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TDV vs. BATT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


TDVBATT
YTD Return13.39%-11.30%
1Y Return26.39%-3.94%
3Y Return (Ann)7.84%-20.27%
5Y Return (Ann)16.00%0.38%
Sharpe Ratio1.50-0.10
Sortino Ratio2.070.05
Omega Ratio1.261.01
Calmar Ratio2.11-0.04
Martin Ratio7.48-0.18
Ulcer Index3.43%14.00%
Daily Std Dev17.06%26.12%
Max Drawdown-32.78%-69.38%
Current Drawdown-1.31%-49.95%

Correlation

-0.50.00.51.00.6

The correlation between TDV and BATT is 0.64, 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

TDV vs. BATT - Performance Comparison

In the year-to-date period, TDV achieves a 13.39% return, which is significantly higher than BATT's -11.30% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-15.00%-10.00%-5.00%0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
7.21%
-2.40%
TDV
BATT

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TDV vs. BATT - Expense Ratio Comparison

TDV has a 0.66% expense ratio, which is higher than BATT's 0.59% expense ratio.


TDV
ProShares S&P Technology Dividend Aristocrats ETF
Expense ratio chart for TDV: current value at 0.66% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.66%
Expense ratio chart for BATT: current value at 0.59% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.59%

Risk-Adjusted Performance

TDV vs. BATT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares S&P Technology Dividend Aristocrats ETF (TDV) and Amplify Lithium & Battery Technology ETF (BATT). 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.


TDV
Sharpe ratio
The chart of Sharpe ratio for TDV, currently valued at 1.50, compared to the broader market-2.000.002.004.001.50
Sortino ratio
The chart of Sortino ratio for TDV, currently valued at 2.07, compared to the broader market-2.000.002.004.006.008.0010.0012.002.07
Omega ratio
The chart of Omega ratio for TDV, currently valued at 1.26, compared to the broader market1.001.502.002.503.001.26
Calmar ratio
The chart of Calmar ratio for TDV, currently valued at 2.11, compared to the broader market0.005.0010.0015.002.11
Martin ratio
The chart of Martin ratio for TDV, currently valued at 7.48, compared to the broader market0.0020.0040.0060.0080.00100.007.48
BATT
Sharpe ratio
The chart of Sharpe ratio for BATT, currently valued at -0.10, compared to the broader market-2.000.002.004.00-0.10
Sortino ratio
The chart of Sortino ratio for BATT, currently valued at 0.05, compared to the broader market-2.000.002.004.006.008.0010.0012.000.05
Omega ratio
The chart of Omega ratio for BATT, currently valued at 1.01, compared to the broader market1.001.502.002.503.001.01
Calmar ratio
The chart of Calmar ratio for BATT, currently valued at -0.04, compared to the broader market0.005.0010.0015.00-0.04
Martin ratio
The chart of Martin ratio for BATT, currently valued at -0.18, compared to the broader market0.0020.0040.0060.0080.00100.00-0.18

TDV vs. BATT - Sharpe Ratio Comparison

The current TDV Sharpe Ratio is 1.50, which is higher than the BATT Sharpe Ratio of -0.10. The chart below compares the historical Sharpe Ratios of TDV and BATT, 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-2.00-1.000.001.002.00JuneJulyAugustSeptemberOctoberNovember
1.50
-0.10
TDV
BATT

Dividends

TDV vs. BATT - Dividend Comparison

TDV's dividend yield for the trailing twelve months is around 1.15%, less than BATT's 3.64% yield.


TTM202320222021202020192018
TDV
ProShares S&P Technology Dividend Aristocrats ETF
1.15%1.16%1.67%1.08%1.10%0.12%0.00%
BATT
Amplify Lithium & Battery Technology ETF
3.64%3.23%4.14%2.32%0.22%3.22%0.90%

Drawdowns

TDV vs. BATT - Drawdown Comparison

The maximum TDV drawdown since its inception was -32.78%, smaller than the maximum BATT drawdown of -69.38%. Use the drawdown chart below to compare losses from any high point for TDV and BATT. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-1.31%
-49.95%
TDV
BATT

Volatility

TDV vs. BATT - Volatility Comparison

The current volatility for ProShares S&P Technology Dividend Aristocrats ETF (TDV) is 5.17%, while Amplify Lithium & Battery Technology ETF (BATT) has a volatility of 8.98%. This indicates that TDV experiences smaller price fluctuations and is considered to be less risky than BATT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%JuneJulyAugustSeptemberOctoberNovember
5.17%
8.98%
TDV
BATT