DTEC vs. AMLP

Last updated Jul 17, 2026

DTEC (ALPS Disruptive Technologies ETF) and AMLP (Alerian MLP ETF) are both exchange-traded funds - DTEC is a Technology Equities fund tracking the Indxx Disruptive Technologies Index, while AMLP is a MLPs fund tracking the Alerian MLP Infrastructure Index. Both are passively managed. Over the past 5 years, DTEC returned 0.85%/yr vs 19.03%/yr for AMLP. At a 0.37 correlation, their price movements are largely independent. DTEC charges 0.50%/yr vs 0.90%/yr for AMLP.

Performance

DTEC vs. AMLP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ALPS Disruptive Technologies ETF (DTEC) and Alerian MLP ETF (AMLP). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, DTEC achieves a 1.61% return, which is significantly lower than AMLP's 19.32% return.

DTEC

• 1D: 0.74%
• 1M: 3.67%
• 6M: -0.01%
• YTD: 1.61%
• 1Y: 1.15%
• 3Y*: 6.86%
• 5Y*: 0.85%
• 10Y*: —

AMLP

• 1D: 1.41%
• 1M: 5.83%
• 6M: 14.27%
• YTD: 19.32%
• 1Y: 20.19%
• 3Y*: 19.61%
• 5Y*: 19.03%
• 10Y*: 6.80%

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

DTEC vs. AMLP - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
DTEC ALPS Disruptive Technologies ETF	1.61%	7.21%	9.89%	25.03%	-31.29%	4.89%	44.12%	35.44%	-4.96%	0.04%
AMLP Alerian MLP ETF	19.32%	5.78%	22.76%	21.40%	25.47%	39.09%	-32.26%	5.99%	-12.67%	-0.46%

Correlation

The correlation between DTEC and AMLP is 0.04, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.04
Correlation (3Y) Calculated over the trailing 3-year period	0.28
Correlation (5Y) Calculated over the trailing 5-year period	0.35
Correlation (All Time) Calculated using the full available price history since Dec 29, 2017	0.37

Over the past year, the correlation between DTEC and AMLP has dropped to 0.04 - well below their long-term average of 0.37, suggesting their price drivers have been diverging.

DTEC vs. AMLP - Sectors Allocation Comparison

Sectors	DTEC	AMLP
Technology	63.4%	-
Industrials	12.1%	2.1%
Healthcare	9.2%	-
Financial Services	7.3%	0.1%
Energy	3.5%	95.9%
Utilities	3.2%	1.9%
Communication Services	2.7%	-
Real Estate	1.0%	-
Consumer Cyclical	1.0%	-
Basic Materials	-	-
Consumer Defensive	-	-

Return for Risk

DTEC vs. AMLP — Risk / Return Rank

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

DTEC

DTEC Risk / Return Rank: 10
DTEC Sharpe Ratio Rank: 11
DTEC Sortino Ratio Rank: 10
DTEC Omega Ratio Rank: 9
DTEC Calmar Ratio Rank: 10
DTEC Martin Ratio Rank: 10

AMLP

AMLP Risk / Return Rank: 56
AMLP Sharpe Ratio Rank: 60
AMLP Sortino Ratio Rank: 59
AMLP Omega Ratio Rank: 55
AMLP Calmar Ratio Rank: 56
AMLP Martin Ratio Rank: 47

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.

DTEC vs. AMLP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ALPS Disruptive Technologies ETF (DTEC) and Alerian MLP ETF (AMLP). 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.

