DJD vs. VOTE
Compare and contrast key facts about Invesco Dow Jones Industrial Average Dividend ETF (DJD) and Engine No. 1 Transform 500 ETF (VOTE).
DJD and VOTE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. DJD is a passively managed fund by Invesco that tracks the performance of the Dow Jones Industrial Average Yield Weight. It was launched on Dec 16, 2015. VOTE is a passively managed fund by Engine No. 1 LLC that tracks the performance of the Morningstar US Large Cap Index. It was launched on Jun 22, 2021. Both DJD and VOTE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
DJD vs. VOTE - Performance Comparison
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DJD vs. VOTE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
DJD Invesco Dow Jones Industrial Average Dividend ETF | 4.19% | 15.83% | 13.66% | 9.41% | -0.73% | 6.20% |
VOTE Engine No. 1 Transform 500 ETF | -3.84% | 17.95% | 25.23% | 27.60% | -19.74% | 12.08% |
Returns By Period
In the year-to-date period, DJD achieves a 4.19% return, which is significantly higher than VOTE's -3.84% return.
DJD
- 1D
- -1.00%
- 1M
- -4.61%
- YTD
- 4.19%
- 6M
- 7.61%
- 1Y
- 15.45%
- 3Y*
- 14.91%
- 5Y*
- 9.86%
- 10Y*
- 11.93%
VOTE
- 1D
- 0.88%
- 1M
- -4.29%
- YTD
- -3.84%
- 6M
- -1.77%
- 1Y
- 18.40%
- 3Y*
- 18.89%
- 5Y*
- —
- 10Y*
- —
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DJD vs. VOTE - Expense Ratio Comparison
DJD has a 0.07% expense ratio, which is higher than VOTE's 0.05% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Return for Risk
DJD vs. VOTE — Risk / Return Rank
DJD
VOTE
DJD vs. VOTE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco Dow Jones Industrial Average Dividend ETF (DJD) and Engine No. 1 Transform 500 ETF (VOTE). 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.
| DJD | VOTE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.11 | 1.00 | +0.12 |
Sortino ratioReturn per unit of downside risk | 1.64 | 1.52 | +0.12 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.23 | -0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.52 | 1.57 | -0.05 |
Martin ratioReturn relative to average drawdown | 6.32 | 7.30 | -0.98 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| DJD | VOTE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.11 | 1.00 | +0.12 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.74 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.72 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.71 | 0.63 | +0.09 |
Correlation
The correlation between DJD and VOTE is 0.69, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
DJD vs. VOTE - Dividend Comparison
DJD's dividend yield for the trailing twelve months is around 2.58%, more than VOTE's 1.04% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DJD Invesco Dow Jones Industrial Average Dividend ETF | 2.58% | 2.62% | 3.00% | 3.49% | 3.16% | 2.82% | 3.47% | 2.80% | 2.66% | 2.75% | 2.46% | 0.08% |
VOTE Engine No. 1 Transform 500 ETF | 1.04% | 1.03% | 1.18% | 1.33% | 1.54% | 0.54% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
DJD vs. VOTE - Drawdown Comparison
The maximum DJD drawdown since its inception was -34.66%, which is greater than VOTE's maximum drawdown of -25.71%. Use the drawdown chart below to compare losses from any high point for DJD and VOTE.
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Drawdown Indicators
| DJD | VOTE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.66% | -25.71% | -8.95% |
Max Drawdown (1Y)Largest decline over 1 year | -9.87% | -12.07% | +2.20% |
Max Drawdown (5Y)Largest decline over 5 years | -19.94% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -34.66% | — | — |
Current DrawdownCurrent decline from peak | -5.19% | -5.68% | +0.49% |
Average DrawdownAverage peak-to-trough decline | -3.77% | -6.34% | +2.57% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.38% | 2.59% | -0.21% |
Volatility
DJD vs. VOTE - Volatility Comparison
The current volatility for Invesco Dow Jones Industrial Average Dividend ETF (DJD) is 3.51%, while Engine No. 1 Transform 500 ETF (VOTE) has a volatility of 5.40%. This indicates that DJD experiences smaller price fluctuations and is considered to be less risky than VOTE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DJD | VOTE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.51% | 5.40% | -1.89% |
Volatility (6M)Calculated over the trailing 6-month period | 7.84% | 9.74% | -1.90% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.93% | 18.50% | -4.57% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.40% | 17.30% | -3.90% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.64% | 17.30% | -0.66% |