DJIA vs. VTV
Compare and contrast key facts about Global X Dow 30 Covered Call ETF (DJIA) and Vanguard Value ETF (VTV).
DJIA and VTV are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. DJIA is a passively managed fund by Global X that tracks the performance of the DJIA Cboe BuyWrite v2 Index. It was launched on Feb 23, 2022. VTV is a passively managed fund by Vanguard that tracks the performance of the MSCI US Prime Market Value Index. It was launched on Jan 26, 2004. Both DJIA and VTV are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DJIA or VTV.
Key characteristics
| DJIA | VTV | |
|---|---|---|
| YTD Return | 13.44% | 21.71% |
| 1Y Return | 16.97% | 34.54% |
| Sharpe Ratio | 2.19 | 3.24 |
| Sortino Ratio | 3.17 | 4.56 |
| Omega Ratio | 1.45 | 1.60 |
| Calmar Ratio | 3.83 | 4.86 |
| Martin Ratio | 14.64 | 21.19 |
| Ulcer Index | 1.19% | 1.58% |
| Daily Std Dev | 7.93% | 10.32% |
| Max Drawdown | -16.91% | -59.27% |
| Current Drawdown | 0.00% | 0.00% |
Correlation
The correlation between DJIA and VTV is 0.66, 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.
Performance
DJIA vs. VTV - Performance Comparison
In the year-to-date period, DJIA achieves a 13.44% return, which is significantly lower than VTV's 21.71% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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DJIA vs. VTV - Expense Ratio Comparison
DJIA has a 0.60% expense ratio, which is higher than VTV's 0.04% expense ratio.
Risk-Adjusted Performance
DJIA vs. VTV - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Global X Dow 30 Covered Call ETF (DJIA) and Vanguard Value ETF (VTV). 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.
Dividends
DJIA vs. VTV - Dividend Comparison
DJIA's dividend yield for the trailing twelve months is around 6.45%, more than VTV's 2.22% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DJIA Global X Dow 30 Covered Call ETF | 6.45% | 7.16% | 9.18% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VTV Vanguard Value ETF | 2.22% | 2.46% | 2.52% | 2.15% | 2.56% | 2.50% | 2.73% | 2.29% | 2.44% | 2.60% | 2.22% | 2.21% |
Drawdowns
DJIA vs. VTV - Drawdown Comparison
The maximum DJIA drawdown since its inception was -16.91%, smaller than the maximum VTV drawdown of -59.27%. Use the drawdown chart below to compare losses from any high point for DJIA and VTV. For additional features, visit the drawdowns tool.
Volatility
DJIA vs. VTV - Volatility Comparison
The current volatility for Global X Dow 30 Covered Call ETF (DJIA) is 3.16%, while Vanguard Value ETF (VTV) has a volatility of 3.76%. This indicates that DJIA experiences smaller price fluctuations and is considered to be less risky than VTV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.