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

Key characteristics


BTEKVGT

Correlation

-0.50.00.51.00.3

The correlation between BTEK and VGT is 0.26, 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

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%MayJuneJulyAugustSeptemberOctober
-96.91%
941.19%
BTEK
VGT

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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 0.01, compared to the broader market-2.000.002.004.000.01
Sortino ratio
The chart of Sortino ratio for BTEK, currently valued at 18.83, compared to the broader market0.005.0010.0018.83
Omega ratio
The chart of Omega ratio for BTEK, currently valued at 8.35, compared to the broader market1.001.502.002.503.008.35
Calmar ratio
The chart of Calmar ratio for BTEK, currently valued at 0.17, compared to the broader market0.005.0010.0015.000.17
Martin ratio
The chart of Martin ratio for BTEK, currently valued at 0.41, compared to the broader market0.0020.0040.0060.0080.00100.000.41
VGT
Sharpe ratio
The chart of Sharpe ratio for VGT, currently valued at 2.27, compared to the broader market-2.000.002.004.002.27
Sortino ratio
The chart of Sortino ratio for VGT, currently valued at 2.86, compared to the broader market0.005.0010.002.86
Omega ratio
The chart of Omega ratio for VGT, currently valued at 1.40, compared to the broader market1.001.502.002.503.001.40
Calmar ratio
The chart of Calmar ratio for VGT, currently valued at 3.08, compared to the broader market0.005.0010.0015.003.08
Martin ratio
The chart of Martin ratio for VGT, currently valued at 11.19, compared to the broader market0.0020.0040.0060.0080.00100.0011.19

BTEK vs. VGT - Sharpe Ratio Comparison


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.00MayJuneJulyAugustSeptemberOctober
0.01
2.27
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 0.62%.


TTM20232022202120202019201820172016201520142013
BTEK
Future Tech ETF
100.03%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
0.62%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


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%MayJuneJulyAugustSeptemberOctober
-98.71%
-0.71%
BTEK
VGT

Volatility

BTEK vs. VGT - Volatility Comparison

The current volatility for Future Tech ETF (BTEK) is 0.00%, while Vanguard Information Technology ETF (VGT) has a volatility of 4.72%. This indicates that BTEK experiences smaller price fluctuations and is considered to be less risky than VGT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%100.00%200.00%300.00%400.00%500.00%MayJuneJulyAugustSeptemberOctober0
4.72%
BTEK
VGT