TDV vs. VDC
Compare and contrast key facts about ProShares S&P Technology Dividend Aristocrats ETF (TDV) and Vanguard Consumer Staples ETF (VDC).
TDV and VDC 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. VDC is a passively managed fund by Vanguard that tracks the performance of the MSCI US Investable Market Consumer Staples 25/50 Index. It was launched on Jan 26, 2004. Both TDV and VDC 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 VDC.
Key characteristics
| TDV | VDC | |
|---|---|---|
| YTD Return | 14.38% | 14.82% |
| 1Y Return | 26.72% | 21.42% |
| 3Y Return (Ann) | 8.17% | 6.98% |
| 5Y Return (Ann) | 16.13% | 9.35% |
| Sharpe Ratio | 1.73 | 2.23 |
| Sortino Ratio | 2.36 | 3.20 |
| Omega Ratio | 1.30 | 1.39 |
| Calmar Ratio | 2.45 | 2.43 |
| Martin Ratio | 8.67 | 14.82 |
| Ulcer Index | 3.43% | 1.49% |
| Daily Std Dev | 17.07% | 9.93% |
| Max Drawdown | -32.78% | -34.24% |
| Current Drawdown | -0.44% | -2.09% |
Correlation
The correlation between TDV and VDC is 0.55, 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 year-to-date returns for both investments are quite close, with TDV having a 14.38% return and VDC slightly higher at 14.82%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
TDV vs. VDC - Expense Ratio Comparison
TDV has a 0.66% expense ratio, which is higher than VDC's 0.10% expense ratio.
Risk-Adjusted Performance
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.
Dividends
TDV vs. VDC - Dividend Comparison
TDV's dividend yield for the trailing twelve months is around 1.14%, less than VDC's 2.56% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TDV ProShares S&P Technology Dividend Aristocrats ETF | 1.14% | 1.16% | 1.67% | 1.08% | 1.10% | 0.12% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VDC Vanguard Consumer Staples ETF | 2.56% | 2.65% | 2.37% | 2.14% | 2.50% | 2.44% | 2.78% | 2.52% | 2.39% | 2.55% | 1.93% | 2.21% |
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. For additional features, visit the drawdowns tool.
Volatility
TDV vs. VDC - Volatility Comparison
ProShares S&P Technology Dividend Aristocrats ETF (TDV) has a higher volatility of 5.20% compared to Vanguard Consumer Staples ETF (VDC) at 2.80%. 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.