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DDXX vs. FWD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DDXX vs. FWD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Defined Duration 20 ETF (DDXX) and AB Disruptors ETF (FWD). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, DDXX achieves a 12.29% return, which is significantly lower than FWD's 40.11% return.


DDXX

1D
0.61%
1M
4.12%
YTD
12.29%
6M
14.43%
1Y
3Y*
5Y*
10Y*

FWD

1D
-0.27%
1M
14.15%
YTD
40.11%
6M
39.78%
1Y
75.95%
3Y*
39.48%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

DDXX vs. FWD - Yearly Performance Comparison


2026 (YTD)2025
DDXX
Defined Duration 20 ETF
12.29%2.51%
FWD
AB Disruptors ETF
40.11%1.96%

Correlation

The correlation between DDXX and FWD is 0.85, 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

0.85

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Return for Risk

DDXX vs. FWD — Risk / Return Rank

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

DDXX

FWD
FWD Risk / Return Rank: 8787
Overall Rank
FWD Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
FWD Sortino Ratio Rank: 8383
Sortino Ratio Rank
FWD Omega Ratio Rank: 8383
Omega Ratio Rank
FWD Calmar Ratio Rank: 9191
Calmar Ratio Rank
FWD Martin Ratio Rank: 9090
Martin Ratio Rank
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.

DDXX vs. FWD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Defined Duration 20 ETF (DDXX) and AB Disruptors ETF (FWD). 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

DDXX vs. FWD - Sharpe Ratio Comparison


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Sharpe Ratios by Period


DDXXFWDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.16

Sharpe Ratio (All Time)

Calculated using the full available price history

2.15

1.67

+0.48

Drawdowns

DDXX vs. FWD - Drawdown Comparison

The maximum DDXX drawdown since its inception was -9.30%, smaller than the maximum FWD drawdown of -29.02%. Use the drawdown chart below to compare losses from any high point for DDXX and FWD.


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Drawdown Indicators


DDXXFWDDifference

Max Drawdown

Largest peak-to-trough decline

-9.30%

-29.02%

+19.72%

Max Drawdown (1Y)

Largest decline over 1 year

-13.03%

Max Drawdown (3Y)

Largest decline over 3 years

-29.02%

Current Drawdown

Current decline from peak

0.00%

-0.27%

+0.27%

Average Drawdown

Average peak-to-trough decline

-1.63%

-4.06%

+2.43%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.66%

Volatility

DDXX vs. FWD - Volatility Comparison


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Volatility by Period


DDXXFWDDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.77%

Volatility (6M)

Calculated over the trailing 6-month period

18.96%

Volatility (1Y)

Calculated over the trailing 1-year period

13.89%

24.15%

-10.26%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.89%

24.72%

-10.83%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.89%

24.72%

-10.83%

DDXX vs. FWD - Expense Ratio Comparison

DDXX has a 0.25% expense ratio, which is lower than FWD's 0.65% expense ratio.


Dividends

DDXX vs. FWD - Dividend Comparison

DDXX's dividend yield for the trailing twelve months is around 1.13%, more than FWD's 0.08% yield.


PositionTTM20252024
DDXX
Defined Duration 20 ETF
1.13%1.20%0.00%
FWD
AB Disruptors ETF
0.08%0.11%1.89%

Frequently Asked Questions


DDXX and FWD have a correlation of 0.85, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, DDXX is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

DDXX is cheaper with a 0.25% expense ratio, compared with 0.65% for FWD.

DDXX has the higher dividend yield at 1.13%, compared with 0.08% for FWD.

They also come from different issuers: Discipline Funds and AllianceBernstein. Their fees differ too: 0.25% for DDXX and 0.65% for FWD.

Portfolio Optimizer

Find the right allocation for DDXX and FWD

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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