DTEC vs. VIG
Compare and contrast key facts about ALPS Disruptive Technologies ETF (DTEC) and Vanguard Dividend Appreciation ETF (VIG).
DTEC and VIG are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. DTEC is a passively managed fund by SS&C that tracks the performance of the Indxx Disruptive Technologies Index. It was launched on Dec 29, 2017. VIG is a passively managed fund by Vanguard that tracks the performance of the NASDAQ US Dividend Achievers Select Index. It was launched on Apr 21, 2006. Both DTEC and VIG are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DTEC or VIG.
Key characteristics
| DTEC | VIG | |
|---|---|---|
| YTD Return | 10.28% | 19.89% |
| 1Y Return | 29.41% | 29.26% |
| 3Y Return (Ann) | -4.05% | 8.48% |
| 5Y Return (Ann) | 8.46% | 12.86% |
| Sharpe Ratio | 1.77 | 2.92 |
| Sortino Ratio | 2.41 | 4.10 |
| Omega Ratio | 1.31 | 1.54 |
| Calmar Ratio | 0.91 | 5.73 |
| Martin Ratio | 9.21 | 19.13 |
| Ulcer Index | 3.22% | 1.52% |
| Daily Std Dev | 16.73% | 9.98% |
| Max Drawdown | -42.00% | -46.81% |
| Current Drawdown | -12.71% | -0.73% |
Correlation
The correlation between DTEC and VIG is 0.77, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
DTEC vs. VIG - Performance Comparison
In the year-to-date period, DTEC achieves a 10.28% return, which is significantly lower than VIG's 19.89% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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DTEC vs. VIG - Expense Ratio Comparison
DTEC has a 0.50% expense ratio, which is higher than VIG's 0.06% expense ratio.
Risk-Adjusted Performance
DTEC vs. VIG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for ALPS Disruptive Technologies ETF (DTEC) and Vanguard Dividend Appreciation ETF (VIG). 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.
Dividends
DTEC vs. VIG - Dividend Comparison
DTEC's dividend yield for the trailing twelve months is around 0.25%, less than VIG's 1.70% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DTEC ALPS Disruptive Technologies ETF | 0.25% | 0.27% | 0.02% | 0.26% | 0.37% | 0.43% | 0.33% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VIG Vanguard Dividend Appreciation ETF | 1.70% | 1.88% | 1.96% | 1.55% | 1.63% | 1.71% | 2.08% | 1.88% | 2.14% | 2.34% | 1.95% | 1.84% |
Drawdowns
DTEC vs. VIG - Drawdown Comparison
The maximum DTEC drawdown since its inception was -42.00%, smaller than the maximum VIG drawdown of -46.81%. Use the drawdown chart below to compare losses from any high point for DTEC and VIG. For additional features, visit the drawdowns tool.
Volatility
DTEC vs. VIG - Volatility Comparison
ALPS Disruptive Technologies ETF (DTEC) has a higher volatility of 4.22% compared to Vanguard Dividend Appreciation ETF (VIG) at 3.55%. This indicates that DTEC's price experiences larger fluctuations and is considered to be riskier than VIG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.