DTEC vs. FTEC

Last updated Jun 23, 2026

DTEC (ALPS Disruptive Technologies ETF) and FTEC (Fidelity MSCI Information Technology Index ETF) are both Technology Equities funds - DTEC tracks the Indxx Disruptive Technologies Index while FTEC tracks the MSCI USA IMI Information Technology 25/50 Index. Both are passively managed. Over the past 5 years, DTEC returned -0.42%/yr vs 20.85%/yr for FTEC. Their correlation of 0.84 suggests significant overlap in exposure. DTEC charges 0.50%/yr vs 0.08%/yr for FTEC.

Performance

DTEC vs. FTEC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ALPS Disruptive Technologies ETF (DTEC) and Fidelity MSCI Information Technology Index ETF (FTEC). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, DTEC achieves a -4.12% return, which is significantly lower than FTEC's 28.31% return.

DTEC

• 1D: -1.06%
• 1M: -4.41%
• YTD: -4.12%
• 6M: -6.02%
• 1Y: -0.73%
• 3Y*: 7.23%
• 5Y*: -0.42%
• 10Y*: —

FTEC

• 1D: 0.40%
• 1M: 4.21%
• YTD: 28.31%
• 6M: 27.06%
• 1Y: 54.89%
• 3Y*: 32.23%
• 5Y*: 20.85%
• 10Y*: 25.75%

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

DTEC vs. FTEC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
DTEC ALPS Disruptive Technologies ETF	-4.12%	7.21%	9.89%	25.03%	-31.29%	4.89%	44.12%	35.44%	-4.96%	0.04%
FTEC Fidelity MSCI Information Technology Index ETF	28.31%	22.11%	29.40%	53.30%	-29.59%	30.49%	45.83%	48.93%	-0.39%	-0.60%

Correlation

The correlation between DTEC and FTEC is 0.67, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.67
Correlation (3Y) Calculated over the trailing 3-year period	0.75
Correlation (5Y) Calculated over the trailing 5-year period	0.82
Correlation (All Time) Calculated using the full available price history since Dec 29, 2017	0.84

The correlation between DTEC and FTEC shifts across timeframes, from 0.67 (1 year) to 0.84 (all time), reflecting how their relationship changes across market environments.

DTEC vs. FTEC - Sectors Allocation Comparison

Sectors	DTEC	FTEC
Technology	63.4%	98.3%
Industrials	12.1%	0.6%
Healthcare	9.2%	-
Financial Services	7.3%	0.6%
Energy	3.5%	0.3%
Utilities	3.2%	-
Communication Services	2.7%	0.0%
Real Estate	1.0%	-
Consumer Cyclical	1.0%	0.0%
Basic Materials	-	0.0%
Consumer Defensive	-	-

Return for Risk

DTEC vs. FTEC — Risk / Return Rank

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

DTEC

DTEC Risk / Return Rank: 8
DTEC Sharpe Ratio Rank: 8
DTEC Sortino Ratio Rank: 8
DTEC Omega Ratio Rank: 8
DTEC Calmar Ratio Rank: 8
DTEC Martin Ratio Rank: 8

FTEC

FTEC Risk / Return Rank: 70
FTEC Sharpe Ratio Rank: 80
FTEC Sortino Ratio Rank: 69
FTEC Omega Ratio Rank: 71
FTEC Calmar Ratio Rank: 70
FTEC Martin Ratio Rank: 60

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. FTEC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ALPS Disruptive Technologies ETF (DTEC) and Fidelity MSCI Information Technology Index ETF (FTEC). 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	FTEC	Difference
Sharpe ratio: Return per unit of total volatility	-0.04	2.46	-2.50
Sortino ratio: Return per unit of downside risk	0.07	3.02	-2.94
Omega ratio: Gain probability vs. loss probability	1.01	1.40	-0.40
Calmar ratio: Return relative to maximum drawdown	-0.04	3.39	-3.43
Martin ratio: Return relative to average drawdown	-0.08	10.46	-10.54

DTEC vs. FTEC - Sharpe Ratio Comparison

The current DTEC Sharpe Ratio is -0.04, which is lower than the FTEC Sharpe Ratio of 2.46. The chart below compares the historical Sharpe Ratios of DTEC and FTEC, 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. FTEC - Drawdown Comparison

The maximum DTEC drawdown since its inception was -42.00%, which is greater than FTEC's maximum drawdown of -34.95%. Use the drawdown chart below to compare losses from any high point for DTEC and FTEC.

