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TDV vs. VDC
Performance
Return for Risk
Dividends
Drawdowns
Volatility

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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TDV vs. VDC - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
TDV
ProShares S&P Technology Dividend Aristocrats ETF
-1.22%16.05%9.72%27.29%-15.94%28.29%29.00%3.67%
VDC
Vanguard Consumer Staples ETF
6.50%2.17%13.30%2.38%-1.79%17.64%10.86%4.51%

Returns By Period

In the year-to-date period, TDV achieves a -1.22% return, which is significantly lower than VDC's 6.50% return.


TDV

1D
0.66%
1M
-4.59%
YTD
-1.22%
6M
-1.30%
1Y
18.52%
3Y*
13.04%
5Y*
9.53%
10Y*

VDC

1D
-0.38%
1M
-6.62%
YTD
6.50%
6M
6.10%
1Y
4.14%
3Y*
7.55%
5Y*
7.26%
10Y*
7.68%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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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.


Return for Risk

TDV vs. VDC — Risk / Return Rank

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

TDV
TDV Risk / Return Rank: 4444
Overall Rank
TDV Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
TDV Sortino Ratio Rank: 4343
Sortino Ratio Rank
TDV Omega Ratio Rank: 4343
Omega Ratio Rank
TDV Calmar Ratio Rank: 4545
Calmar Ratio Rank
TDV Martin Ratio Rank: 5151
Martin Ratio Rank

VDC
VDC Risk / Return Rank: 2020
Overall Rank
VDC Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
VDC Sortino Ratio Rank: 1919
Sortino Ratio Rank
VDC Omega Ratio Rank: 1818
Omega Ratio Rank
VDC Calmar Ratio Rank: 2323
Calmar Ratio Rank
VDC Martin Ratio Rank: 2020
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. VDC - Risk-Adjusted Trends 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.


TDVVDCDifference

Sharpe ratio

Return per unit of total volatility

0.78

0.30

+0.48

Sortino ratio

Return per unit of downside risk

1.24

0.54

+0.70

Omega ratio

Gain probability vs. loss probability

1.18

1.06

+0.11

Calmar ratio

Return relative to maximum drawdown

1.23

0.49

+0.74

Martin ratio

Return relative to average drawdown

5.19

1.21

+3.99

TDV vs. VDC - Sharpe Ratio Comparison

The current TDV Sharpe Ratio is 0.78, which is higher than the VDC Sharpe Ratio of 0.30. 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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Sharpe Ratios by Period


TDVVDCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.78

0.30

+0.48

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.47

0.56

-0.09

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.53

Sharpe Ratio (All Time)

Calculated using the full available price history

0.60

0.67

-0.07

Correlation

The correlation between TDV and VDC is 0.48, 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.


Dividends

TDV vs. VDC - Dividend Comparison

TDV's dividend yield for the trailing twelve months is around 1.16%, less than VDC's 2.15% yield.


TTM20252024202320222021202020192018201720162015
TDV
ProShares S&P Technology Dividend Aristocrats ETF
1.16%1.09%1.16%1.16%1.67%1.08%1.10%0.11%0.00%0.00%0.00%0.00%
VDC
Vanguard Consumer Staples ETF
2.15%2.26%2.33%2.65%2.37%2.14%2.50%2.44%2.78%2.52%2.39%2.55%

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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Drawdown Indicators


TDVVDCDifference

Max Drawdown

Largest peak-to-trough decline

-32.78%

-34.24%

+1.46%

Max Drawdown (1Y)

Largest decline over 1 year

-15.00%

-9.28%

-5.72%

Max Drawdown (5Y)

Largest decline over 5 years

-25.11%

-16.55%

-8.56%

Max Drawdown (10Y)

Largest decline over 10 years

-25.31%

Current Drawdown

Current decline from peak

-5.92%

-7.87%

+1.95%

Average Drawdown

Average peak-to-trough decline

-5.48%

-3.71%

-1.77%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.54%

3.76%

-0.22%

Volatility

TDV vs. VDC - Volatility Comparison

ProShares S&P Technology Dividend Aristocrats ETF (TDV) has a higher volatility of 6.09% compared to Vanguard Consumer Staples ETF (VDC) at 3.84%. 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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Volatility by Period


TDVVDCDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.09%

3.84%

+2.25%

Volatility (6M)

Calculated over the trailing 6-month period

13.42%

8.98%

+4.44%

Volatility (1Y)

Calculated over the trailing 1-year period

23.83%

13.67%

+10.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.39%

12.98%

+7.41%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.32%

14.58%

+8.74%