TDV vs. ITOT
Compare and contrast key facts about ProShares S&P Technology Dividend Aristocrats ETF (TDV) and iShares Core S&P Total U.S. Stock Market ETF (ITOT).
TDV and ITOT are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. TDV is a passively managed fund by ProShares that tracks the performance of the Zacks 2040 Lifecycle Index. It was launched on Nov 5, 2019. ITOT is a passively managed fund by iShares that tracks the performance of the S&P Composite 1500 Index. It was launched on Jan 20, 2004. Both TDV and ITOT are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: TDV or ITOT.
Performance
TDV vs. ITOT - Performance Comparison
Returns By Period
In the year-to-date period, TDV achieves a 13.46% return, which is significantly lower than ITOT's 26.88% return.
TDV
13.46%
2.41%
6.68%
21.34%
15.53%
N/A
ITOT
26.88%
4.38%
14.62%
34.23%
14.93%
12.89%
Key characteristics
| TDV | ITOT | |
|---|---|---|
| Sharpe Ratio | 1.26 | 2.72 |
| Sortino Ratio | 1.75 | 3.62 |
| Omega Ratio | 1.22 | 1.50 |
| Calmar Ratio | 1.76 | 4.03 |
| Martin Ratio | 6.12 | 17.42 |
| Ulcer Index | 3.49% | 1.97% |
| Daily Std Dev | 16.97% | 12.57% |
| Max Drawdown | -32.78% | -55.21% |
| Current Drawdown | -1.25% | 0.00% |
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TDV vs. ITOT - Expense Ratio Comparison
TDV has a 0.66% expense ratio, which is higher than ITOT's 0.03% expense ratio.
Correlation
The correlation between TDV and ITOT is 0.92, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Risk-Adjusted Performance
TDV vs. ITOT - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for ProShares S&P Technology Dividend Aristocrats ETF (TDV) and iShares Core S&P Total U.S. Stock Market ETF (ITOT). 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.
Dividends
TDV vs. ITOT - Dividend Comparison
TDV's dividend yield for the trailing twelve months is around 1.15%, less than ITOT's 1.20% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TDV ProShares S&P Technology Dividend Aristocrats ETF | 1.15% | 1.16% | 1.67% | 1.08% | 1.10% | 0.12% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
ITOT iShares Core S&P Total U.S. Stock Market ETF | 1.20% | 1.47% | 1.66% | 1.18% | 1.41% | 1.88% | 2.14% | 1.69% | 1.83% | 2.01% | 2.20% | 2.06% |
Drawdowns
TDV vs. ITOT - Drawdown Comparison
The maximum TDV drawdown since its inception was -32.78%, smaller than the maximum ITOT drawdown of -55.21%. Use the drawdown chart below to compare losses from any high point for TDV and ITOT. For additional features, visit the drawdowns tool.
Volatility
TDV vs. ITOT - Volatility Comparison
ProShares S&P Technology Dividend Aristocrats ETF (TDV) has a higher volatility of 5.61% compared to iShares Core S&P Total U.S. Stock Market ETF (ITOT) at 4.18%. This indicates that TDV's price experiences larger fluctuations and is considered to be riskier than ITOT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.