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BTEK vs. VGT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


BTEKVGT
YTD Return15.95%20.85%
1Y Return17.00%27.75%
3Y Return (Ann)-8.51%14.08%
5Y Return (Ann)16.56%22.93%
10Y Return (Ann)16.56%20.84%
Sharpe Ratio0.811.59
Daily Std Dev21.81%18.32%
Max Drawdown-59.34%-54.63%
Current Drawdown-35.16%-3.97%

Correlation

-0.50.00.51.00.4

The correlation between BTEK and VGT is 0.36, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Performance

BTEK vs. VGT - Performance Comparison

In the year-to-date period, BTEK achieves a 15.95% return, which is significantly lower than VGT's 20.85% return. Over the past 10 years, BTEK has underperformed VGT with an annualized return of 16.56%, while VGT has yielded a comparatively higher 20.84% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%200.00%400.00%600.00%800.00%1,000.00%1,200.00%1,400.00%FebruaryMarchAprilMayJuneJuly
78.49%
1,324.69%
BTEK
VGT

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Future Tech ETF

Vanguard Information Technology ETF

BTEK vs. VGT - Expense Ratio Comparison

BTEK has a 0.88% expense ratio, which is higher than VGT's 0.10% expense ratio.


BTEK
Future Tech ETF
Expense ratio chart for BTEK: current value at 0.88% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.88%
Expense ratio chart for VGT: current value at 0.10% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.10%

Risk-Adjusted Performance

BTEK vs. VGT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Future Tech ETF (BTEK) and Vanguard Information Technology ETF (VGT). 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.


BTEK
Sharpe ratio
The chart of Sharpe ratio for BTEK, currently valued at 0.81, compared to the broader market0.002.004.006.000.81
Sortino ratio
The chart of Sortino ratio for BTEK, currently valued at 1.23, compared to the broader market0.005.0010.001.23
Omega ratio
The chart of Omega ratio for BTEK, currently valued at 1.15, compared to the broader market1.002.003.001.15
Calmar ratio
The chart of Calmar ratio for BTEK, currently valued at 0.32, compared to the broader market0.005.0010.0015.0020.000.32
Martin ratio
The chart of Martin ratio for BTEK, currently valued at 2.60, compared to the broader market0.0050.00100.00150.002.60
VGT
Sharpe ratio
The chart of Sharpe ratio for VGT, currently valued at 1.59, compared to the broader market0.002.004.006.001.59
Sortino ratio
The chart of Sortino ratio for VGT, currently valued at 2.16, compared to the broader market0.005.0010.002.16
Omega ratio
The chart of Omega ratio for VGT, currently valued at 1.27, compared to the broader market1.002.003.001.27
Calmar ratio
The chart of Calmar ratio for VGT, currently valued at 2.24, compared to the broader market0.005.0010.0015.0020.002.24
Martin ratio
The chart of Martin ratio for VGT, currently valued at 6.33, compared to the broader market0.0050.00100.00150.006.33

BTEK vs. VGT - Sharpe Ratio Comparison

The current BTEK Sharpe Ratio is 0.81, which is lower than the VGT Sharpe Ratio of 1.59. The chart below compares the 12-month rolling Sharpe Ratio of BTEK and VGT.


Rolling 12-month Sharpe Ratio1.001.502.002.503.00FebruaryMarchAprilMayJuneJuly
0.81
1.59
BTEK
VGT

Dividends

BTEK vs. VGT - Dividend Comparison

BTEK has not paid dividends to shareholders, while VGT's dividend yield for the trailing twelve months is around 0.63%.


TTM20232022202120202019201820172016201520142013
BTEK
Future Tech ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VGT
Vanguard Information Technology ETF
0.63%0.65%0.91%0.64%0.82%1.11%1.29%0.99%1.31%1.28%1.12%1.05%

Drawdowns

BTEK vs. VGT - Drawdown Comparison

The maximum BTEK drawdown since its inception was -59.34%, which is greater than VGT's maximum drawdown of -54.63%. Use the drawdown chart below to compare losses from any high point for BTEK and VGT. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%FebruaryMarchAprilMayJuneJuly
-35.16%
-3.97%
BTEK
VGT

Volatility

BTEK vs. VGT - Volatility Comparison

Future Tech ETF (BTEK) has a higher volatility of 6.75% compared to Vanguard Information Technology ETF (VGT) at 5.89%. This indicates that BTEK's price experiences larger fluctuations and is considered to be riskier than VGT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%5.00%6.00%7.00%8.00%9.00%FebruaryMarchAprilMayJuneJuly
6.75%
5.89%
BTEK
VGT