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DJD vs. VSDA
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between DJD and VSDA is 0.77, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.00.8

Performance

DJD vs. VSDA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Dow Jones Industrial Average Dividend ETF (DJD) and VictoryShares Dividend Accelerator ETF (VSDA). The values are adjusted to include any dividend payments, if applicable.

100.00%110.00%120.00%130.00%140.00%150.00%JulyAugustSeptemberOctoberNovemberDecember
118.30%
130.60%
DJD
VSDA

Key characteristics

Sharpe Ratio

DJD:

1.28

VSDA:

0.91

Sortino Ratio

DJD:

1.95

VSDA:

1.31

Omega Ratio

DJD:

1.24

VSDA:

1.16

Calmar Ratio

DJD:

2.30

VSDA:

1.23

Martin Ratio

DJD:

7.40

VSDA:

4.39

Ulcer Index

DJD:

1.92%

VSDA:

2.14%

Daily Std Dev

DJD:

11.07%

VSDA:

10.35%

Max Drawdown

DJD:

-34.66%

VSDA:

-32.12%

Current Drawdown

DJD:

-6.18%

VSDA:

-7.62%

Returns By Period

In the year-to-date period, DJD achieves a 13.17% return, which is significantly higher than VSDA's 9.05% return.


DJD

YTD

13.17%

1M

-2.22%

6M

8.09%

1Y

15.81%

5Y*

8.76%

10Y*

N/A

VSDA

YTD

9.05%

1M

-4.27%

6M

5.30%

1Y

10.94%

5Y*

9.22%

10Y*

N/A

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


DJD vs. VSDA - Expense Ratio Comparison

DJD has a 0.07% expense ratio, which is lower than VSDA's 0.35% expense ratio.


VSDA
VictoryShares Dividend Accelerator ETF
Expense ratio chart for VSDA: current value at 0.35% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.35%
Expense ratio chart for DJD: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%

Risk-Adjusted Performance

DJD vs. VSDA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Dow Jones Industrial Average Dividend ETF (DJD) and VictoryShares Dividend Accelerator ETF (VSDA). 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.


Sharpe ratio
The chart of Sharpe ratio for DJD, currently valued at 1.28, compared to the broader market0.002.004.001.280.91
The chart of Sortino ratio for DJD, currently valued at 1.95, compared to the broader market-2.000.002.004.006.008.0010.001.951.31
The chart of Omega ratio for DJD, currently valued at 1.24, compared to the broader market0.501.001.502.002.503.001.241.16
The chart of Calmar ratio for DJD, currently valued at 2.30, compared to the broader market0.005.0010.0015.002.301.23
The chart of Martin ratio for DJD, currently valued at 7.40, compared to the broader market0.0020.0040.0060.0080.00100.007.404.39
DJD
VSDA

The current DJD Sharpe Ratio is 1.28, which is higher than the VSDA Sharpe Ratio of 0.91. The chart below compares the historical Sharpe Ratios of DJD and VSDA, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
1.28
0.91
DJD
VSDA

Dividends

DJD vs. VSDA - Dividend Comparison

DJD's dividend yield for the trailing twelve months is around 2.30%, less than VSDA's 2.37% yield.


TTM202320222021202020192018201720162015
DJD
Invesco Dow Jones Industrial Average Dividend ETF
2.30%3.49%3.16%2.82%3.47%2.80%2.66%3.26%3.65%0.16%
VSDA
VictoryShares Dividend Accelerator ETF
2.37%1.93%1.83%1.40%1.49%1.36%1.69%1.23%0.00%0.00%

Drawdowns

DJD vs. VSDA - Drawdown Comparison

The maximum DJD drawdown since its inception was -34.66%, which is greater than VSDA's maximum drawdown of -32.12%. Use the drawdown chart below to compare losses from any high point for DJD and VSDA. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-6.18%
-7.62%
DJD
VSDA

Volatility

DJD vs. VSDA - Volatility Comparison

The current volatility for Invesco Dow Jones Industrial Average Dividend ETF (DJD) is 3.28%, while VictoryShares Dividend Accelerator ETF (VSDA) has a volatility of 3.49%. This indicates that DJD experiences smaller price fluctuations and is considered to be less risky than VSDA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%JulyAugustSeptemberOctoberNovemberDecember
3.28%
3.49%
DJD
VSDA
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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