DSCO vs. DFVE

Last updated Jul 8, 2026

DSCO (DoubleLine Securitized Credit ETF) and DFVE (Doubleline Fortune 500 Equal Weight ETF) are both exchange-traded funds - DSCO is a Mortgage Backed Securities fund actively managed by DoubleLine, while DFVE is a Large Cap Blend Equities fund tracking the Barclays Fortune 500 Equal Weighted Index - Benchmark TR Gross. DSCO is actively managed, while DFVE is passively managed. At a 0.37 correlation, their price movements are largely independent. DSCO charges 0.50%/yr vs 0.20%/yr for DFVE.

Performance

DSCO vs. DFVE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DoubleLine Securitized Credit ETF (DSCO) and Doubleline Fortune 500 Equal Weight ETF (DFVE). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

DSCO

• 1D: -0.16%
• 1M: 0.47%
• 6M: —
• YTD: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

DFVE

• 1D: -0.05%
• 1M: 3.34%
• 6M: 10.36%
• YTD: 13.87%
• 1Y: 21.66%
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

DSCO vs. DFVE - Yearly Performance Comparison

	2026 (YTD)
DSCO DoubleLine Securitized Credit ETF	1.17%
DFVE Doubleline Fortune 500 Equal Weight ETF	9.61%

Correlation

The correlation between DSCO and DFVE is 0.37, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (All Time) Calculated using the full available price history since Feb 2, 2026	0.37

Return for Risk

DSCO vs. DFVE — Risk / Return Rank

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

DSCO

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

DFVE

DFVE Risk / Return Rank: 65
DFVE Sharpe Ratio Rank: 63
DFVE Sortino Ratio Rank: 66
DFVE Omega Ratio Rank: 60
DFVE Calmar Ratio Rank: 68
DFVE Martin Ratio Rank: 67

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.

DSCO vs. DFVE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for DoubleLine Securitized Credit ETF (DSCO) and Doubleline Fortune 500 Equal Weight ETF (DFVE). 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.

	DSCO	DFVE	Difference
Sharpe ratio: Return per unit of total volatility	—	1.72	—
Sortino ratio: Return per unit of downside risk	—	2.53	—
Omega ratio: Gain probability vs. loss probability	—	1.31	—
Calmar ratio: Return relative to maximum drawdown	—	2.79	—
Martin ratio: Return relative to average drawdown	—	9.91	—

Drawdowns

DSCO vs. DFVE - Drawdown Comparison

The maximum DSCO drawdown since its inception was -1.64%, smaller than the maximum DFVE drawdown of -19.43%. Use the drawdown chart below to compare losses from any high point for DSCO and DFVE.

Drawdown Indicators

	DSCO	DFVE	Difference
Max Drawdown Largest peak-to-trough decline	-1.64%	-19.43%	+17.79%
Max Drawdown (1Y) Largest decline over 1 year	—	-7.79%	—
Current Drawdown Current decline from peak	-0.25%	-0.05%	-0.20%
Average Drawdown Average peak-to-trough decline	-0.62%	-2.69%	+2.07%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	2.19%	—

Volatility

Volatility by Period

	DSCO	DFVE	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	3.13%	—
Volatility (6M) Calculated over the trailing 6-month period	—	9.20%	—
Volatility (1Y) Calculated over the trailing 1-year period	2.44%	12.65%	-10.21%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	2.44%	15.40%	-12.96%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	2.44%	15.40%	-12.96%

DSCO vs. DFVE - Expense Ratio Comparison

DSCO has a 0.50% expense ratio, which is higher than DFVE's 0.20% expense ratio.

Dividends

DSCO vs. DFVE - Dividend Comparison

DSCO's dividend yield for the trailing twelve months is around 2.26%, more than DFVE's 1.38% yield.

Position	TTM	2025	2024
DFVE Doubleline Fortune 500 Equal Weight ETF	1.38%	1.52%	1.53%
DSCO DoubleLine Securitized Credit ETF	2.26%	0.00%	0.00%

Frequently Asked Questions

Can I hold both DSCO and DFVE in my portfolio?

DSCO and DFVE have a correlation of 0.37, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, DSCO or DFVE?

On fees, DFVE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, DSCO or DFVE?

DFVE is cheaper with a 0.20% expense ratio, compared with 0.50% for DSCO.

Which ETF pays a higher dividend yield, DSCO or DFVE?

DSCO has the higher dividend yield at 2.26%, compared with 1.38% for DFVE.

What is the main difference between DSCO and DFVE?

DSCO is categorized as Mortgage Backed Securities, while DFVE is Large Cap Blend Equities. Their fees differ too: 0.50% for DSCO and 0.20% for DFVE.