PortfoliosLab logoPortfoliosLab logo
PFFD vs. PFFV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PFFD vs. PFFV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X U.S. Preferred ETF (PFFD) and Global X Variable Rate Preferred ETF (PFFV). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, PFFD achieves a 1.75% return, which is significantly lower than PFFV's 2.28% return.


PFFD

1D
-0.79%
1M
0.10%
YTD
1.75%
6M
1.05%
1Y
7.25%
3Y*
5.74%
5Y*
-0.48%
10Y*

PFFV

1D
-0.83%
1M
-0.45%
YTD
2.28%
6M
2.11%
1Y
4.43%
3Y*
7.71%
5Y*
1.90%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

PFFD vs. PFFV - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
PFFD
Global X U.S. Preferred ETF
1.75%3.22%7.07%6.85%-20.20%5.07%12.28%
PFFV
Global X Variable Rate Preferred ETF
2.28%2.08%9.45%10.64%-13.81%6.35%13.36%

Correlation

The correlation between PFFD and PFFV is 0.68, 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

0.68

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

0.72

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

0.78

Correlation (All Time)
Calculated using the full available price history since Jun 24, 2020

0.78

The correlation between PFFD and PFFV shifts across timeframes, from 0.68 (1 year) to 0.78 (5 years), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

PFFD vs. PFFV — Risk / Return Rank

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

PFFD
PFFD Risk / Return Rank: 2727
Overall Rank
PFFD Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
PFFD Sortino Ratio Rank: 2727
Sortino Ratio Rank
PFFD Omega Ratio Rank: 2525
Omega Ratio Rank
PFFD Calmar Ratio Rank: 2626
Calmar Ratio Rank
PFFD Martin Ratio Rank: 2727
Martin Ratio Rank

PFFV
PFFV Risk / Return Rank: 2929
Overall Rank
PFFV Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
PFFV Sortino Ratio Rank: 2929
Sortino Ratio Rank
PFFV Omega Ratio Rank: 2828
Omega Ratio Rank
PFFV Calmar Ratio Rank: 2929
Calmar Ratio Rank
PFFV Martin Ratio Rank: 2929
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.

PFFD vs. PFFV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X U.S. Preferred ETF (PFFD) and Global X Variable Rate Preferred ETF (PFFV). 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.


PFFDPFFVDifference
Sharpe ratioReturn per unit of total volatility

-0.06

Sortino ratioReturn per unit of downside risk

-0.11

Omega ratioGain probability vs. loss probability

1.17

1.19

-0.02

Calmar ratioReturn relative to maximum drawdown

1.22

1.38

-0.16

Martin ratioReturn relative to average drawdown

3.57

3.84

-0.27

PFFD vs. PFFV - Sharpe Ratio Comparison

The current PFFD Sharpe Ratio is 0.99, which is comparable to the PFFV Sharpe Ratio of 1.05. The chart below compares the historical Sharpe Ratios of PFFD and PFFV, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

PFFD vs. PFFV - Drawdown Comparison

The maximum PFFD drawdown since its inception was -30.93%, which is greater than PFFV's maximum drawdown of -18.96%. Use the drawdown chart below to compare losses from any high point for PFFD and PFFV.


Loading charts...

Drawdown Indicators


PFFDPFFVDifference

Max Drawdown

Largest peak-to-trough decline

-30.93%

-18.96%

-11.97%

Max Drawdown (1Y)

Largest decline over 1 year

-5.97%

-3.23%

-2.74%

Max Drawdown (3Y)

Largest decline over 3 years

-10.84%

-6.07%

-4.77%

Max Drawdown (5Y)

Largest decline over 5 years

-24.45%

-18.96%

-5.49%

Current Drawdown

Current decline from peak

-4.19%

-0.94%

-3.25%

Average Drawdown

Average peak-to-trough decline

-6.57%

-4.15%

-2.42%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.04%

1.16%

+0.88%

Volatility

PFFD vs. PFFV - Volatility Comparison

Global X U.S. Preferred ETF (PFFD) has a higher volatility of 1.99% compared to Global X Variable Rate Preferred ETF (PFFV) at 1.19%. This indicates that PFFD's price experiences larger fluctuations and is considered to be riskier than PFFV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


PFFDPFFVDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.99%

1.19%

+0.80%

Volatility (6M)

Calculated over the trailing 6-month period

5.46%

2.99%

+2.47%

Volatility (1Y)

Calculated over the trailing 1-year period

7.36%

4.24%

+3.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.01%

8.85%

+2.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.73%

8.66%

+4.07%

PFFD vs. PFFV - Expense Ratio Comparison

PFFD has a 0.23% expense ratio, which is lower than PFFV's 0.25% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

PFFD vs. PFFV - Dividend Comparison

PFFD's dividend yield for the trailing twelve months is around 6.40%, less than PFFV's 8.17% yield.


PositionTTM202520242023202220212020201920182017
PFFD
Global X U.S. Preferred ETF
6.40%6.37%6.42%6.49%6.63%5.09%5.17%5.48%6.21%1.94%
PFFV
Global X Variable Rate Preferred ETF
8.17%8.26%7.33%7.17%6.60%5.23%2.29%0.00%0.00%0.00%

Frequently Asked Questions


PFFD and PFFV have a correlation of 0.68, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

PFFD has higher volatility (1.99%) compared to PFFV (1.19%). In terms of maximum drawdown, PFFD dropped -30.93% vs PFFV's -18.96%.

On 5-year performance, PFFV leads with 1.90% vs -0.48% for PFFD. On fees, PFFD is cheaper at 0.23% per year. On volatility, PFFV has been the lower-risk option at 1.19%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, PFFV has performed better with a 1.90% return vs -0.48%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

PFFD is cheaper with a 0.23% expense ratio, compared with 0.25% for PFFV.

PFFV has the higher dividend yield at 8.17%, compared with 6.40% for PFFD.

PFFD tracks ICE BofA Diversified Core U.S. Preferred Securities Index, while PFFV tracks ICE U.S. Variable Rate Preferred Securities Index. Their fees differ too: 0.23% for PFFD and 0.25% for PFFV.

PFFV currently has the higher Sharpe Ratio (1.05 vs 0.99), 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

Find the right allocation for PFFD and PFFV

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer