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TTEQ vs. TOUS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TTEQ vs. TOUS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T. Rowe Price Technology ETF (TTEQ) and T. Rowe Price International Equity ETF (TOUS). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, TTEQ achieves a 38.44% return, which is significantly higher than TOUS's 9.33% return.


TTEQ

1D
-0.82%
1M
18.60%
YTD
38.44%
6M
35.90%
1Y
66.44%
3Y*
5Y*
10Y*

TOUS

1D
-0.66%
1M
5.16%
YTD
9.33%
6M
11.93%
1Y
21.42%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

TTEQ vs. TOUS - Yearly Performance Comparison


2026 (YTD)20252024
TTEQ
T. Rowe Price Technology ETF
38.44%24.25%3.92%
TOUS
T. Rowe Price International Equity ETF
9.33%34.00%-4.00%

Correlation

The correlation between TTEQ and TOUS is 0.61, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.61

Correlation (All Time)
Calculated using the full available price history since Oct 25, 2024

0.58

The correlation between TTEQ and TOUS has been stable across timeframes, ranging from 0.58 to 0.61 - a consistent structural relationship.

TTEQ vs. TOUS - Sectors Allocation Comparison


Sectors
TTEQ
TOUS

Technology

72.4%
13.0%

Communication Services

8.4%
4.6%

Consumer Cyclical

5.7%
7.3%

Financial Services

3.4%
22.2%

Industrials

0.7%
19.7%

Basic Materials

0.5%
5.5%

Consumer Defensive

-

6.9%

Energy

-

5.5%

Healthcare

-

10.1%

Real Estate

-

1.9%

Utilities

-

3.4%

Technology

TTEQ
72.4%
TOUS
13.0%

Communication Services

TTEQ
8.4%
TOUS
4.6%

Consumer Cyclical

TTEQ
5.7%
TOUS
7.3%

Financial Services

TTEQ
3.4%
TOUS
22.2%

Industrials

TTEQ
0.7%
TOUS
19.7%

Basic Materials

TTEQ
0.5%
TOUS
5.5%

Consumer Defensive

TTEQ

-

TOUS
6.9%

Energy

TTEQ

-

TOUS
5.5%

Healthcare

TTEQ

-

TOUS
10.1%

Real Estate

TTEQ

-

TOUS
1.9%

Utilities

TTEQ

-

TOUS
3.4%

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Return for Risk

TTEQ vs. TOUS — Risk / Return Rank

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

TTEQ
TTEQ Risk / Return Rank: 7878
Overall Rank
TTEQ Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
TTEQ Sortino Ratio Rank: 7979
Sortino Ratio Rank
TTEQ Omega Ratio Rank: 7979
Omega Ratio Rank
TTEQ Calmar Ratio Rank: 7777
Calmar Ratio Rank
TTEQ Martin Ratio Rank: 6868
Martin Ratio Rank

TOUS
TOUS Risk / Return Rank: 3939
Overall Rank
TOUS Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
TOUS Sortino Ratio Rank: 4141
Sortino Ratio Rank
TOUS Omega Ratio Rank: 4040
Omega Ratio Rank
TOUS Calmar Ratio Rank: 3636
Calmar Ratio Rank
TOUS Martin Ratio Rank: 4040
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.

TTEQ vs. TOUS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Technology ETF (TTEQ) and T. Rowe Price International Equity ETF (TOUS). 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.


TTEQTOUSDifference
Sharpe ratioReturn per unit of total volatility

+1.46

Sortino ratioReturn per unit of downside risk

+1.46

Omega ratioGain probability vs. loss probability

1.47

1.26

+0.21

Calmar ratioReturn relative to maximum drawdown

3.86

1.76

+2.10

Martin ratioReturn relative to average drawdown

12.43

6.40

+6.03

TTEQ vs. TOUS - Sharpe Ratio Comparison

The current TTEQ Sharpe Ratio is 2.87, which is higher than the TOUS Sharpe Ratio of 1.41. The chart below compares the historical Sharpe Ratios of TTEQ and TOUS, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


TTEQTOUSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.87

1.41

+1.46

Sharpe Ratio (All Time)

Calculated using the full available price history

1.62

1.09

+0.53

Drawdowns

TTEQ vs. TOUS - Drawdown Comparison

The maximum TTEQ drawdown since its inception was -26.97%, which is greater than TOUS's maximum drawdown of -14.29%. Use the drawdown chart below to compare losses from any high point for TTEQ and TOUS.


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Drawdown Indicators


TTEQTOUSDifference

Max Drawdown

Largest peak-to-trough decline

-26.97%

-14.29%

-12.68%

Max Drawdown (1Y)

Largest decline over 1 year

-17.31%

-12.23%

-5.08%

Current Drawdown

Current decline from peak

-0.82%

-1.00%

+0.18%

Average Drawdown

Average peak-to-trough decline

-4.76%

-2.83%

-1.93%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.36%

3.35%

+2.01%

Volatility

TTEQ vs. TOUS - Volatility Comparison

T. Rowe Price Technology ETF (TTEQ) has a higher volatility of 7.97% compared to T. Rowe Price International Equity ETF (TOUS) at 5.20%. This indicates that TTEQ's price experiences larger fluctuations and is considered to be riskier than TOUS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TTEQTOUSDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.97%

5.20%

+2.77%

Volatility (6M)

Calculated over the trailing 6-month period

18.88%

13.01%

+5.87%

Volatility (1Y)

Calculated over the trailing 1-year period

23.30%

15.30%

+8.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.30%

15.19%

+12.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.30%

15.19%

+12.11%

TTEQ vs. TOUS - Expense Ratio Comparison

TTEQ has a 0.63% expense ratio, which is higher than TOUS's 0.50% expense ratio.


Dividends

TTEQ vs. TOUS - Dividend Comparison

TTEQ has not paid dividends to shareholders, while TOUS's dividend yield for the trailing twelve months is around 1.59%.


PositionTTM202520242023
TOUS
T. Rowe Price International Equity ETF
1.59%1.74%3.01%0.50%
TTEQ
T. Rowe Price Technology ETF
0.00%0.00%0.00%0.00%

Frequently Asked Questions


TTEQ and TOUS have a correlation of 0.61, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TTEQ has higher volatility (7.97%) compared to TOUS (5.20%). In terms of maximum drawdown, TTEQ dropped -26.97% vs TOUS's -14.29%.

On 1-year performance, TTEQ leads with 66.44% vs 21.42% for TOUS. On fees, TOUS is cheaper at 0.50% per year. On volatility, TOUS has been the lower-risk option at 5.20%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, TTEQ has performed better with a 66.44% return vs 21.42%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

TOUS is cheaper with a 0.50% expense ratio, compared with 0.63% for TTEQ.

TOUS has the higher dividend yield at 1.59%, compared with 0.00% for TTEQ.

TTEQ is categorized as Technology Equities, while TOUS is Foreign Large Cap Equities. Their fees differ too: 0.63% for TTEQ and 0.50% for TOUS.

TTEQ currently has the higher Sharpe Ratio (2.87 vs 1.41), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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