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DDX vs. DDV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DDX vs. DDV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Defined Duration 10 ETF (DDX) and Defined Duration 5 ETF (DDV). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, DDX achieves a 4.86% return, which is significantly higher than DDV's 2.23% return.


DDX

1D
-0.24%
1M
2.02%
YTD
4.86%
6M
5.43%
1Y
12.79%
3Y*
8.16%
5Y*
10Y*

DDV

1D
-0.02%
1M
0.73%
YTD
2.23%
6M
2.65%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

DDX vs. DDV - Yearly Performance Comparison


2026 (YTD)2025
DDX
Defined Duration 10 ETF
4.86%1.06%
DDV
Defined Duration 5 ETF
2.23%0.71%

Correlation

The correlation between DDX and DDV is 0.94, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (All Time)
Calculated using the full available price history since Nov 14, 2025

0.94

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Return for Risk

DDX vs. DDV — Risk / Return Rank

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

DDX
DDX Risk / Return Rank: 7070
Overall Rank
DDX Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
DDX Sortino Ratio Rank: 7878
Sortino Ratio Rank
DDX Omega Ratio Rank: 7676
Omega Ratio Rank
DDX Calmar Ratio Rank: 5959
Calmar Ratio Rank
DDX Martin Ratio Rank: 6565
Martin Ratio Rank

DDV
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.

DDX vs. DDV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Defined Duration 10 ETF (DDX) and Defined Duration 5 ETF (DDV). 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.


DDXDDVDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.45

Calmar ratioReturn relative to maximum drawdown

2.91

Martin ratioReturn relative to average drawdown

11.71

DDX vs. DDV - Sharpe Ratio Comparison


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Sharpe Ratios by Period


DDXDDVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.35

Sharpe Ratio (All Time)

Calculated using the full available price history

0.37

2.06

-1.70

Drawdowns

DDX vs. DDV - Drawdown Comparison

The maximum DDX drawdown since its inception was -21.27%, which is greater than DDV's maximum drawdown of -1.92%. Use the drawdown chart below to compare losses from any high point for DDX and DDV.


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Drawdown Indicators


DDXDDVDifference

Max Drawdown

Largest peak-to-trough decline

-21.27%

-1.92%

-19.35%

Max Drawdown (1Y)

Largest decline over 1 year

-4.41%

Max Drawdown (3Y)

Largest decline over 3 years

-6.17%

Current Drawdown

Current decline from peak

-0.24%

-0.12%

-0.12%

Average Drawdown

Average peak-to-trough decline

-7.12%

-0.35%

-6.77%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.09%

Volatility

DDX vs. DDV - Volatility Comparison


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Volatility by Period


DDXDDVDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.03%

Volatility (6M)

Calculated over the trailing 6-month period

4.46%

Volatility (1Y)

Calculated over the trailing 1-year period

5.47%

2.68%

+2.79%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.48%

2.68%

+4.80%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.48%

2.68%

+4.80%

DDX vs. DDV - Expense Ratio Comparison

Both DDX and DDV have an expense ratio of 0.25%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

DDX vs. DDV - Dividend Comparison

DDX's dividend yield for the trailing twelve months is around 3.39%, more than DDV's 1.21% yield.


PositionTTM20252024202320222021
DDV
Defined Duration 5 ETF
1.21%0.42%0.00%0.00%0.00%0.00%
DDX
Defined Duration 10 ETF
3.39%3.17%3.11%2.41%1.38%1.14%

Frequently Asked Questions


With a correlation of 0.94, DDX and DDV move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Both ETFs have the same 0.25% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

DDX and DDV have the same expense ratio: 0.25% per year.

DDX has the higher dividend yield at 3.39%, compared with 1.21% for DDV.

DDX is categorized as Diversified Portfolio, while DDV is Intermediate Core Bond.

Portfolio Optimizer

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