PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
BTEK vs. VGT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

BTEK vs. VGT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Future Tech ETF (BTEK) and Vanguard Information Technology ETF (VGT). The values are adjusted to include any dividend payments, if applicable.

-100.00%-80.00%-60.00%-40.00%-20.00%0.00%20.00%JuneJulyAugustSeptemberOctoberNovember
-10.95%
15.02%
BTEK
VGT

Returns By Period


BTEK

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y (annualized)

N/A

10Y (annualized)

N/A

VGT

YTD

28.63%

1M

2.11%

6M

15.02%

1Y

35.48%

5Y (annualized)

22.76%

10Y (annualized)

20.73%

Key characteristics


BTEKVGT

Compare stocks, funds, or ETFs

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


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%

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.

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.


Sharpe ratio
The chart of Sharpe ratio for BTEK, currently valued at 0.00, compared to the broader market0.002.004.000.001.69
The chart of Sortino ratio for BTEK, currently valued at 18.77, compared to the broader market-2.000.002.004.006.008.0010.0012.0018.772.21
The chart of Omega ratio for BTEK, currently valued at 8.44, compared to the broader market0.501.001.502.002.503.008.441.30
The chart of Calmar ratio for BTEK, currently valued at 0.06, compared to the broader market0.005.0010.0015.000.062.33
The chart of Martin ratio for BTEK, currently valued at 0.13, compared to the broader market0.0020.0040.0060.0080.00100.00120.000.138.36
BTEK
VGT

Rolling 12-month Sharpe Ratio-1.000.001.002.003.00JuneJulyAugustSeptemberOctoberNovember
0.00
1.69
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 0.60%.


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
0.60%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%JuneJulyAugustSeptemberOctoberNovember
-98.71%
-1.01%
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 6.47%. 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%JuneJulyAugustSeptemberOctoberNovember0
6.47%
BTEK
VGT