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

Performance

TDV vs. VGT - 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 Information Technology ETF (VGT). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
5.02%
13.91%
TDV
VGT

Returns By Period

In the year-to-date period, TDV achieves a 11.69% return, which is significantly lower than VGT's 28.63% return.


TDV

YTD

11.69%

1M

0.12%

6M

5.22%

1Y

19.65%

5Y (annualized)

15.79%

10Y (annualized)

N/A

VGT

YTD

28.63%

1M

2.11%

6M

15.02%

1Y

35.48%

5Y (annualized)

22.76%

10Y (annualized)

20.73%

Key characteristics


TDVVGT
Sharpe Ratio1.201.71
Sortino Ratio1.682.24
Omega Ratio1.211.31
Calmar Ratio1.682.36
Martin Ratio5.848.49
Ulcer Index3.48%4.24%
Daily Std Dev16.95%20.98%
Max Drawdown-32.78%-54.63%
Current Drawdown-2.79%-1.01%

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TDV vs. VGT - Expense Ratio Comparison

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


TDV
ProShares S&P Technology Dividend Aristocrats ETF
Expense ratio chart for TDV: current value at 0.66% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.66%
Expense ratio chart for VGT: current value at 0.10% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.10%

Correlation

-0.50.00.51.00.9

The correlation between TDV and VGT is 0.88, 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. VGT - 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 Information Technology ETF (VGT). 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.


Sharpe ratio
The chart of Sharpe ratio for TDV, currently valued at 1.20, compared to the broader market0.002.004.001.201.71
The chart of Sortino ratio for TDV, currently valued at 1.68, compared to the broader market-2.000.002.004.006.008.0010.001.682.24
The chart of Omega ratio for TDV, currently valued at 1.21, compared to the broader market0.501.001.502.002.503.001.211.31
The chart of Calmar ratio for TDV, currently valued at 1.68, compared to the broader market0.005.0010.0015.001.682.36
The chart of Martin ratio for TDV, currently valued at 5.84, compared to the broader market0.0020.0040.0060.0080.00100.005.848.49
TDV
VGT

The current TDV Sharpe Ratio is 1.20, which is lower than the VGT Sharpe Ratio of 1.71. The chart below compares the historical Sharpe Ratios of TDV and VGT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Rolling 12-month Sharpe Ratio0.501.001.502.002.50JuneJulyAugustSeptemberOctoberNovember
1.20
1.71
TDV
VGT

Dividends

TDV vs. VGT - Dividend Comparison

TDV's dividend yield for the trailing twelve months is around 1.17%, more than VGT's 0.60% yield.


TTM20232022202120202019201820172016201520142013
TDV
ProShares S&P Technology Dividend Aristocrats ETF
1.17%1.16%1.67%1.08%1.10%0.12%0.00%0.00%0.00%0.00%0.00%0.00%
VGT
Vanguard Information Technology ETF
0.60%0.65%0.91%0.64%0.82%1.11%1.29%0.99%1.31%1.28%1.12%1.05%

Drawdowns

TDV vs. VGT - Drawdown Comparison

The maximum TDV drawdown since its inception was -32.78%, smaller than the maximum VGT drawdown of -54.63%. Use the drawdown chart below to compare losses from any high point for TDV and VGT. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-2.79%
-1.01%
TDV
VGT

Volatility

TDV vs. VGT - Volatility Comparison

The current volatility for ProShares S&P Technology Dividend Aristocrats ETF (TDV) is 5.52%, while Vanguard Information Technology ETF (VGT) has a volatility of 6.47%. This indicates that TDV experiences smaller price fluctuations and is considered to be less risky than VGT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%JuneJulyAugustSeptemberOctoberNovember
5.52%
6.47%
TDV
VGT