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DURA vs. FTAG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DURA vs. FTAG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VanEck Vectors Morningstar Durable Dividend ETF (DURA) and First Trust Indxx Global Agriculture ETF (FTAG). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, DURA achieves a 12.23% return, which is significantly higher than FTAG's 6.79% return.


DURA

1D
0.41%
1M
-2.77%
YTD
12.23%
6M
12.16%
1Y
20.37%
3Y*
10.25%
5Y*
7.63%
10Y*

FTAG

1D
-1.13%
1M
-3.74%
YTD
6.79%
6M
6.97%
1Y
8.43%
3Y*
3.75%
5Y*
0.85%
10Y*
5.38%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DURA vs. FTAG - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
DURA
VanEck Vectors Morningstar Durable Dividend ETF
12.23%7.61%8.51%0.82%2.41%15.53%0.04%27.55%-3.77%
FTAG
First Trust Indxx Global Agriculture ETF
6.79%14.82%-6.72%-7.28%-4.52%17.31%13.88%9.05%-1.72%

Correlation

The correlation between DURA and FTAG is 0.51, 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

0.51

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

0.56

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

0.57

Correlation (All Time)
Calculated using the full available price history since Oct 31, 2018

0.52

The correlation between DURA and FTAG has been stable across timeframes, ranging from 0.51 to 0.57 - a consistent structural relationship.

DURA vs. FTAG - Sectors Allocation Comparison


Sectors
DURA
FTAG

Consumer Defensive

22.1%
8.5%

Healthcare

14.3%
7.7%

Energy

13.8%

-

Technology

11.2%

-

Financial Services

9.0%

-

Communication Services

8.8%

-

Utilities

6.6%

-

Consumer Cyclical

6.3%
4.2%

Industrials

6.0%
24.0%

Basic Materials

1.9%
55.6%

Real Estate

-

-

Consumer Defensive

DURA
22.1%
FTAG
8.5%

Healthcare

DURA
14.3%
FTAG
7.7%

Energy

DURA
13.8%
FTAG

-

Technology

DURA
11.2%
FTAG

-

Financial Services

DURA
9.0%
FTAG

-

Communication Services

DURA
8.8%
FTAG

-

Utilities

DURA
6.6%
FTAG

-

Consumer Cyclical

DURA
6.3%
FTAG
4.2%

Industrials

DURA
6.0%
FTAG
24.0%

Basic Materials

DURA
1.9%
FTAG
55.6%

Real Estate

DURA

-

FTAG

-

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Return for Risk

DURA vs. FTAG — Risk / Return Rank

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

DURA
DURA Risk / Return Rank: 5050
Overall Rank
DURA Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
DURA Sortino Ratio Rank: 4444
Sortino Ratio Rank
DURA Omega Ratio Rank: 5252
Omega Ratio Rank
DURA Calmar Ratio Rank: 5252
Calmar Ratio Rank
DURA Martin Ratio Rank: 5959
Martin Ratio Rank

FTAG
FTAG Risk / Return Rank: 1919
Overall Rank
FTAG Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
FTAG Sortino Ratio Rank: 1818
Sortino Ratio Rank
FTAG Omega Ratio Rank: 1717
Omega Ratio Rank
FTAG Calmar Ratio Rank: 2020
Calmar Ratio Rank
FTAG Martin Ratio Rank: 1919
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.

DURA vs. FTAG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck Vectors Morningstar Durable Dividend ETF (DURA) and First Trust Indxx Global Agriculture ETF (FTAG). 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.


DURAFTAGDifference
Sharpe ratioReturn per unit of total volatility

+0.79

Sortino ratioReturn per unit of downside risk

+1.13

Omega ratioGain probability vs. loss probability

1.31

1.11

+0.20

Calmar ratioReturn relative to maximum drawdown

2.40

0.89

+1.51

Martin ratioReturn relative to average drawdown

9.72

2.04

+7.68

DURA vs. FTAG - Sharpe Ratio Comparison

The current DURA Sharpe Ratio is 1.38, which is higher than the FTAG Sharpe Ratio of 0.60. The chart below compares the historical Sharpe Ratios of DURA and FTAG, 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

DURA vs. FTAG - Drawdown Comparison

The maximum DURA drawdown since its inception was -33.15%, smaller than the maximum FTAG drawdown of -90.89%. Use the drawdown chart below to compare losses from any high point for DURA and FTAG.


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Drawdown Indicators


DURAFTAGDifference

Max Drawdown

Largest peak-to-trough decline

-33.15%

-90.89%

+57.74%

Max Drawdown (1Y)

Largest decline over 1 year

-8.53%

-9.56%

+1.03%

Max Drawdown (3Y)

Largest decline over 3 years

-14.27%

-21.87%

+7.60%

Max Drawdown (5Y)

Largest decline over 5 years

-15.80%

-32.77%

+16.97%

Max Drawdown (10Y)

Largest decline over 10 years

-50.79%

Current Drawdown

Current decline from peak

-2.77%

-79.35%

+76.58%

Average Drawdown

Average peak-to-trough decline

-3.91%

-71.25%

+67.34%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.10%

4.15%

-2.05%

Volatility

DURA vs. FTAG - Volatility Comparison

The current volatility for VanEck Vectors Morningstar Durable Dividend ETF (DURA) is 3.22%, while First Trust Indxx Global Agriculture ETF (FTAG) has a volatility of 3.95%. This indicates that DURA experiences smaller price fluctuations and is considered to be less risky than FTAG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DURAFTAGDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.22%

3.95%

-0.73%

Volatility (6M)

Calculated over the trailing 6-month period

7.78%

10.93%

-3.15%

Volatility (1Y)

Calculated over the trailing 1-year period

14.79%

14.17%

+0.62%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.61%

17.41%

-3.80%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.95%

19.60%

-2.65%

DURA vs. FTAG - Expense Ratio Comparison

DURA has a 0.29% expense ratio, which is lower than FTAG's 0.70% expense ratio.


Dividends

DURA vs. FTAG - Dividend Comparison

DURA's dividend yield for the trailing twelve months is around 3.31%, more than FTAG's 1.42% yield.


PositionTTM20252024202320222021202020192018201720162015
DURA
VanEck Vectors Morningstar Durable Dividend ETF
3.31%3.59%3.33%3.58%3.01%2.89%3.49%3.83%0.66%0.00%0.00%0.00%
FTAG
First Trust Indxx Global Agriculture ETF
1.42%1.39%2.89%3.68%1.77%1.58%1.72%2.33%2.16%1.26%0.61%1.35%

Frequently Asked Questions


DURA and FTAG have a correlation of 0.51, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FTAG has higher volatility (3.95%) compared to DURA (3.22%). In terms of maximum drawdown, DURA dropped -33.15% vs FTAG's -90.89%.

On 5-year performance, DURA leads with 7.63% vs 0.85% for FTAG. On fees, DURA is cheaper at 0.29% per year. On volatility, DURA has been the lower-risk option at 3.22%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, DURA has performed better with a 7.63% return vs 0.85%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

DURA is cheaper with a 0.29% expense ratio, compared with 0.70% for FTAG.

DURA has the higher dividend yield at 3.31%, compared with 1.42% for FTAG.

DURA tracks Morningstar US Dividend Valuation Index, while FTAG tracks Indxx Global Agriculture Index. They also come from different issuers: VanEck and First Trust. Their fees differ too: 0.29% for DURA and 0.70% for FTAG.

DURA currently has the higher Sharpe Ratio (1.38 vs 0.60), 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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