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

Correlation

The correlation between TDV and VGT is 0.91, 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.


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.

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Key characteristics

Sharpe Ratio

TDV:

0.26

VGT:

0.39

Sortino Ratio

TDV:

0.57

VGT:

0.73

Omega Ratio

TDV:

1.08

VGT:

1.10

Calmar Ratio

TDV:

0.31

VGT:

0.43

Martin Ratio

TDV:

1.13

VGT:

1.39

Ulcer Index

TDV:

6.22%

VGT:

8.33%

Daily Std Dev

TDV:

23.97%

VGT:

29.76%

Max Drawdown

TDV:

-32.78%

VGT:

-54.63%

Current Drawdown

TDV:

-6.98%

VGT:

-11.63%

Returns By Period

In the year-to-date period, TDV achieves a -0.52% return, which is significantly higher than VGT's -8.02% return.


TDV

YTD

-0.52%

1M

13.68%

6M

-4.99%

1Y

6.00%

5Y*

15.77%

10Y*

N/A

VGT

YTD

-8.02%

1M

12.05%

6M

-8.30%

1Y

11.24%

5Y*

18.63%

10Y*

19.33%

*Annualized

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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.


Risk-Adjusted Performance

TDV vs. VGT — 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 4343
Overall Rank
The Sharpe Ratio Rank of TDV is 3737
Sharpe Ratio Rank
The Sortino Ratio Rank of TDV is 4343
Sortino Ratio Rank
The Omega Ratio Rank of TDV is 4343
Omega Ratio Rank
The Calmar Ratio Rank of TDV is 4747
Calmar Ratio Rank
The Martin Ratio Rank of TDV is 4545
Martin Ratio Rank

VGT
The Risk-Adjusted Performance Rank of VGT is 5252
Overall Rank
The Sharpe Ratio Rank of VGT is 4848
Sharpe Ratio Rank
The Sortino Ratio Rank of VGT is 5353
Sortino Ratio Rank
The Omega Ratio Rank of VGT is 5252
Omega Ratio Rank
The Calmar Ratio Rank of VGT is 5656
Calmar Ratio Rank
The Martin Ratio Rank of VGT is 5050
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. 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.


The current TDV Sharpe Ratio is 0.26, which is lower than the VGT Sharpe Ratio of 0.39. 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.


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Dividends

TDV vs. VGT - Dividend Comparison

TDV's dividend yield for the trailing twelve months is around 1.19%, more than VGT's 0.56% yield.


TTM20242023202220212020201920182017201620152014
TDV
ProShares S&P Technology Dividend Aristocrats ETF
1.19%1.16%1.16%1.67%1.08%1.10%0.12%0.00%0.00%0.00%0.00%0.00%
VGT
Vanguard Information Technology ETF
0.56%0.60%0.65%0.91%0.64%0.82%1.11%1.29%0.99%1.31%1.28%1.12%

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.


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Volatility

TDV vs. VGT - Volatility Comparison

The current volatility for ProShares S&P Technology Dividend Aristocrats ETF (TDV) is 7.91%, while Vanguard Information Technology ETF (VGT) has a volatility of 9.35%. 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.


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