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DTEC vs. TRUT
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DTEC vs. TRUT - Performance Comparison

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

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DTEC vs. TRUT - Yearly Performance Comparison


2026 (YTD)2025
DTEC
ALPS Disruptive Technologies ETF
-10.91%-0.98%
TRUT
Vaneck Technology Trusector ETF
-9.61%10.16%

Returns By Period

In the year-to-date period, DTEC achieves a -10.91% return, which is significantly lower than TRUT's -9.61% return.


DTEC

1D
2.68%
1M
-6.10%
YTD
-10.91%
6M
-15.33%
1Y
-0.40%
3Y*
5.45%
5Y*
-0.96%
10Y*

TRUT

1D
4.20%
1M
-3.85%
YTD
-9.61%
6M
-8.33%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DTEC vs. TRUT - Expense Ratio Comparison

DTEC has a 0.50% expense ratio, which is higher than TRUT's 0.13% expense ratio.


Return for Risk

DTEC vs. TRUT — Risk / Return Rank

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

DTEC
DTEC Risk / Return Rank: 1212
Overall Rank
DTEC Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
DTEC Sortino Ratio Rank: 1212
Sortino Ratio Rank
DTEC Omega Ratio Rank: 1212
Omega Ratio Rank
DTEC Calmar Ratio Rank: 1111
Calmar Ratio Rank
DTEC Martin Ratio Rank: 1111
Martin Ratio Rank

TRUT
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. TRUT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ALPS Disruptive Technologies ETF (DTEC) and Vaneck Technology Trusector ETF (TRUT). 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.


DTECTRUTDifference

Sharpe ratio

Return per unit of total volatility

-0.02

Sortino ratio

Return per unit of downside risk

0.14

Omega ratio

Gain probability vs. loss probability

1.02

Calmar ratio

Return relative to maximum drawdown

-0.04

Martin ratio

Return relative to average drawdown

-0.11

DTEC vs. TRUT - Sharpe Ratio Comparison


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Sharpe Ratios by Period


DTECTRUTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.02

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.31

-0.03

+0.34

Correlation

The correlation between DTEC and TRUT is 0.59, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

DTEC vs. TRUT - Dividend Comparison

DTEC's dividend yield for the trailing twelve months is around 0.04%, less than TRUT's 0.15% yield.


TTM20252024202320222021202020192018
DTEC
ALPS Disruptive Technologies ETF
0.04%0.04%0.45%0.27%0.02%0.26%0.37%0.43%0.33%
TRUT
Vaneck Technology Trusector ETF
0.15%0.14%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

DTEC vs. TRUT - Drawdown Comparison

The maximum DTEC drawdown since its inception was -42.00%, which is greater than TRUT's maximum drawdown of -18.55%. Use the drawdown chart below to compare losses from any high point for DTEC and TRUT.


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Drawdown Indicators


DTECTRUTDifference

Max Drawdown

Largest peak-to-trough decline

-42.00%

-18.55%

-23.45%

Max Drawdown (1Y)

Largest decline over 1 year

-20.31%

Max Drawdown (5Y)

Largest decline over 5 years

-42.00%

Current Drawdown

Current decline from peak

-17.94%

-15.13%

-2.81%

Average Drawdown

Average peak-to-trough decline

-13.34%

-5.79%

-7.55%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.20%

Volatility

DTEC vs. TRUT - Volatility Comparison


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Volatility by Period


DTECTRUTDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.85%

Volatility (6M)

Calculated over the trailing 6-month period

13.45%

Volatility (1Y)

Calculated over the trailing 1-year period

22.71%

21.41%

+1.30%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.95%

21.41%

+0.54%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.91%

21.41%

+1.50%