DURA vs. CHAT

Last updated Jul 17, 2026

DURA (VanEck Vectors Morningstar Durable Dividend ETF) and CHAT (Roundhill Generative AI & Technology ETF) are both exchange-traded funds - DURA is a Large Cap Blend Equities fund tracking the Morningstar US Dividend Valuation Index, while CHAT is a Technology Equities fund actively managed by Roundhill. DURA is passively managed, while CHAT is actively managed. Over the past 3 years, DURA returned 10.28%/yr vs 41.74%/yr for CHAT. At a 0.08 correlation, their price movements are largely independent. DURA charges 0.29%/yr vs 0.75%/yr for CHAT.

Performance

DURA vs. CHAT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VanEck Vectors Morningstar Durable Dividend ETF (DURA) and Roundhill Generative AI & Technology ETF (CHAT). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, DURA achieves a 15.02% return, which is significantly lower than CHAT's 42.01% return.

DURA

• 1D: 2.06%
• 1M: 1.59%
• 6M: 10.84%
• YTD: 15.02%
• 1Y: 19.77%
• 3Y*: 10.28%
• 5Y*: 7.64%
• 10Y*: —

CHAT

• 1D: -5.30%
• 1M: -12.49%
• 6M: 36.21%
• YTD: 42.01%
• 1Y: 73.94%
• 3Y*: 41.74%
• 5Y*: —
• 10Y*: —

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

DURA vs. CHAT - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
DURA VanEck Vectors Morningstar Durable Dividend ETF	15.02%	7.61%	8.51%	3.92%
CHAT Roundhill Generative AI & Technology ETF	42.01%	49.85%	30.98%	21.04%

Correlation

The correlation between DURA and CHAT is -0.13, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	-0.13
Correlation (3Y) Calculated over the trailing 3-year period	0.07
Correlation (All Time) Calculated using the full available price history since May 18, 2023	0.08

The correlation between DURA and CHAT shifts across timeframes, from -0.13 (1 year) to 0.08 (all time), reflecting how their relationship changes across market environments.

DURA vs. CHAT - Sectors Allocation Comparison

Sectors	DURA	CHAT
Consumer Defensive	22.1%	-
Healthcare	14.3%	-
Energy	13.8%	-
Technology	11.2%	75.7%
Financial Services	9.0%	0.0%
Communication Services	8.8%	17.9%
Utilities	6.6%	-
Consumer Cyclical	6.3%	2.6%
Industrials	6.0%	3.5%
Basic Materials	1.9%	-
Real Estate	-	-

Return for Risk

DURA vs. CHAT — Risk / Return Rank

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

DURA

DURA Risk / Return Rank: 56
DURA Sharpe Ratio Rank: 47
DURA Sortino Ratio Rank: 50
DURA Omega Ratio Rank: 62
DURA Calmar Ratio Rank: 58
DURA Martin Ratio Rank: 65

CHAT

CHAT Risk / Return Rank: 74
CHAT Sharpe Ratio Rank: 79
CHAT Sortino Ratio Rank: 64
CHAT Omega Ratio Rank: 68
CHAT Calmar Ratio Rank: 86
CHAT Martin Ratio Rank: 75

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.

DURA vs. CHAT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck Vectors Morningstar Durable Dividend ETF (DURA) and Roundhill Generative AI & Technology ETF (CHAT). 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.

	DURA	CHAT	Difference
Sharpe ratio: Return per unit of total volatility	1.34	2.00	-0.66
Sortino ratio: Return per unit of downside risk	2.04	2.39	-0.35
Omega ratio: Gain probability vs. loss probability	1.30	1.32	-0.02
Calmar ratio: Return relative to maximum drawdown	2.33	3.80	-1.48
Martin ratio: Return relative to average drawdown	9.08	11.13	-2.05

DURA vs. CHAT - Sharpe Ratio Comparison

The current DURA Sharpe Ratio is 1.34, which is lower than the CHAT Sharpe Ratio of 2.00. The chart below compares the historical Sharpe Ratios of DURA and CHAT, 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

DURA vs. CHAT - Drawdown Comparison

The maximum DURA drawdown since its inception was -33.15%, which is greater than CHAT's maximum drawdown of -31.34%. Use the drawdown chart below to compare losses from any high point for DURA and CHAT.

Drawdown Indicators

	DURA	CHAT	Difference
Max Drawdown Largest peak-to-trough decline	-33.15%	-31.34%	-1.81%
Max Drawdown (1Y) Largest decline over 1 year	-8.53%	-19.54%	+11.01%
Max Drawdown (3Y) Largest decline over 3 years	-14.27%	-31.34%	+17.07%
Max Drawdown (5Y) Largest decline over 5 years	-15.80%	—	—
Current Drawdown Current decline from peak	-0.35%	-19.54%	+19.19%
Average Drawdown Average peak-to-trough decline	-3.89%	-5.52%	+1.63%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.18%	6.67%	-4.49%

Volatility

DURA vs. CHAT - Volatility Comparison

The current volatility for VanEck Vectors Morningstar Durable Dividend ETF (DURA) is 3.83%, while Roundhill Generative AI & Technology ETF (CHAT) has a volatility of 16.90%. This indicates that DURA experiences smaller price fluctuations and is considered to be less risky than CHAT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DURA	CHAT	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.83%	16.90%	-13.07%
Volatility (6M) Calculated over the trailing 6-month period	8.15%	32.39%	-24.24%
Volatility (1Y) Calculated over the trailing 1-year period	14.82%	37.11%	-22.29%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.67%	31.83%	-18.16%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.92%	31.83%	-14.91%

DURA vs. CHAT - Expense Ratio Comparison

DURA has a 0.29% expense ratio, which is lower than CHAT's 0.75% expense ratio.

Dividends

DURA vs. CHAT - Dividend Comparison

DURA's dividend yield for the trailing twelve months is around 3.16%, more than CHAT's 2.01% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018
CHAT Roundhill Generative AI & Technology ETF	2.01%	2.85%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
DURA VanEck Vectors Morningstar Durable Dividend ETF	3.16%	3.59%	3.33%	3.58%	3.01%	2.89%	3.49%	3.83%	0.66%

Frequently Asked Questions

Can I hold both DURA and CHAT in my portfolio?

DURA and CHAT have a correlation of -0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, DURA or CHAT?

CHAT has higher volatility (16.90%) compared to DURA (3.83%). In terms of maximum drawdown, DURA dropped -33.15% vs CHAT's -31.34%.

Which ETF is better, DURA or CHAT?

On 3-year performance, CHAT leads with 41.74% vs 10.28% for DURA. On fees, DURA is cheaper at 0.29% per year. On volatility, DURA has been the lower-risk option at 3.83%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, DURA or CHAT?

Over the 3-year period, CHAT has performed better with a 41.74% return vs 10.28%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, DURA or CHAT?

DURA is cheaper with a 0.29% expense ratio, compared with 0.75% for CHAT.

Which ETF pays a higher dividend yield, DURA or CHAT?

DURA has the higher dividend yield at 3.16%, compared with 2.01% for CHAT.

What is the main difference between DURA and CHAT?

DURA is categorized as Large Cap Blend Equities, while CHAT is Technology Equities. They also come from different issuers: VanEck and Roundhill. Their fees differ too: 0.29% for DURA and 0.75% for CHAT.

Which has better risk-adjusted returns?

CHAT currently has the higher Sharpe Ratio (2.00 vs 1.34), 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.