LTL vs. DGRO
Compare and contrast key facts about ProShares Ultra Telecommunications (LTL) and iShares Core Dividend Growth ETF (DGRO).
LTL and DGRO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. LTL is a passively managed fund by ProShares that tracks the performance of the Dow Jones U.S. Select Telecommunications Index (200%). It was launched on Mar 25, 2008. DGRO is a passively managed fund by iShares that tracks the performance of the Morningstar US Dividend Growth Index. It was launched on Jun 10, 2014. Both LTL and DGRO 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: LTL or DGRO.
Performance
LTL vs. DGRO - Performance Comparison
Returns By Period
In the year-to-date period, LTL achieves a 68.09% return, which is significantly higher than DGRO's 19.14% return. Over the past 10 years, LTL has underperformed DGRO with an annualized return of 8.80%, while DGRO has yielded a comparatively higher 11.72% annualized return.
LTL
68.09%
14.03%
33.63%
76.94%
17.71%
8.80%
DGRO
19.14%
-0.44%
9.59%
26.59%
11.75%
11.72%
Key characteristics
| LTL | DGRO | |
|---|---|---|
| Sharpe Ratio | 2.58 | 2.76 |
| Sortino Ratio | 3.10 | 3.90 |
| Omega Ratio | 1.42 | 1.51 |
| Calmar Ratio | 3.15 | 5.19 |
| Martin Ratio | 18.94 | 18.07 |
| Ulcer Index | 4.01% | 1.46% |
| Daily Std Dev | 29.51% | 9.55% |
| Max Drawdown | -80.20% | -35.10% |
| Current Drawdown | 0.00% | -1.79% |
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LTL vs. DGRO - Expense Ratio Comparison
LTL has a 0.95% expense ratio, which is higher than DGRO's 0.08% expense ratio.
Correlation
The correlation between LTL and DGRO is 0.56, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Risk-Adjusted Performance
LTL vs. DGRO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for ProShares Ultra Telecommunications (LTL) and iShares Core Dividend Growth ETF (DGRO). 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
LTL vs. DGRO - Dividend Comparison
LTL's dividend yield for the trailing twelve months is around 0.28%, less than DGRO's 2.18% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LTL ProShares Ultra Telecommunications | 0.28% | 0.98% | 2.01% | 1.14% | 1.57% | 0.83% | 1.99% | 1.95% | 0.93% | 1.55% | 0.77% | 0.82% |
DGRO iShares Core Dividend Growth ETF | 2.18% | 2.45% | 2.34% | 1.93% | 2.30% | 2.21% | 2.44% | 2.03% | 2.27% | 2.52% | 0.97% | 0.00% |
Drawdowns
LTL vs. DGRO - Drawdown Comparison
The maximum LTL drawdown since its inception was -80.20%, which is greater than DGRO's maximum drawdown of -35.10%. Use the drawdown chart below to compare losses from any high point for LTL and DGRO. For additional features, visit the drawdowns tool.
Volatility
LTL vs. DGRO - Volatility Comparison
ProShares Ultra Telecommunications (LTL) has a higher volatility of 8.45% compared to iShares Core Dividend Growth ETF (DGRO) at 3.22%. This indicates that LTL's price experiences larger fluctuations and is considered to be riskier than DGRO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.