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DTEC vs. VIG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

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.


-0.50.00.51.00.8

Performance

DTEC vs. VIG - Performance Comparison

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

-5.00%0.00%5.00%10.00%15.00%JulyAugustSeptemberOctoberNovemberDecember
10.73%
6.88%
DTEC
VIG

Key characteristics

Sharpe Ratio

DTEC:

0.63

VIG:

1.68

Sortino Ratio

DTEC:

0.95

VIG:

2.35

Omega Ratio

DTEC:

1.12

VIG:

1.31

Calmar Ratio

DTEC:

0.41

VIG:

3.39

Martin Ratio

DTEC:

3.22

VIG:

10.81

Ulcer Index

DTEC:

3.27%

VIG:

1.60%

Daily Std Dev

DTEC:

16.65%

VIG:

10.27%

Max Drawdown

DTEC:

-42.00%

VIG:

-46.81%

Current Drawdown

DTEC:

-13.23%

VIG:

-4.22%

Returns By Period

In the year-to-date period, DTEC achieves a 9.62% return, which is significantly lower than VIG's 16.59% return.


DTEC

YTD

9.62%

1M

1.57%

6M

10.73%

1Y

12.42%

5Y*

7.39%

10Y*

N/A

VIG

YTD

16.59%

1M

-1.72%

6M

6.88%

1Y

16.71%

5Y*

11.53%

10Y*

11.36%

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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.


DTEC
ALPS Disruptive Technologies ETF
Expense ratio chart for DTEC: current value at 0.50% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.50%
Expense ratio chart for VIG: current value at 0.06% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.06%

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.


Sharpe ratio
The chart of Sharpe ratio for DTEC, currently valued at 0.63, compared to the broader market0.002.004.000.631.63
The chart of Sortino ratio for DTEC, currently valued at 0.95, compared to the broader market-2.000.002.004.006.008.0010.000.952.28
The chart of Omega ratio for DTEC, currently valued at 1.12, compared to the broader market0.501.001.502.002.503.001.121.30
The chart of Calmar ratio for DTEC, currently valued at 0.41, compared to the broader market0.005.0010.0015.000.413.29
The chart of Martin ratio for DTEC, currently valued at 3.22, compared to the broader market0.0020.0040.0060.0080.00100.003.2210.35
DTEC
VIG

The current DTEC Sharpe Ratio is 0.63, which is lower than the VIG Sharpe Ratio of 1.68. The chart below compares the historical Sharpe Ratios of DTEC and VIG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
0.63
1.63
DTEC
VIG

Dividends

DTEC vs. VIG - Dividend Comparison

DTEC's dividend yield for the trailing twelve months is around 0.25%, less than VIG's 1.74% yield.


TTM20232022202120202019201820172016201520142013
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
1.74%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.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-13.23%
-4.22%
DTEC
VIG

Volatility

DTEC vs. VIG - Volatility Comparison

ALPS Disruptive Technologies ETF (DTEC) has a higher volatility of 4.95% compared to Vanguard Dividend Appreciation ETF (VIG) at 3.40%. 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.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%JulyAugustSeptemberOctoberNovemberDecember
4.95%
3.40%
DTEC
VIG
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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