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DTEC vs. AMLP
Performance
Return for Risk
Drawdowns
Volatility
Dividends

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.

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Returns By Period

In the year-to-date period, DTEC achieves a 6.02% return, which is significantly lower than AMLP's 16.31% return.


DTEC

1D
-1.22%
1M
11.17%
YTD
6.02%
6M
5.54%
1Y
9.18%
3Y*
10.67%
5Y*
2.70%
10Y*

AMLP

1D
-0.27%
1M
-0.57%
YTD
16.31%
6M
14.89%
1Y
17.06%
3Y*
20.15%
5Y*
16.90%
10Y*
6.76%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DTEC vs. AMLP - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
DTEC
ALPS Disruptive Technologies ETF
6.02%7.21%9.89%25.03%-31.29%4.89%44.12%35.44%-4.96%
AMLP
Alerian MLP ETF
16.31%5.78%22.76%21.40%25.47%39.09%-32.26%5.99%-12.67%

Correlation

The correlation between DTEC and AMLP is 0.07, 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

0.07

Correlation (3Y)
Calculated over the trailing 3-year period

0.30

Correlation (5Y)
Calculated over the trailing 5-year period

0.36

Correlation (All Time)
Calculated using the full available price history since Jan 2, 2018

0.38

Over the past year, the correlation between DTEC and AMLP has dropped to 0.07 - well below their long-term average of 0.38, suggesting their price drivers have been diverging.

DTEC vs. AMLP - Sectors Allocation Comparison


Sectors
DTEC
AMLP

Technology

60.0%

-

Industrials

13.7%

-

Healthcare

10.4%

-

Financial Services

8.5%

-

Energy

3.5%
97.7%

Utilities

3.1%
2.3%

Communication Services

2.2%

-

Real Estate

1.1%

-

Consumer Cyclical

1.0%

-

Basic Materials

-

-

Consumer Defensive

-

-

Technology

DTEC
60.0%
AMLP

-

Industrials

DTEC
13.7%
AMLP

-

Healthcare

DTEC
10.4%
AMLP

-

Financial Services

DTEC
8.5%
AMLP

-

Energy

DTEC
3.5%
AMLP
97.7%

Utilities

DTEC
3.1%
AMLP
2.3%

Communication Services

DTEC
2.2%
AMLP

-

Real Estate

DTEC
1.1%
AMLP

-

Consumer Cyclical

DTEC
1.0%
AMLP

-

Basic Materials

DTEC

-

AMLP

-

Consumer Defensive

DTEC

-

AMLP

-

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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: 1515
Overall Rank
DTEC Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
DTEC Sortino Ratio Rank: 1717
Sortino Ratio Rank
DTEC Omega Ratio Rank: 1616
Omega Ratio Rank
DTEC Calmar Ratio Rank: 1414
Calmar Ratio Rank
DTEC Martin Ratio Rank: 1313
Martin Ratio Rank

AMLP
AMLP Risk / Return Rank: 3939
Overall Rank
AMLP Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
AMLP Sortino Ratio Rank: 3939
Sortino Ratio Rank
AMLP Omega Ratio Rank: 3737
Omega Ratio Rank
AMLP Calmar Ratio Rank: 3838
Calmar Ratio Rank
AMLP Martin Ratio Rank: 3939
Martin Ratio Rank
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.


DTECAMLPDifference

Sharpe ratio

Return per unit of total volatility

0.51

1.45

-0.94

Sortino ratio

Return per unit of downside risk

0.81

2.03

-1.22

Omega ratio

Gain probability vs. loss probability

1.10

1.25

-0.15

Calmar ratio

Return relative to maximum drawdown

0.46

1.92

-1.46

Martin ratio

Return relative to average drawdown

1.06

6.37

-5.31

DTEC vs. AMLP - Sharpe Ratio Comparison

The current DTEC Sharpe Ratio is 0.51, which is lower than the AMLP Sharpe Ratio of 1.45. 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.


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Sharpe Ratios by Period


DTECAMLPDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.51

1.45

-0.94

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.12

0.85

-0.73

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.24

Sharpe Ratio (All Time)

Calculated using the full available price history

0.40

0.22

+0.18

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.


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Drawdown Indicators


DTECAMLPDifference

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

-2.34%

-4.10%

+1.76%

Average Drawdown

Average peak-to-trough decline

-13.31%

-17.40%

+4.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.70%

2.68%

+6.02%

Volatility

DTEC vs. AMLP - Volatility Comparison

ALPS Disruptive Technologies ETF (DTEC) has a higher volatility of 5.65% compared to Alerian MLP ETF (AMLP) at 4.91%. This indicates that DTEC's price experiences larger fluctuations and is considered to be riskier than AMLP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DTECAMLPDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.65%

4.91%

+0.74%

Volatility (6M)

Calculated over the trailing 6-month period

14.03%

8.66%

+5.37%

Volatility (1Y)

Calculated over the trailing 1-year period

18.10%

11.90%

+6.20%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.04%

19.98%

+2.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.87%

27.68%

-4.81%

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 0.03%, less than AMLP's 7.64% yield.


PositionTTM20252024202320222021202020192018201720162015
AMLP
Alerian MLP ETF
7.64%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
0.03%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


DTEC and AMLP have a correlation of 0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DTEC has higher volatility (5.65%) compared to AMLP (4.91%). In terms of maximum drawdown, DTEC dropped -42.00% vs AMLP's -77.19%.

On 5-year performance, AMLP leads with 16.90% vs 2.70% for DTEC. On fees, DTEC is cheaper at 0.50% per year. On volatility, AMLP has been the lower-risk option at 4.91%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, AMLP has performed better with a 16.90% return vs 2.70%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

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

AMLP has the higher dividend yield at 7.64%, compared with 0.03% for DTEC.

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.

AMLP currently has the higher Sharpe Ratio (1.45 vs 0.51), 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.

Portfolio Optimizer

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