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

Correlation

The correlation between TDV 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

TDV vs. VDC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares S&P Technology Dividend Aristocrats ETF (TDV) and Vanguard Consumer Staples ETF (VDC). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

TDV:

0.32

VDC:

0.83

Sortino Ratio

TDV:

0.56

VDC:

1.16

Omega Ratio

TDV:

1.08

VDC:

1.14

Calmar Ratio

TDV:

0.30

VDC:

1.12

Martin Ratio

TDV:

1.07

VDC:

3.61

Ulcer Index

TDV:

6.22%

VDC:

2.76%

Daily Std Dev

TDV:

24.67%

VDC:

13.26%

Max Drawdown

TDV:

-32.78%

VDC:

-34.24%

Current Drawdown

TDV:

-2.29%

VDC:

-0.98%

Returns By Period

In the year-to-date period, TDV achieves a 4.48% return, which is significantly lower than VDC's 5.95% return.


TDV

YTD

4.48%

1M

10.84%

6M

1.59%

1Y

7.79%

3Y*

11.47%

5Y*

16.13%

10Y*

N/A

VDC

YTD

5.95%

1M

2.20%

6M

1.22%

1Y

10.90%

3Y*

7.62%

5Y*

10.89%

10Y*

8.55%

*Annualized

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TDV vs. VDC - Expense Ratio Comparison

TDV has a 0.66% expense ratio, which is higher than VDC's 0.10% expense ratio.


Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

TDV vs. VDC — Risk-Adjusted Performance Rank

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

TDV
The Risk-Adjusted Performance Rank of TDV is 3939
Overall Rank
The Sharpe Ratio Rank of TDV is 3636
Sharpe Ratio Rank
The Sortino Ratio Rank of TDV is 3838
Sortino Ratio Rank
The Omega Ratio Rank of TDV is 3838
Omega Ratio Rank
The Calmar Ratio Rank of TDV is 4242
Calmar Ratio Rank
The Martin Ratio Rank of TDV is 4040
Martin Ratio Rank

VDC
The Risk-Adjusted Performance Rank of VDC is 7676
Overall Rank
The Sharpe Ratio Rank of VDC is 7575
Sharpe Ratio Rank
The Sortino Ratio Rank of VDC is 7474
Sortino Ratio Rank
The Omega Ratio Rank of VDC is 6969
Omega Ratio Rank
The Calmar Ratio Rank of VDC is 8484
Calmar Ratio Rank
The Martin Ratio Rank of VDC is 7979
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.

TDV vs. VDC - Risk-Adjusted Performance Comparison

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


The current TDV Sharpe Ratio is 0.32, which is lower than the VDC Sharpe Ratio of 0.83. The chart below compares the historical Sharpe Ratios of TDV 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.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

TDV vs. VDC - Dividend Comparison

TDV's dividend yield for the trailing twelve months is around 1.13%, less than VDC's 2.35% yield.


TTM20242023202220212020201920182017201620152014
TDV
ProShares S&P Technology Dividend Aristocrats ETF
1.13%1.16%1.16%1.67%1.08%1.10%0.11%0.00%0.00%0.00%0.00%0.00%
VDC
Vanguard Consumer Staples ETF
2.35%2.33%2.65%2.37%2.14%2.50%2.44%2.78%2.52%2.39%2.55%1.93%

Drawdowns

TDV vs. VDC - Drawdown Comparison

The maximum TDV drawdown since its inception was -32.78%, roughly equal to the maximum VDC drawdown of -34.24%. Use the drawdown chart below to compare losses from any high point for TDV and VDC.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

TDV vs. VDC - Volatility Comparison

ProShares S&P Technology Dividend Aristocrats ETF (TDV) has a higher volatility of 6.30% compared to Vanguard Consumer Staples ETF (VDC) at 3.68%. This indicates that TDV'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.


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