VSDA vs. DJD
Compare and contrast key facts about VictoryShares Dividend Accelerator ETF (VSDA) and Invesco Dow Jones Industrial Average Dividend ETF (DJD).
VSDA and DJD are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. VSDA is a passively managed fund by Crestview that tracks the performance of the Nasdaq Victory Dividend Accelerator Index. It was launched on Apr 18, 2017. DJD is a passively managed fund by Invesco that tracks the performance of the Dow Jones Industrial Average Yield Weight. It was launched on Dec 16, 2015. Both VSDA and DJD 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: VSDA or DJD.
Key characteristics
| VSDA | DJD | |
|---|---|---|
| YTD Return | 14.66% | 16.53% |
| 1Y Return | 24.28% | 28.22% |
| 3Y Return (Ann) | 7.14% | 9.19% |
| 5Y Return (Ann) | 10.96% | 9.92% |
| Sharpe Ratio | 2.63 | 2.73 |
| Sortino Ratio | 3.71 | 4.06 |
| Omega Ratio | 1.47 | 1.51 |
| Calmar Ratio | 3.99 | 4.67 |
| Martin Ratio | 14.03 | 17.37 |
| Ulcer Index | 1.94% | 1.75% |
| Daily Std Dev | 10.34% | 11.12% |
| Max Drawdown | -32.12% | -34.66% |
| Current Drawdown | -0.66% | -1.75% |
Correlation
The correlation between VSDA and DJD is 0.77, 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
VSDA vs. DJD - Performance Comparison
In the year-to-date period, VSDA achieves a 14.66% return, which is significantly lower than DJD's 16.53% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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VSDA vs. DJD - Expense Ratio Comparison
VSDA has a 0.35% expense ratio, which is higher than DJD's 0.07% expense ratio.
Risk-Adjusted Performance
VSDA vs. DJD - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for VictoryShares Dividend Accelerator ETF (VSDA) and Invesco Dow Jones Industrial Average Dividend ETF (DJD). 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
VSDA vs. DJD - Dividend Comparison
VSDA's dividend yield for the trailing twelve months is around 2.07%, less than DJD's 3.02% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|
VSDA VictoryShares Dividend Accelerator ETF | 2.07% | 1.93% | 1.83% | 1.40% | 1.49% | 1.36% | 1.69% | 1.23% | 0.00% | 0.00% |
DJD Invesco Dow Jones Industrial Average Dividend ETF | 3.02% | 3.49% | 3.16% | 2.82% | 3.47% | 2.80% | 2.66% | 3.26% | 3.65% | 0.16% |
Drawdowns
VSDA vs. DJD - Drawdown Comparison
The maximum VSDA drawdown since its inception was -32.12%, smaller than the maximum DJD drawdown of -34.66%. Use the drawdown chart below to compare losses from any high point for VSDA and DJD. For additional features, visit the drawdowns tool.
Volatility
VSDA vs. DJD - Volatility Comparison
The current volatility for VictoryShares Dividend Accelerator ETF (VSDA) is 3.25%, while Invesco Dow Jones Industrial Average Dividend ETF (DJD) has a volatility of 3.44%. This indicates that VSDA experiences smaller price fluctuations and is considered to be less risky than DJD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.