The table below compares the performance and other essential indicators like dividend yield and expense ratio of 2 Systematic Trend ETFs.
Click on any item in the list to see complete information, including risk and performance analysis.
Category: Systematic Trend
Symbol | Full Name | Category | Inception | Expense Ratio | YTD Return | 10Y Return (Annualized) | Dividend Yield | Max. Drawdown | Sharpe Ratio | Sortino Ratio | Omega Ratio | Martin Ratio | Calmar Ratio | Ulcer Index |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
American Beacon AHL Trend ETF | Systematic Trend | Aug 30, 2023 | 0.95% | 0.25% | — | 3.71% | ||||||||
Simplify Managed Futures Strategy ETF | Systematic Trend | Mar 7, 2022 | 0.78% | 12.92% | — | 7.73% |
Risk vs. Return Scatterplot
The Risk vs. Return Scatterplot allows you to quickly compare funds, stocks, and ETFs in one view. It displays the yearly return of an instrument on one axis and the risk (volatility) on the other.
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5 Years