Correlation
The correlation between DAT and VOO is 0.74, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
DAT vs. VOO
Compare and contrast key facts about ProShares Big Data Refiners ETF (DAT) and Vanguard S&P 500 ETF (VOO).
DAT and VOO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. DAT is a passively managed fund by ProShares that tracks the performance of the FactSet Big Data Refiners Index. It was launched on Sep 29, 2021. VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010. Both DAT and VOO are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DAT or VOO.
Performance
DAT vs. VOO - Performance Comparison
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Key characteristics
DAT:
0.96
VOO:
0.74
DAT:
1.24
VOO:
1.04
DAT:
1.16
VOO:
1.15
DAT:
0.83
VOO:
0.68
DAT:
2.61
VOO:
2.58
DAT:
9.58%
VOO:
4.93%
DAT:
33.05%
VOO:
19.54%
DAT:
-56.22%
VOO:
-33.99%
DAT:
-7.87%
VOO:
-3.55%
Returns By Period
In the year-to-date period, DAT achieves a 2.73% return, which is significantly higher than VOO's 0.90% return.
DAT
2.73%
10.06%
-1.66%
33.34%
22.97%
N/A
N/A
VOO
0.90%
5.53%
-1.46%
13.29%
14.31%
15.89%
12.81%
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DAT vs. VOO - Expense Ratio Comparison
DAT has a 0.58% expense ratio, which is higher than VOO's 0.03% expense ratio.
Risk-Adjusted Performance
DAT vs. VOO — Risk-Adjusted Performance Rank
DAT
VOO
DAT vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for ProShares Big Data Refiners ETF (DAT) 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.
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Dividends
DAT vs. VOO - Dividend Comparison
DAT has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.29%.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DAT ProShares Big Data Refiners 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% |
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
DAT vs. VOO - Drawdown Comparison
The maximum DAT drawdown since its inception was -56.22%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for DAT and VOO.
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Volatility
DAT vs. VOO - Volatility Comparison
ProShares Big Data Refiners ETF (DAT) has a higher volatility of 6.19% compared to Vanguard S&P 500 ETF (VOO) at 4.84%. This indicates that DAT'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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