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PFFD vs. PFFV
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between PFFD and PFFV is 0.46, 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.


-0.50.00.51.0
Correlation: 0.5

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.

0.00%5.00%10.00%15.00%20.00%25.00%30.00%35.00%December2025FebruaryMarchAprilMay
5.90%
27.30%
PFFD
PFFV

Key characteristics

Sharpe Ratio

PFFD:

0.41

PFFV:

1.10

Sortino Ratio

PFFD:

0.65

PFFV:

1.56

Omega Ratio

PFFD:

1.08

PFFV:

1.21

Calmar Ratio

PFFD:

0.28

PFFV:

1.29

Martin Ratio

PFFD:

1.04

PFFV:

5.12

Ulcer Index

PFFD:

3.76%

PFFV:

1.53%

Daily Std Dev

PFFD:

9.53%

PFFV:

7.13%

Max Drawdown

PFFD:

-30.93%

PFFV:

-19.02%

Current Drawdown

PFFD:

-10.56%

PFFV:

-2.10%

Returns By Period

In the year-to-date period, PFFD achieves a -1.97% return, which is significantly lower than PFFV's 0.86% return.


PFFD

YTD

-1.97%

1M

2.73%

6M

-4.61%

1Y

1.41%

5Y*

1.48%

10Y*

N/A

PFFV

YTD

0.86%

1M

2.59%

6M

0.47%

1Y

6.54%

5Y*

N/A

10Y*

N/A

*Annualized

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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%.


Expense ratio chart for PFFV: current value is 0.25%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
PFFV: 0.25%
Expense ratio chart for PFFD: current value is 0.23%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
PFFD: 0.23%

Risk-Adjusted Performance

PFFD vs. PFFV — Risk-Adjusted Performance Rank

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

PFFD
The Risk-Adjusted Performance Rank of PFFD is 3838
Overall Rank
The Sharpe Ratio Rank of PFFD is 4141
Sharpe Ratio Rank
The Sortino Ratio Rank of PFFD is 3939
Sortino Ratio Rank
The Omega Ratio Rank of PFFD is 3434
Omega Ratio Rank
The Calmar Ratio Rank of PFFD is 3737
Calmar Ratio Rank
The Martin Ratio Rank of PFFD is 3636
Martin Ratio Rank

PFFV
The Risk-Adjusted Performance Rank of PFFV is 8181
Overall Rank
The Sharpe Ratio Rank of PFFV is 8080
Sharpe Ratio Rank
The Sortino Ratio Rank of PFFV is 8080
Sortino Ratio Rank
The Omega Ratio Rank of PFFV is 7979
Omega Ratio Rank
The Calmar Ratio Rank of PFFV is 8585
Calmar Ratio Rank
The Martin Ratio Rank of PFFV is 8383
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.

PFFD vs. PFFV - Risk-Adjusted Performance 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.


The chart of Sharpe ratio for PFFD, currently valued at 0.41, compared to the broader market-1.000.001.002.003.004.00
PFFD: 0.41
PFFV: 1.10
The chart of Sortino ratio for PFFD, currently valued at 0.65, compared to the broader market-2.000.002.004.006.008.00
PFFD: 0.65
PFFV: 1.56
The chart of Omega ratio for PFFD, currently valued at 1.08, compared to the broader market0.501.001.502.002.50
PFFD: 1.08
PFFV: 1.21
The chart of Calmar ratio for PFFD, currently valued at 0.28, compared to the broader market0.002.004.006.008.0010.0012.00
PFFD: 0.28
PFFV: 1.29
The chart of Martin ratio for PFFD, currently valued at 1.04, compared to the broader market0.0020.0040.0060.00
PFFD: 1.04
PFFV: 5.12

The current PFFD Sharpe Ratio is 0.41, which is lower than the PFFV Sharpe Ratio of 1.10. The chart below compares the historical Sharpe Ratios of PFFD and PFFV, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00December2025FebruaryMarchAprilMay
0.41
1.10
PFFD
PFFV

Dividends

PFFD vs. PFFV - Dividend Comparison

PFFD's dividend yield for the trailing twelve months is around 6.60%, less than PFFV's 7.54% yield.


TTM20242023202220212020201920182017
PFFD
Global X U.S. Preferred ETF
6.60%6.42%6.49%6.63%5.09%5.17%5.48%6.21%1.94%
PFFV
Global X Variable Rate Preferred ETF
7.54%7.33%7.17%6.60%5.15%2.67%0.00%0.00%0.00%

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 -19.02%. Use the drawdown chart below to compare losses from any high point for PFFD and PFFV. For additional features, visit the drawdowns tool.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%December2025FebruaryMarchAprilMay
-10.56%
-2.10%
PFFD
PFFV

Volatility

PFFD vs. PFFV - Volatility Comparison

Global X U.S. Preferred ETF (PFFD) has a higher volatility of 4.93% compared to Global X Variable Rate Preferred ETF (PFFV) at 3.92%. 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.


1.00%2.00%3.00%4.00%5.00%December2025FebruaryMarchAprilMay
4.93%
3.92%
PFFD
PFFV