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TDV vs. USOY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TDV vs. USOY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares S&P Technology Dividend Aristocrats ETF (TDV) and Defiance Oil Enhanced Options Income ETF (USOY). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, TDV achieves a 23.09% return, which is significantly lower than USOY's 62.18% return.


TDV

1D
-0.42%
1M
10.03%
YTD
23.09%
6M
21.07%
1Y
36.07%
3Y*
20.49%
5Y*
13.94%
10Y*

USOY

1D
1.45%
1M
-3.43%
YTD
62.18%
6M
59.35%
1Y
57.29%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

TDV vs. USOY - Yearly Performance Comparison


Correlation

The correlation between TDV and USOY is -0.21, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.21

Correlation (All Time)
Calculated using the full available price history since May 13, 2024

-0.07

The correlation between TDV and USOY shifts across timeframes, from -0.21 (1 year) to -0.07 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

TDV vs. USOY — Risk / Return Rank

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

TDV
TDV Risk / Return Rank: 6565
Overall Rank
TDV Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
TDV Sortino Ratio Rank: 5959
Sortino Ratio Rank
TDV Omega Ratio Rank: 5858
Omega Ratio Rank
TDV Calmar Ratio Rank: 7575
Calmar Ratio Rank
TDV Martin Ratio Rank: 7070
Martin Ratio Rank

USOY
USOY Risk / Return Rank: 5656
Overall Rank
USOY Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
USOY Sortino Ratio Rank: 4646
Sortino Ratio Rank
USOY Omega Ratio Rank: 5555
Omega Ratio Rank
USOY Calmar Ratio Rank: 7878
Calmar Ratio Rank
USOY Martin Ratio Rank: 4646
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.

TDV vs. USOY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares S&P Technology Dividend Aristocrats ETF (TDV) and Defiance Oil Enhanced Options Income ETF (USOY). 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.


TDVUSOYDifference
Sharpe ratioReturn per unit of total volatility

+0.21

Sortino ratioReturn per unit of downside risk

+0.54

Omega ratioGain probability vs. loss probability

1.36

1.35

+0.01

Calmar ratioReturn relative to maximum drawdown

3.79

4.03

-0.24

Martin ratioReturn relative to average drawdown

13.11

7.74

+5.37

TDV vs. USOY - Sharpe Ratio Comparison

The current TDV Sharpe Ratio is 2.10, which is comparable to the USOY Sharpe Ratio of 1.89. The chart below compares the historical Sharpe Ratios of TDV and USOY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


TDVUSOYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.10

1.89

+0.21

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.69

Sharpe Ratio (All Time)

Calculated using the full available price history

0.76

0.99

-0.24

Drawdowns

TDV vs. USOY - Drawdown Comparison

The maximum TDV drawdown since its inception was -32.78%, which is greater than USOY's maximum drawdown of -17.46%. Use the drawdown chart below to compare losses from any high point for TDV and USOY.


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Drawdown Indicators


TDVUSOYDifference

Max Drawdown

Largest peak-to-trough decline

-32.78%

-17.46%

-15.32%

Max Drawdown (1Y)

Largest decline over 1 year

-9.55%

-14.29%

+4.74%

Max Drawdown (3Y)

Largest decline over 3 years

-22.51%

Max Drawdown (5Y)

Largest decline over 5 years

-25.11%

Current Drawdown

Current decline from peak

-0.42%

-5.11%

+4.69%

Average Drawdown

Average peak-to-trough decline

-5.36%

-6.47%

+1.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.76%

7.42%

-4.66%

Volatility

TDV vs. USOY - Volatility Comparison

The current volatility for ProShares S&P Technology Dividend Aristocrats ETF (TDV) is 5.07%, while Defiance Oil Enhanced Options Income ETF (USOY) has a volatility of 11.62%. This indicates that TDV experiences smaller price fluctuations and is considered to be less risky than USOY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TDVUSOYDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.07%

11.62%

-6.55%

Volatility (6M)

Calculated over the trailing 6-month period

12.72%

27.18%

-14.46%

Volatility (1Y)

Calculated over the trailing 1-year period

17.29%

30.44%

-13.15%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.45%

26.13%

-5.68%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.20%

26.13%

-2.93%

TDV vs. USOY - Expense Ratio Comparison

TDV has a 0.66% expense ratio, which is lower than USOY's 1.22% expense ratio.


Dividends

TDV vs. USOY - Dividend Comparison

TDV's dividend yield for the trailing twelve months is around 0.93%, less than USOY's 54.16% yield.


PositionTTM2025202420232022202120202019
TDV
ProShares S&P Technology Dividend Aristocrats ETF
0.93%1.09%1.16%1.16%1.67%1.08%1.10%0.11%
USOY
Defiance Oil Enhanced Options Income ETF
54.16%104.32%48.60%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


TDV and USOY have a correlation of -0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

USOY has higher volatility (11.62%) compared to TDV (5.07%). In terms of maximum drawdown, TDV dropped -32.78% vs USOY's -17.46%.

On 1-year performance, USOY leads with 57.29% vs 36.07% for TDV. On fees, TDV is cheaper at 0.66% per year. On volatility, TDV has been the lower-risk option at 5.07%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, USOY has performed better with a 57.29% return vs 36.07%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

TDV is cheaper with a 0.66% expense ratio, compared with 1.22% for USOY.

USOY has the higher dividend yield at 54.16%, compared with 0.93% for TDV.

TDV is categorized as Technology Equities, while USOY is Derivative Income. They also come from different issuers: ProShares and Defiance. Their fees differ too: 0.66% for TDV and 1.22% for USOY.

TDV currently has the higher Sharpe Ratio (2.10 vs 1.89), 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.

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