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KNG vs. DGT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between KNG and DGT 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

KNG vs. DGT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FT Cboe Vest S&P 500 Dividend Aristocrats Target Income ETF (KNG) and SPDR Global Dow ETF (DGT). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

KNG:

0.07

DGT:

0.78

Sortino Ratio

KNG:

0.27

DGT:

1.23

Omega Ratio

KNG:

1.03

DGT:

1.18

Calmar Ratio

KNG:

0.12

DGT:

0.94

Martin Ratio

KNG:

0.38

DGT:

4.69

Ulcer Index

KNG:

4.40%

DGT:

2.93%

Daily Std Dev

KNG:

13.34%

DGT:

16.73%

Max Drawdown

KNG:

-35.12%

DGT:

-55.36%

Current Drawdown

KNG:

-7.27%

DGT:

-1.66%

Returns By Period

In the year-to-date period, KNG achieves a -0.34% return, which is significantly lower than DGT's 7.51% return.


KNG

YTD

-0.34%

1M

2.70%

6M

-5.79%

1Y

0.92%

5Y*

10.80%

10Y*

N/A

DGT

YTD

7.51%

1M

6.79%

6M

4.78%

1Y

12.90%

5Y*

17.37%

10Y*

10.05%

*Annualized

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KNG vs. DGT - Expense Ratio Comparison

KNG has a 0.75% expense ratio, which is higher than DGT's 0.50% expense ratio.


Risk-Adjusted Performance

KNG vs. DGT — Risk-Adjusted Performance Rank

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

KNG
The Risk-Adjusted Performance Rank of KNG is 2525
Overall Rank
The Sharpe Ratio Rank of KNG is 2222
Sharpe Ratio Rank
The Sortino Ratio Rank of KNG is 2424
Sortino Ratio Rank
The Omega Ratio Rank of KNG is 2424
Omega Ratio Rank
The Calmar Ratio Rank of KNG is 2828
Calmar Ratio Rank
The Martin Ratio Rank of KNG is 2626
Martin Ratio Rank

DGT
The Risk-Adjusted Performance Rank of DGT is 7979
Overall Rank
The Sharpe Ratio Rank of DGT is 7575
Sharpe Ratio Rank
The Sortino Ratio Rank of DGT is 7676
Sortino Ratio Rank
The Omega Ratio Rank of DGT is 7979
Omega Ratio Rank
The Calmar Ratio Rank of DGT is 8181
Calmar Ratio Rank
The Martin Ratio Rank of DGT is 8484
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

KNG vs. DGT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for FT Cboe Vest S&P 500 Dividend Aristocrats Target Income ETF (KNG) and SPDR Global Dow ETF (DGT). 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.


The current KNG Sharpe Ratio is 0.07, which is lower than the DGT Sharpe Ratio of 0.78. The chart below compares the historical Sharpe Ratios of KNG and DGT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

KNG vs. DGT - Dividend Comparison

KNG's dividend yield for the trailing twelve months is around 9.24%, more than DGT's 2.65% yield.


TTM20242023202220212020201920182017201620152014
KNG
FT Cboe Vest S&P 500 Dividend Aristocrats Target Income ETF
9.24%9.08%5.91%4.00%3.45%3.40%4.09%3.46%0.00%0.00%0.00%0.00%
DGT
SPDR Global Dow ETF
2.65%2.83%2.53%3.15%2.66%1.97%2.76%2.50%1.93%2.31%2.37%2.67%

Drawdowns

KNG vs. DGT - Drawdown Comparison

The maximum KNG drawdown since its inception was -35.12%, smaller than the maximum DGT drawdown of -55.36%. Use the drawdown chart below to compare losses from any high point for KNG and DGT. For additional features, visit the drawdowns tool.


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Volatility

KNG vs. DGT - Volatility Comparison


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