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DTEC vs. RFDA
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DTEC vs. RFDA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ALPS Disruptive Technologies ETF (DTEC) and RiverFront Dynamic US Dividend Advantage ETF (RFDA). 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 -4.55% return, which is significantly lower than RFDA's 10.33% return.


DTEC

1D
0.12%
1M
-4.85%
YTD
-4.55%
6M
-5.99%
1Y
-4.18%
3Y*
7.07%
5Y*
-0.77%
10Y*

RFDA

1D
-0.39%
1M
-0.03%
YTD
10.33%
6M
9.16%
1Y
25.01%
3Y*
18.64%
5Y*
12.74%
10Y*
13.35%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DTEC vs. RFDA - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DTEC
ALPS Disruptive Technologies ETF
-4.55%7.21%9.89%25.03%-31.29%4.89%44.12%35.44%-4.96%0.04%
RFDA
RiverFront Dynamic US Dividend Advantage ETF
10.33%16.42%20.12%16.98%-8.58%25.94%11.26%27.15%-9.27%-0.33%

Correlation

The correlation between DTEC and RFDA is 0.62, 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

0.62

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

0.75

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

0.76

Correlation (All Time)
Calculated using the full available price history since Dec 29, 2017

0.78

The correlation between DTEC and RFDA shifts across timeframes, from 0.62 (1 year) to 0.78 (all time), reflecting how their relationship changes across market environments.

DTEC vs. RFDA - Sectors Allocation Comparison


Sectors
DTEC
RFDA

Technology

63.4%
21.1%

Industrials

12.1%
8.6%

Healthcare

9.2%
9.7%

Financial Services

7.3%
14.4%

Energy

3.5%
11.7%

Utilities

3.2%
4.8%

Communication Services

2.7%
8.3%

Real Estate

1.0%
4.9%

Consumer Cyclical

1.0%
7.4%

Basic Materials

-

1.9%

Consumer Defensive

-

7.0%

Technology

DTEC
63.4%
RFDA
21.1%

Industrials

DTEC
12.1%
RFDA
8.6%

Healthcare

DTEC
9.2%
RFDA
9.7%

Financial Services

DTEC
7.3%
RFDA
14.4%

Energy

DTEC
3.5%
RFDA
11.7%

Utilities

DTEC
3.2%
RFDA
4.8%

Communication Services

DTEC
2.7%
RFDA
8.3%

Real Estate

DTEC
1.0%
RFDA
4.9%

Consumer Cyclical

DTEC
1.0%
RFDA
7.4%

Basic Materials

DTEC

-

RFDA
1.9%

Consumer Defensive

DTEC

-

RFDA
7.0%

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Return for Risk

DTEC vs. RFDA — Risk / Return Rank

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

DTEC
DTEC Risk / Return Rank: 77
Overall Rank
DTEC Sharpe Ratio Rank: 77
Sharpe Ratio Rank
DTEC Sortino Ratio Rank: 77
Sortino Ratio Rank
DTEC Omega Ratio Rank: 77
Omega Ratio Rank
DTEC Calmar Ratio Rank: 77
Calmar Ratio Rank
DTEC Martin Ratio Rank: 77
Martin Ratio Rank

RFDA
RFDA Risk / Return Rank: 8181
Overall Rank
RFDA Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
RFDA Sortino Ratio Rank: 7676
Sortino Ratio Rank
RFDA Omega Ratio Rank: 7777
Omega Ratio Rank
RFDA Calmar Ratio Rank: 8888
Calmar Ratio Rank
RFDA Martin Ratio Rank: 8787
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. RFDA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ALPS Disruptive Technologies ETF (DTEC) and RiverFront Dynamic US Dividend Advantage ETF (RFDA). 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.


DTECRFDADifference
Sharpe ratioReturn per unit of total volatility

-2.37

Sortino ratioReturn per unit of downside risk

-3.16

Omega ratioGain probability vs. loss probability

0.98

1.40

-0.42

Calmar ratioReturn relative to maximum drawdown

-0.21

4.61

-4.82

Martin ratioReturn relative to average drawdown

-0.46

16.42

-16.88

DTEC vs. RFDA - Sharpe Ratio Comparison

The current DTEC Sharpe Ratio is -0.23, which is lower than the RFDA Sharpe Ratio of 2.15. The chart below compares the historical Sharpe Ratios of DTEC and RFDA, 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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Drawdowns

DTEC vs. RFDA - Drawdown Comparison

The maximum DTEC drawdown since its inception was -42.00%, which is greater than RFDA's maximum drawdown of -34.60%. Use the drawdown chart below to compare losses from any high point for DTEC and RFDA.


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Drawdown Indicators


DTECRFDADifference

Max Drawdown

Largest peak-to-trough decline

-42.00%

-34.60%

-7.40%

Max Drawdown (1Y)

Largest decline over 1 year

-20.31%

-5.45%

-14.86%

Max Drawdown (3Y)

Largest decline over 3 years

-21.47%

-19.35%

-2.12%

Max Drawdown (5Y)

Largest decline over 5 years

-42.00%

-19.35%

-22.65%

Max Drawdown (10Y)

Largest decline over 10 years

-34.60%

Current Drawdown

Current decline from peak

-12.08%

-2.06%

-10.02%

Average Drawdown

Average peak-to-trough decline

-13.28%

-3.73%

-9.55%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.02%

1.53%

+7.49%

Volatility

DTEC vs. RFDA - Volatility Comparison

ALPS Disruptive Technologies ETF (DTEC) has a higher volatility of 7.87% compared to RiverFront Dynamic US Dividend Advantage ETF (RFDA) at 3.21%. This indicates that DTEC's price experiences larger fluctuations and is considered to be riskier than RFDA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DTECRFDADifference

Volatility (1M)

Calculated over the trailing 1-month period

7.87%

3.21%

+4.66%

Volatility (6M)

Calculated over the trailing 6-month period

14.91%

8.78%

+6.13%

Volatility (1Y)

Calculated over the trailing 1-year period

18.69%

11.71%

+6.98%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.16%

15.75%

+6.41%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.88%

16.87%

+6.01%

DTEC vs. RFDA - Expense Ratio Comparison

DTEC has a 0.50% expense ratio, which is lower than RFDA's 0.52% expense ratio.


Dividends

DTEC vs. RFDA - Dividend Comparison

DTEC's dividend yield for the trailing twelve months is around 0.04%, less than RFDA's 1.81% yield.


PositionTTM2025202420232022202120202019201820172016
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%
RFDA
RiverFront Dynamic US Dividend Advantage ETF
1.81%1.89%2.23%2.68%3.57%1.44%1.62%1.87%2.44%1.90%0.98%

Frequently Asked Questions


DTEC and RFDA have a correlation of 0.62, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DTEC has higher volatility (7.87%) compared to RFDA (3.21%). In terms of maximum drawdown, DTEC dropped -42.00% vs RFDA's -34.60%.

On 5-year performance, RFDA leads with 12.74% vs -0.77% for DTEC. On fees, DTEC is cheaper at 0.50% per year. On volatility, RFDA has been the lower-risk option at 3.21%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, RFDA has performed better with a 12.74% return vs -0.77%. 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 0.52% for RFDA.

RFDA has the higher dividend yield at 1.81%, compared with 0.04% for DTEC.

DTEC is categorized as Technology Equities, while RFDA is Large Cap Growth Equities. Their fees differ too: 0.50% for DTEC and 0.52% for RFDA.

RFDA currently has the higher Sharpe Ratio (2.15 vs -0.23), 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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