	DTEC	AMLP	Difference
Sharpe ratio: Return per unit of total volatility	0.06	1.61	-1.55
Sortino ratio: Return per unit of downside risk	0.21	2.26	-2.05
Omega ratio: Gain probability vs. loss probability	1.03	1.28	-0.25
Calmar ratio: Return relative to maximum drawdown	0.06	2.27	-2.21
Martin ratio: Return relative to average drawdown	0.13	6.33	-6.20

DTEC vs. AMLP - Sharpe Ratio Comparison

The current DTEC Sharpe Ratio is 0.06, which is lower than the AMLP Sharpe Ratio of 1.61. The chart below compares the historical Sharpe Ratios of DTEC and AMLP, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

DTEC vs. AMLP - Drawdown Comparison

The maximum DTEC drawdown since its inception was -42.00%, smaller than the maximum AMLP drawdown of -77.19%. Use the drawdown chart below to compare losses from any high point for DTEC and AMLP.

Drawdown Indicators

	DTEC	AMLP	Difference
Max Drawdown Largest peak-to-trough decline	-42.00%	-77.19%	+35.19%
Max Drawdown (1Y) Largest decline over 1 year	-20.31%	-8.94%	-11.37%
Max Drawdown (3Y) Largest decline over 3 years	-21.47%	-14.27%	-7.20%
Max Drawdown (5Y) Largest decline over 5 years	-42.00%	-20.92%	-21.08%
Max Drawdown (10Y) Largest decline over 10 years	—	-72.62%	—
Current Drawdown Current decline from peak	-6.40%	-1.62%	-4.78%
Average Drawdown Average peak-to-trough decline	-13.25%	-17.31%	+4.06%
Ulcer Index Depth and duration of drawdowns from previous peaks	9.23%	3.20%	+6.03%

Volatility

DTEC vs. AMLP - Volatility Comparison

ALPS Disruptive Technologies ETF (DTEC) and Alerian MLP ETF (AMLP) have volatilities of 5.02% and 5.08%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DTEC	AMLP	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.02%	5.08%	-0.06%
Volatility (6M) Calculated over the trailing 6-month period	15.13%	9.66%	+5.47%
Volatility (1Y) Calculated over the trailing 1-year period	18.82%	12.59%	+6.23%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	22.21%	19.68%	+2.53%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	22.84%	27.64%	-4.80%

DTEC vs. AMLP - Expense Ratio Comparison

DTEC has a 0.50% expense ratio, which is lower than AMLP's 0.90% expense ratio.

Dividends

DTEC vs. AMLP - Dividend Comparison

DTEC's dividend yield for the trailing twelve months is around 0.04%, less than AMLP's 7.45% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
AMLP Alerian MLP ETF	7.45%	8.36%	7.70%	7.86%	7.70%	8.55%	12.31%	9.12%	9.29%	7.97%	8.09%	9.84%
DTEC ALPS Disruptive Technologies ETF	0.04%	0.04%	0.45%	0.27%	0.02%	0.26%	0.37%	0.43%	0.33%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both DTEC and AMLP in my portfolio?

DTEC and AMLP have a correlation of 0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, DTEC or AMLP?

AMLP has higher volatility (5.08%) compared to DTEC (5.02%). In terms of maximum drawdown, DTEC dropped -42.00% vs AMLP's -77.19%.

Which ETF is better, DTEC or AMLP?

On 5-year performance, AMLP leads with 19.03% vs 0.85% for DTEC. On fees, DTEC is cheaper at 0.50% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, DTEC or AMLP?

Over the 5-year period, AMLP has performed better with a 19.03% return vs 0.85%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, DTEC or AMLP?

DTEC is cheaper with a 0.50% expense ratio, compared with 0.90% for AMLP.

Which ETF pays a higher dividend yield, DTEC or AMLP?

AMLP has the higher dividend yield at 7.45%, compared with 0.04% for DTEC.

What is the main difference between DTEC and AMLP?

DTEC is categorized as Technology Equities, while AMLP is MLPs. DTEC tracks Indxx Disruptive Technologies Index, while AMLP tracks Alerian MLP Infrastructure Index. Their fees differ too: 0.50% for DTEC and 0.90% for AMLP.

Which has better risk-adjusted returns?

AMLP currently has the higher Sharpe Ratio (1.61 vs 0.06), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.