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TDVX.DE vs. DAVV.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TDVX.DE vs. DAVV.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in VanEck Morningstar Developed Markets ex-US Dividend Leaders UCITS ETF A USD Acc (TDVX.DE) and VanEck Crypto and Blockchain Innovators UCITS ETF (DAVV.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


TDVX.DE

1D
0.32%
1M
0.73%
YTD
6M
1Y
3Y*
5Y*
10Y*

DAVV.DE

1D
-3.80%
1M
6.15%
YTD
27.16%
6M
10.24%
1Y
47.23%
3Y*
52.28%
5Y*
-1.30%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

TDVX.DE vs. DAVV.DE - Yearly Performance Comparison


Correlation

The correlation between TDVX.DE and DAVV.DE is 0.16, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (All Time)
Calculated using the full available price history since Apr 23, 2026

0.16

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Return for Risk

TDVX.DE vs. DAVV.DE — Risk / Return Rank

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

TDVX.DE

DAVV.DE
DAVV.DE Risk / Return Rank: 2323
Overall Rank
DAVV.DE Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
DAVV.DE Sortino Ratio Rank: 2626
Sortino Ratio Rank
DAVV.DE Omega Ratio Rank: 2424
Omega Ratio Rank
DAVV.DE Calmar Ratio Rank: 2323
Calmar Ratio Rank
DAVV.DE Martin Ratio Rank: 1818
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.

TDVX.DE vs. DAVV.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck Morningstar Developed Markets ex-US Dividend Leaders UCITS ETF A USD Acc (TDVX.DE) and VanEck Crypto and Blockchain Innovators UCITS ETF (DAVV.DE). 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

TDVX.DE vs. DAVV.DE - Sharpe Ratio Comparison


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Sharpe Ratios by Period


TDVX.DEDAVV.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.81

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.88

-0.05

+0.93

Drawdowns

TDVX.DE vs. DAVV.DE - Drawdown Comparison

The maximum TDVX.DE drawdown since its inception was -2.51%, smaller than the maximum DAVV.DE drawdown of -91.53%. Use the drawdown chart below to compare losses from any high point for TDVX.DE and DAVV.DE.


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Drawdown Indicators


TDVX.DEDAVV.DEDifference

Max Drawdown

Largest peak-to-trough decline

-2.51%

-91.53%

+89.02%

Max Drawdown (1Y)

Largest decline over 1 year

-45.68%

Max Drawdown (3Y)

Largest decline over 3 years

-60.00%

Max Drawdown (5Y)

Largest decline over 5 years

-91.53%

Current Drawdown

Current decline from peak

-1.99%

-34.58%

+32.59%

Average Drawdown

Average peak-to-trough decline

-0.88%

-57.66%

+56.78%

Ulcer Index

Depth and duration of drawdowns from previous peaks

24.79%

Volatility

TDVX.DE vs. DAVV.DE - Volatility Comparison


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Volatility by Period


TDVX.DEDAVV.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

14.56%

Volatility (6M)

Calculated over the trailing 6-month period

40.57%

Volatility (1Y)

Calculated over the trailing 1-year period

11.32%

58.12%

-46.80%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.32%

70.78%

-59.46%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.32%

70.57%

-59.25%

TDVX.DE vs. DAVV.DE - Expense Ratio Comparison

TDVX.DE has a 0.38% expense ratio, which is lower than DAVV.DE's 0.65% expense ratio.


Dividends

TDVX.DE vs. DAVV.DE - Dividend Comparison

Neither TDVX.DE nor DAVV.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


TDVX.DE and DAVV.DE have a correlation of 0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, TDVX.DE is cheaper at 0.38% per year. The better choice depends on whether you care most about return, fees, risk, or income.

TDVX.DE is cheaper with a 0.38% expense ratio, compared with 0.65% for DAVV.DE.

TDVX.DE is categorized as Dividend, while DAVV.DE is Technology Equities. TDVX.DE tracks Morningstar Developed Markets ex-US Large Cap Dividend Leaders Screened Select Index, while DAVV.DE tracks MVIS Global Digital Assets Equity. Their fees differ too: 0.38% for TDVX.DE and 0.65% for DAVV.DE.

Portfolio Optimizer

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Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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