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OVB vs. DDV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

OVB vs. DDV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Overlay Shares Core Bond ETF (OVB) and Defined Duration 5 ETF (DDV). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, OVB achieves a 2.58% return, which is significantly higher than DDV's 2.23% return.


OVB

1D
-0.33%
1M
0.69%
YTD
2.58%
6M
2.47%
1Y
9.55%
3Y*
5.95%
5Y*
0.74%
10Y*

DDV

1D
-0.02%
1M
0.73%
YTD
2.23%
6M
2.65%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

OVB vs. DDV - Yearly Performance Comparison


2026 (YTD)2025
OVB
Overlay Shares Core Bond ETF
2.58%1.08%
DDV
Defined Duration 5 ETF
2.23%0.71%

Correlation

The correlation between OVB and DDV is 0.82, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (All Time)
Calculated using the full available price history since Nov 14, 2025

0.82

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Return for Risk

OVB vs. DDV — Risk / Return Rank

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

OVB
OVB Risk / Return Rank: 5959
Overall Rank
OVB Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
OVB Sortino Ratio Rank: 5050
Sortino Ratio Rank
OVB Omega Ratio Rank: 5252
Omega Ratio Rank
OVB Calmar Ratio Rank: 7676
Calmar Ratio Rank
OVB Martin Ratio Rank: 6868
Martin Ratio Rank

DDV
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.

OVB vs. DDV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Overlay Shares Core Bond ETF (OVB) and Defined Duration 5 ETF (DDV). 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.


OVBDDVDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.33

Calmar ratioReturn relative to maximum drawdown

3.85

Martin ratioReturn relative to average drawdown

12.52

OVB vs. DDV - Sharpe Ratio Comparison


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Sharpe Ratios by Period


OVBDDVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.65

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

0.26

2.06

-1.80

Drawdowns

OVB vs. DDV - Drawdown Comparison

The maximum OVB drawdown since its inception was -21.69%, which is greater than DDV's maximum drawdown of -1.92%. Use the drawdown chart below to compare losses from any high point for OVB and DDV.


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Drawdown Indicators


OVBDDVDifference

Max Drawdown

Largest peak-to-trough decline

-21.69%

-1.92%

-19.77%

Max Drawdown (1Y)

Largest decline over 1 year

-2.49%

Max Drawdown (3Y)

Largest decline over 3 years

-8.18%

Max Drawdown (5Y)

Largest decline over 5 years

-21.69%

Current Drawdown

Current decline from peak

-0.37%

-0.12%

-0.25%

Average Drawdown

Average peak-to-trough decline

-7.04%

-0.35%

-6.69%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.76%

Volatility

OVB vs. DDV - Volatility Comparison


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Volatility by Period


OVBDDVDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.49%

Volatility (6M)

Calculated over the trailing 6-month period

4.69%

Volatility (1Y)

Calculated over the trailing 1-year period

5.80%

2.68%

+3.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.31%

2.68%

+4.63%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.58%

2.68%

+4.90%

OVB vs. DDV - Expense Ratio Comparison

OVB has a 0.79% expense ratio, which is higher than DDV's 0.25% expense ratio.


Dividends

OVB vs. DDV - Dividend Comparison

OVB's dividend yield for the trailing twelve months is around 6.96%, more than DDV's 1.21% yield.


PositionTTM2025202420232022202120202019
DDV
Defined Duration 5 ETF
1.21%0.42%0.00%0.00%0.00%0.00%0.00%0.00%
OVB
Overlay Shares Core Bond ETF
6.96%6.00%5.81%5.20%4.67%4.59%3.88%0.58%

Frequently Asked Questions


OVB and DDV have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, DDV is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

DDV is cheaper with a 0.25% expense ratio, compared with 0.79% for OVB.

OVB has the higher dividend yield at 6.96%, compared with 1.21% for DDV.

They also come from different issuers: Liquid Strategies and Discipline Funds. Their fees differ too: 0.79% for OVB and 0.25% for DDV.

Portfolio Optimizer

Find the right allocation for OVB and DDV

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