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REGL vs. VDC
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


REGLVDC
YTD Return18.20%14.82%
1Y Return33.13%21.42%
3Y Return (Ann)7.93%6.98%
5Y Return (Ann)10.58%9.35%
Sharpe Ratio2.302.23
Sortino Ratio3.443.20
Omega Ratio1.421.39
Calmar Ratio2.702.43
Martin Ratio12.1814.82
Ulcer Index2.78%1.49%
Daily Std Dev14.76%9.93%
Max Drawdown-36.37%-34.24%
Current Drawdown0.00%-2.09%

Correlation

-0.50.00.51.00.6

The correlation between REGL and VDC is 0.62, 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.

Performance

REGL vs. VDC - Performance Comparison

In the year-to-date period, REGL achieves a 18.20% return, which is significantly higher than VDC's 14.82% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-5.00%0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
11.63%
5.81%
REGL
VDC

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REGL vs. VDC - Expense Ratio Comparison

REGL has a 0.40% expense ratio, which is higher than VDC's 0.10% expense ratio.


REGL
ProShares S&P MidCap 400 Dividend Aristocrats ETF
Expense ratio chart for REGL: current value at 0.40% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.40%
Expense ratio chart for VDC: current value at 0.10% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.10%

Risk-Adjusted Performance

REGL vs. VDC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares S&P MidCap 400 Dividend Aristocrats ETF (REGL) and Vanguard Consumer Staples ETF (VDC). 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.


REGL
Sharpe ratio
The chart of Sharpe ratio for REGL, currently valued at 2.30, compared to the broader market-2.000.002.004.006.002.30
Sortino ratio
The chart of Sortino ratio for REGL, currently valued at 3.44, compared to the broader market0.005.0010.003.44
Omega ratio
The chart of Omega ratio for REGL, currently valued at 1.42, compared to the broader market1.001.502.002.503.001.42
Calmar ratio
The chart of Calmar ratio for REGL, currently valued at 2.70, compared to the broader market0.005.0010.0015.002.70
Martin ratio
The chart of Martin ratio for REGL, currently valued at 12.18, compared to the broader market0.0020.0040.0060.0080.00100.00120.0012.18
VDC
Sharpe ratio
The chart of Sharpe ratio for VDC, currently valued at 2.23, compared to the broader market-2.000.002.004.006.002.23
Sortino ratio
The chart of Sortino ratio for VDC, currently valued at 3.20, compared to the broader market0.005.0010.003.20
Omega ratio
The chart of Omega ratio for VDC, currently valued at 1.39, compared to the broader market1.001.502.002.503.001.39
Calmar ratio
The chart of Calmar ratio for VDC, currently valued at 2.43, compared to the broader market0.005.0010.0015.002.43
Martin ratio
The chart of Martin ratio for VDC, currently valued at 14.82, compared to the broader market0.0020.0040.0060.0080.00100.00120.0014.82

REGL vs. VDC - Sharpe Ratio Comparison

The current REGL Sharpe Ratio is 2.30, which is comparable to the VDC Sharpe Ratio of 2.23. The chart below compares the historical Sharpe Ratios of REGL and VDC, 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 Ratio0.501.001.502.002.50JuneJulyAugustSeptemberOctoberNovember
2.30
2.23
REGL
VDC

Dividends

REGL vs. VDC - Dividend Comparison

REGL's dividend yield for the trailing twelve months is around 2.19%, less than VDC's 2.56% yield.


TTM20232022202120202019201820172016201520142013
REGL
ProShares S&P MidCap 400 Dividend Aristocrats ETF
2.19%2.40%2.32%2.50%2.41%1.96%2.09%1.63%1.20%1.66%0.00%0.00%
VDC
Vanguard Consumer Staples ETF
2.56%2.65%2.37%2.14%2.50%2.44%2.78%2.52%2.39%2.55%1.93%2.21%

Drawdowns

REGL vs. VDC - Drawdown Comparison

The maximum REGL drawdown since its inception was -36.37%, which is greater than VDC's maximum drawdown of -34.24%. Use the drawdown chart below to compare losses from any high point for REGL and VDC. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember0
-2.09%
REGL
VDC

Volatility

REGL vs. VDC - Volatility Comparison

ProShares S&P MidCap 400 Dividend Aristocrats ETF (REGL) has a higher volatility of 5.63% compared to Vanguard Consumer Staples ETF (VDC) at 2.80%. This indicates that REGL's price experiences larger fluctuations and is considered to be riskier than VDC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%JuneJulyAugustSeptemberOctoberNovember
5.63%
2.80%
REGL
VDC