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BFOR vs. DTEC
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BFOR vs. DTEC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ALPS Barron's 400 ETF (BFOR) and ALPS Disruptive Technologies ETF (DTEC). The values are adjusted to include any dividend payments, if applicable.

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BFOR vs. DTEC - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
BFOR
ALPS Barron's 400 ETF
0.80%13.85%17.81%18.19%-15.92%30.71%17.60%21.30%-13.86%
DTEC
ALPS Disruptive Technologies ETF
-10.91%7.21%9.89%25.03%-31.29%4.89%44.12%35.44%-4.96%

Returns By Period

In the year-to-date period, BFOR achieves a 0.80% return, which is significantly higher than DTEC's -10.91% return.


BFOR

1D
2.41%
1M
-5.32%
YTD
0.80%
6M
2.85%
1Y
20.24%
3Y*
16.06%
5Y*
8.88%
10Y*
11.62%

DTEC

1D
2.68%
1M
-6.10%
YTD
-10.91%
6M
-15.33%
1Y
-0.40%
3Y*
5.45%
5Y*
-0.96%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BFOR vs. DTEC - Expense Ratio Comparison

BFOR has a 0.65% expense ratio, which is higher than DTEC's 0.50% expense ratio.


Return for Risk

BFOR vs. DTEC — Risk / Return Rank

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

BFOR
BFOR Risk / Return Rank: 6262
Overall Rank
BFOR Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
BFOR Sortino Ratio Rank: 6161
Sortino Ratio Rank
BFOR Omega Ratio Rank: 5858
Omega Ratio Rank
BFOR Calmar Ratio Rank: 6565
Calmar Ratio Rank
BFOR Martin Ratio Rank: 6969
Martin Ratio Rank

DTEC
DTEC Risk / Return Rank: 1212
Overall Rank
DTEC Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
DTEC Sortino Ratio Rank: 1212
Sortino Ratio Rank
DTEC Omega Ratio Rank: 1212
Omega Ratio Rank
DTEC Calmar Ratio Rank: 1111
Calmar Ratio Rank
DTEC Martin Ratio Rank: 1111
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.

BFOR vs. DTEC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ALPS Barron's 400 ETF (BFOR) and ALPS Disruptive Technologies ETF (DTEC). 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.


BFORDTECDifference

Sharpe ratio

Return per unit of total volatility

1.02

-0.02

+1.04

Sortino ratio

Return per unit of downside risk

1.55

0.14

+1.42

Omega ratio

Gain probability vs. loss probability

1.21

1.02

+0.20

Calmar ratio

Return relative to maximum drawdown

1.63

-0.04

+1.67

Martin ratio

Return relative to average drawdown

6.88

-0.11

+6.99

BFOR vs. DTEC - Sharpe Ratio Comparison

The current BFOR Sharpe Ratio is 1.02, which is higher than the DTEC Sharpe Ratio of -0.02. The chart below compares the historical Sharpe Ratios of BFOR and DTEC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


BFORDTECDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.02

-0.02

+1.04

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.46

-0.04

+0.50

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.57

Sharpe Ratio (All Time)

Calculated using the full available price history

0.56

0.31

+0.25

Correlation

The correlation between BFOR and DTEC is 0.82, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

BFOR vs. DTEC - Dividend Comparison

BFOR's dividend yield for the trailing twelve months is around 0.59%, more than DTEC's 0.04% yield.


TTM20252024202320222021202020192018201720162015
BFOR
ALPS Barron's 400 ETF
0.59%0.60%0.69%1.26%1.68%0.92%0.98%0.69%0.94%0.60%0.78%0.86%
DTEC
ALPS Disruptive Technologies ETF
0.04%0.04%0.45%0.27%0.02%0.26%0.37%0.43%0.33%0.00%0.00%0.00%

Drawdowns

BFOR vs. DTEC - Drawdown Comparison

The maximum BFOR drawdown since its inception was -41.27%, roughly equal to the maximum DTEC drawdown of -42.00%. Use the drawdown chart below to compare losses from any high point for BFOR and DTEC.


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Drawdown Indicators


BFORDTECDifference

Max Drawdown

Largest peak-to-trough decline

-41.27%

-42.00%

+0.73%

Max Drawdown (1Y)

Largest decline over 1 year

-12.75%

-20.31%

+7.56%

Max Drawdown (5Y)

Largest decline over 5 years

-25.93%

-42.00%

+16.07%

Max Drawdown (10Y)

Largest decline over 10 years

-41.27%

Current Drawdown

Current decline from peak

-6.79%

-17.94%

+11.15%

Average Drawdown

Average peak-to-trough decline

-6.49%

-13.34%

+6.85%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.02%

7.20%

-4.18%

Volatility

BFOR vs. DTEC - Volatility Comparison

ALPS Barron's 400 ETF (BFOR) and ALPS Disruptive Technologies ETF (DTEC) have volatilities of 5.74% and 5.85%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BFORDTECDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.74%

5.85%

-0.11%

Volatility (6M)

Calculated over the trailing 6-month period

11.41%

13.45%

-2.04%

Volatility (1Y)

Calculated over the trailing 1-year period

19.99%

22.71%

-2.72%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.44%

21.95%

-2.51%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.41%

22.91%

-2.50%