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DAPP vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between DAPP and VOO is 0.59, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Performance

DAPP vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VanEck Digital Transformation ETF (DAPP) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

DAPP:

0.58

VOO:

0.72

Sortino Ratio

DAPP:

1.32

VOO:

1.15

Omega Ratio

DAPP:

1.16

VOO:

1.17

Calmar Ratio

DAPP:

0.61

VOO:

0.77

Martin Ratio

DAPP:

1.64

VOO:

2.94

Ulcer Index

DAPP:

27.17%

VOO:

4.87%

Daily Std Dev

DAPP:

74.67%

VOO:

19.40%

Max Drawdown

DAPP:

-91.90%

VOO:

-33.99%

Current Drawdown

DAPP:

-57.78%

VOO:

-3.85%

Returns By Period

In the year-to-date period, DAPP achieves a -11.41% return, which is significantly lower than VOO's 0.59% return.


DAPP

YTD

-11.41%

1M

37.32%

6M

-23.05%

1Y

43.25%

5Y*

N/A

10Y*

N/A

VOO

YTD

0.59%

1M

9.01%

6M

-0.97%

1Y

13.78%

5Y*

17.33%

10Y*

12.75%

*Annualized

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DAPP vs. VOO - Expense Ratio Comparison

DAPP has a 0.50% expense ratio, which is higher than VOO's 0.03% expense ratio.


Risk-Adjusted Performance

DAPP vs. VOO — Risk-Adjusted Performance Rank

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

DAPP
The Risk-Adjusted Performance Rank of DAPP is 6161
Overall Rank
The Sharpe Ratio Rank of DAPP is 5656
Sharpe Ratio Rank
The Sortino Ratio Rank of DAPP is 7676
Sortino Ratio Rank
The Omega Ratio Rank of DAPP is 6666
Omega Ratio Rank
The Calmar Ratio Rank of DAPP is 6262
Calmar Ratio Rank
The Martin Ratio Rank of DAPP is 4747
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 7070
Overall Rank
The Sharpe Ratio Rank of VOO is 6666
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 6868
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 7171
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 7171
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 7171
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

DAPP vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck Digital Transformation ETF (DAPP) and Vanguard S&P 500 ETF (VOO). 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.


The current DAPP Sharpe Ratio is 0.58, which is comparable to the VOO Sharpe Ratio of 0.72. The chart below compares the historical Sharpe Ratios of DAPP and VOO, 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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Dividends

DAPP vs. VOO - Dividend Comparison

DAPP's dividend yield for the trailing twelve months is around 4.56%, more than VOO's 1.29% yield.


TTM20242023202220212020201920182017201620152014
DAPP
VanEck Digital Transformation ETF
4.56%4.04%0.00%0.00%10.13%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VOO
Vanguard S&P 500 ETF
1.29%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

DAPP vs. VOO - Drawdown Comparison

The maximum DAPP drawdown since its inception was -91.90%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for DAPP and VOO. For additional features, visit the drawdowns tool.


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Volatility

DAPP vs. VOO - Volatility Comparison

VanEck Digital Transformation ETF (DAPP) has a higher volatility of 15.19% compared to Vanguard S&P 500 ETF (VOO) at 6.20%. This indicates that DAPP's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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