DDX vs. DDV
DDX (Defined Duration 10 ETF) and DDV (Defined Duration 5 ETF) are both exchange-traded funds - DDX is a Diversified Portfolio fund actively managed by Discipline Funds, while DDV is a Intermediate Core Bond fund actively managed by Discipline Funds. Both are actively managed. Their correlation of 0.94 suggests significant overlap in exposure. Both charge a 0.25% expense ratio.
Performance
DDX vs. DDV - Performance Comparison
Loading charts...
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*
- —
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 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
DDX vs. DDV — Risk / Return Rank
DDX
DDV
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.
| DDX | DDV | Difference | |
|---|---|---|---|
| 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 | — | — |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| DDX | DDV | Difference | |
|---|---|---|---|
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.
Loading charts...
Drawdown Indicators
| DDX | DDV | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -0.24% | -0.12% | -0.12% |
Average DrawdownAverage peak-to-trough decline | -7.12% | -0.35% | -6.77% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.09% | — | — |
Volatility
DDX vs. DDV - Volatility Comparison
Loading charts...
Volatility by Period
| DDX | DDV | Difference | |
|---|---|---|---|
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.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 |
|---|---|---|---|---|---|---|
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.
Find the right allocation for DDX and DDV
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer