

+32.68%

ARCK.L vs. TDGB.L - Expense Ratio Comparison

ARCK.L has a 0.78% expense ratio, which is higher than TDGB.L's 0.38% expense ratio.


Dividends

ARCK.L vs. TDGB.L - Dividend Comparison

ARCK.L has not paid dividends to shareholders, while TDGB.L's dividend yield for the trailing twelve months is around 3.20%.


PositionTTM2025202420232022202120202019
ARCK.L
ARK Innovation UCITS ETF USD Accumulating
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
TDGB.L
VanEck Morningstar Developed Markets Dividend Leaders UCITS ETF
3.20%3.50%4.27%4.93%4.40%4.06%4.16%4.52%

Frequently Asked Questions


ARCK.L and TDGB.L have a correlation of 0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, TDGB.L is cheaper at 0.38% per year. The better choice depends on whether you care most about return, fees, risk, or income.

TDGB.L is cheaper with a 0.38% expense ratio, compared with 0.78% for ARCK.L.

They also come from different issuers: ARK Invest and VanEck. Their fees differ too: 0.78% for ARCK.L and 0.38% for TDGB.L.

Portfolio Optimizer

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