DAT vs. ASMH

Last updated Jul 17, 2026

DAT (ProShares Big Data Refiners ETF) and ASMH (ASML Holding NV ADR Hedged ETF) are both Technology Equities funds - DAT tracks the FactSet Big Data Refiners Index while ASMH tracks the ASML Holding NV Sponsored ADR. Both are passively managed. Over the past year, DAT returned -3.99% vs 143.52% for ASMH. At a 0.21 correlation, their price movements are largely independent. DAT charges 0.58%/yr vs 0.19%/yr for ASMH.

Performance

DAT vs. ASMH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Big Data Refiners ETF (DAT) and ASML Holding NV ADR Hedged ETF (ASMH). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, DAT achieves a -2.75% return, which is significantly lower than ASMH's 71.44% return.

DAT

• 1D: -0.10%
• 1M: 4.97%
• 6M: 1.67%
• YTD: -2.75%
• 1Y: -3.99%
• 3Y*: 13.05%
• 5Y*: —
• 10Y*: —

ASMH

• 1D: -2.11%
• 1M: 0.25%
• 6M: 36.58%
• YTD: 71.44%
• 1Y: 143.52%
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

DAT vs. ASMH - Yearly Performance Comparison

	2026 (YTD)	2025
DAT ProShares Big Data Refiners ETF	-2.75%	22.56%
ASMH ASML Holding NV ADR Hedged ETF	71.44%	59.22%

Correlation

The correlation between DAT and ASMH is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.17
Correlation (All Time) Calculated using the full available price history since Apr 23, 2025	0.21

Return for Risk

DAT vs. ASMH — Risk / Return Rank

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

DAT

DAT Risk / Return Rank: 8
DAT Sharpe Ratio Rank: 8
DAT Sortino Ratio Rank: 8
DAT Omega Ratio Rank: 8
DAT Calmar Ratio Rank: 8
DAT Martin Ratio Rank: 8

ASMH

ASMH Risk / Return Rank: 95
ASMH Sharpe Ratio Rank: 97
ASMH Sortino Ratio Rank: 93
ASMH Omega Ratio Rank: 89
ASMH Calmar Ratio Rank: 98
ASMH Martin Ratio Rank: 96

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.

DAT vs. ASMH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Big Data Refiners ETF (DAT) and ASML Holding NV ADR Hedged ETF (ASMH). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	DAT	ASMH	Difference
Sharpe ratio: Return per unit of total volatility	-0.13	3.37	-3.50
Sortino ratio: Return per unit of downside risk	0.03	3.73	-3.69
Omega ratio: Gain probability vs. loss probability	1.00	1.45	-0.45
Calmar ratio: Return relative to maximum drawdown	-0.12	9.79	-9.90
Martin ratio: Return relative to average drawdown	-0.25	28.17	-28.43

DAT vs. ASMH - Sharpe Ratio Comparison

The current DAT Sharpe Ratio is -0.13, which is lower than the ASMH Sharpe Ratio of 3.37. The chart below compares the historical Sharpe Ratios of DAT and ASMH, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

DAT vs. ASMH - Drawdown Comparison

The maximum DAT drawdown since its inception was -56.22%, which is greater than ASMH's maximum drawdown of -15.89%. Use the drawdown chart below to compare losses from any high point for DAT and ASMH.

Drawdown Indicators

	DAT	ASMH	Difference
Max Drawdown Largest peak-to-trough decline	-56.22%	-15.89%	-40.33%
Max Drawdown (1Y) Largest decline over 1 year	-34.70%	-14.75%	-19.95%
Max Drawdown (3Y) Largest decline over 3 years	-34.73%	—	—
Current Drawdown Current decline from peak	-9.75%	-10.51%	+0.76%
Average Drawdown Average peak-to-trough decline	-25.89%	-4.41%	-21.48%
Ulcer Index Depth and duration of drawdowns from previous peaks	15.77%	5.17%	+10.60%

Volatility

DAT vs. ASMH - Volatility Comparison

The current volatility for ProShares Big Data Refiners ETF (DAT) is 8.98%, while ASML Holding NV ADR Hedged ETF (ASMH) has a volatility of 18.11%. This indicates that DAT experiences smaller price fluctuations and is considered to be less risky than ASMH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DAT	ASMH	Difference
Volatility (1M) Calculated over the trailing 1-month period	8.98%	18.11%	-9.13%
Volatility (6M) Calculated over the trailing 6-month period	26.30%	34.14%	-7.84%
Volatility (1Y) Calculated over the trailing 1-year period	30.87%	43.78%	-12.91%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	33.92%	41.26%	-7.34%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	33.92%	41.26%	-7.34%

DAT vs. ASMH - Expense Ratio Comparison

DAT has a 0.58% expense ratio, which is higher than ASMH's 0.19% expense ratio.

Dividends

DAT vs. ASMH - Dividend Comparison

DAT has not paid dividends to shareholders, while ASMH's dividend yield for the trailing twelve months is around 1.63%.

Position	TTM	2025
ASMH ASML Holding NV ADR Hedged ETF	1.63%	0.19%
DAT ProShares Big Data Refiners ETF	0.00%	0.00%

Frequently Asked Questions

Can I hold both DAT and ASMH in my portfolio?

DAT and ASMH have a correlation of 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, DAT or ASMH?

ASMH has higher volatility (18.11%) compared to DAT (8.98%). In terms of maximum drawdown, DAT dropped -56.22% vs ASMH's -15.89%.

Which ETF is better, DAT or ASMH?

On 1-year performance, ASMH leads with 143.52% vs -3.99% for DAT. On fees, ASMH is cheaper at 0.19% per year. On volatility, DAT has been the lower-risk option at 8.98%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, DAT or ASMH?

Over the 1-year period, ASMH has performed better with a 143.52% return vs -3.99%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, DAT or ASMH?

ASMH is cheaper with a 0.19% expense ratio, compared with 0.58% for DAT.

Which ETF pays a higher dividend yield, DAT or ASMH?

ASMH has the higher dividend yield at 1.63%, compared with 0.00% for DAT.

What is the main difference between DAT and ASMH?

DAT tracks FactSet Big Data Refiners Index, while ASMH tracks ASML Holding NV Sponsored ADR. They also come from different issuers: ProShares and Precidian Funds. Their fees differ too: 0.58% for DAT and 0.19% for ASMH.

Which has better risk-adjusted returns?

ASMH currently has the higher Sharpe Ratio (3.37 vs -0.13), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.