DDXX vs. IOO
DDXX (Defined Duration 20 ETF) and IOO (iShares Global 100 ETF) are both Global Equities funds. DDXX is actively managed, while IOO is passively managed. Their correlation of 0.86 suggests significant overlap in exposure. DDXX charges 0.25%/yr vs 0.40%/yr for IOO.
Performance
DDXX vs. IOO - Performance Comparison
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Returns By Period
In the year-to-date period, DDXX achieves a 10.19% return, which is significantly higher than IOO's 7.16% return.
DDXX
- 1D
- -0.07%
- 1M
- 0.00%
- YTD
- 10.19%
- 6M
- 9.52%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
IOO
- 1D
- -0.21%
- 1M
- -4.12%
- YTD
- 7.16%
- 6M
- 6.45%
- 1Y
- 29.33%
- 3Y*
- 23.03%
- 5Y*
- 15.33%
- 10Y*
- 16.60%
DDXX vs. IOO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
DDXX Defined Duration 20 ETF | 10.19% | 1.35% |
IOO iShares Global 100 ETF | 7.16% | 0.20% |
Correlation
The correlation between DDXX and IOO is 0.86, 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 13, 2025 | 0.86 |
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Return for Risk
DDXX vs. IOO — Risk / Return Rank
DDXX
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
IOO
DDXX vs. IOO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Defined Duration 20 ETF (DDXX) and iShares Global 100 ETF (IOO). 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.
| DDXX | IOO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.37 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 2.97 | — |
| Martin ratioReturn relative to average drawdown | — | 12.57 | — |
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Drawdowns
DDXX vs. IOO - Drawdown Comparison
The maximum DDXX drawdown since its inception was -9.30%, smaller than the maximum IOO drawdown of -55.85%. Use the drawdown chart below to compare losses from any high point for DDXX and IOO.
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Drawdown Indicators
| DDXX | IOO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -9.30% | -55.85% | +46.55% |
Max Drawdown (1Y)Largest decline over 1 year | — | -9.94% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -19.19% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -23.52% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -31.43% | — |
Current DrawdownCurrent decline from peak | -2.02% | -5.81% | +3.79% |
Average DrawdownAverage peak-to-trough decline | -1.68% | -11.25% | +9.57% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 2.34% | — |
Volatility
DDXX vs. IOO - Volatility Comparison
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Volatility by Period
| DDXX | IOO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 5.30% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 11.46% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 14.52% | 14.25% | +0.27% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.52% | 17.17% | -2.65% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.52% | 17.73% | -3.21% |
DDXX vs. IOO - Expense Ratio Comparison
DDXX has a 0.25% expense ratio, which is lower than IOO's 0.40% expense ratio.
Dividends
DDXX vs. IOO - Dividend Comparison
DDXX's dividend yield for the trailing twelve months is around 1.15%, more than IOO's 0.86% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DDXX Defined Duration 20 ETF | 1.15% | 1.20% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
IOO iShares Global 100 ETF | 0.86% | 0.92% | 1.08% | 1.49% | 2.00% | 1.53% | 1.49% | 2.02% | 2.54% | 2.23% | 2.75% | 2.89% |
Frequently Asked Questions
DDXX and IOO have a correlation of 0.86, 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 0.40% for IOO.
DDXX has the higher dividend yield at 1.15%, compared with 0.86% for IOO.
They also come from different issuers: Discipline Funds and iShares. Their fees differ too: 0.25% for DDXX and 0.40% for IOO.
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