Drawdown Indicators

	DTEC	FTEC	Difference
Max Drawdown Largest peak-to-trough decline	-42.00%	-34.95%	-7.05%
Max Drawdown (1Y) Largest decline over 1 year	-20.31%	-16.26%	-4.05%
Max Drawdown (3Y) Largest decline over 3 years	-21.47%	-27.30%	+5.83%
Max Drawdown (5Y) Largest decline over 5 years	-42.00%	-34.95%	-7.05%
Max Drawdown (10Y) Largest decline over 10 years	—	-34.95%	—
Current Drawdown Current decline from peak	-11.68%	-4.17%	-7.51%
Average Drawdown Average peak-to-trough decline	-13.28%	-5.57%	-7.71%
Ulcer Index Depth and duration of drawdowns from previous peaks	8.95%	5.26%	+3.69%

Volatility

DTEC vs. FTEC - Volatility Comparison

The current volatility for ALPS Disruptive Technologies ETF (DTEC) is 8.05%, while Fidelity MSCI Information Technology Index ETF (FTEC) has a volatility of 10.69%. This indicates that DTEC experiences smaller price fluctuations and is considered to be less risky than FTEC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DTEC	FTEC	Difference
Volatility (1M) Calculated over the trailing 1-month period	8.05%	10.69%	-2.64%
Volatility (6M) Calculated over the trailing 6-month period	14.93%	18.25%	-3.32%
Volatility (1Y) Calculated over the trailing 1-year period	18.75%	22.50%	-3.75%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	22.16%	25.54%	-3.38%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	22.89%	24.87%	-1.98%

DTEC vs. FTEC - Expense Ratio Comparison

DTEC has a 0.50% expense ratio, which is higher than FTEC's 0.08% expense ratio.

Dividends

DTEC vs. FTEC - Dividend Comparison

DTEC's dividend yield for the trailing twelve months is around 0.04%, less than FTEC's 0.35% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
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%
FTEC Fidelity MSCI Information Technology Index ETF	0.35%	0.43%	0.49%	0.77%	0.93%	0.63%	0.83%	1.03%	1.20%	0.96%	1.25%	1.27%

Frequently Asked Questions

Can I hold both DTEC and FTEC in my portfolio?

DTEC and FTEC have a correlation of 0.67, 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 FTEC?

FTEC has higher volatility (10.69%) compared to DTEC (8.05%). In terms of maximum drawdown, DTEC dropped -42.00% vs FTEC's -34.95%.

Which ETF is better, DTEC or FTEC?

On 5-year performance, FTEC leads with 20.85% vs -0.42% for DTEC. On fees, FTEC is cheaper at 0.08% per year. On volatility, DTEC has been the lower-risk option at 8.05%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, DTEC or FTEC?

Over the 5-year period, FTEC has performed better with a 20.85% return vs -0.42%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, DTEC or FTEC?

FTEC is cheaper with a 0.08% expense ratio, compared with 0.50% for DTEC.

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

FTEC has the higher dividend yield at 0.35%, compared with 0.04% for DTEC.

What is the main difference between DTEC and FTEC?

DTEC tracks Indxx Disruptive Technologies Index, while FTEC tracks MSCI USA IMI Information Technology 25/50 Index. They also come from different issuers: SS&C and Fidelity. Their fees differ too: 0.50% for DTEC and 0.08% for FTEC.

Which has better risk-adjusted returns?

FTEC currently has the higher Sharpe Ratio (2.46 vs -0.04), 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.