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ADPV vs. FTHI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between ADPV and FTHI is 0.63, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Performance

ADPV vs. FTHI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Adaptiv Select ETF (ADPV) and First Trust BuyWrite Income ETF (FTHI). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

ADPV:

0.49

FTHI:

0.42

Sortino Ratio

ADPV:

0.63

FTHI:

0.66

Omega Ratio

ADPV:

1.09

FTHI:

1.11

Calmar Ratio

ADPV:

0.37

FTHI:

0.40

Martin Ratio

ADPV:

0.87

FTHI:

1.64

Ulcer Index

ADPV:

9.49%

FTHI:

3.84%

Daily Std Dev

ADPV:

22.45%

FTHI:

16.10%

Max Drawdown

ADPV:

-22.30%

FTHI:

-32.65%

Current Drawdown

ADPV:

-19.55%

FTHI:

-5.26%

Returns By Period

In the year-to-date period, ADPV achieves a -4.50% return, which is significantly lower than FTHI's -2.63% return.


ADPV

YTD

-4.50%

1M

-1.38%

6M

-9.31%

1Y

8.29%

3Y*

N/A

5Y*

N/A

10Y*

N/A

FTHI

YTD

-2.63%

1M

2.76%

6M

-3.62%

1Y

6.35%

3Y*

10.72%

5Y*

11.09%

10Y*

6.69%

*Annualized

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Adaptiv Select ETF

First Trust BuyWrite Income ETF

ADPV vs. FTHI - Expense Ratio Comparison

ADPV has a 1.00% expense ratio, which is higher than FTHI's 0.85% expense ratio.


Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

ADPV vs. FTHI — Risk-Adjusted Performance Rank

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

ADPV
The Risk-Adjusted Performance Rank of ADPV is 4646
Overall Rank
The Sharpe Ratio Rank of ADPV is 5252
Sharpe Ratio Rank
The Sortino Ratio Rank of ADPV is 4444
Sortino Ratio Rank
The Omega Ratio Rank of ADPV is 4545
Omega Ratio Rank
The Calmar Ratio Rank of ADPV is 5050
Calmar Ratio Rank
The Martin Ratio Rank of ADPV is 3737
Martin Ratio Rank

FTHI
The Risk-Adjusted Performance Rank of FTHI is 5050
Overall Rank
The Sharpe Ratio Rank of FTHI is 4747
Sharpe Ratio Rank
The Sortino Ratio Rank of FTHI is 4646
Sortino Ratio Rank
The Omega Ratio Rank of FTHI is 5454
Omega Ratio Rank
The Calmar Ratio Rank of FTHI is 5252
Calmar Ratio Rank
The Martin Ratio Rank of FTHI is 5454
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.

ADPV vs. FTHI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Adaptiv Select ETF (ADPV) and First Trust BuyWrite Income ETF (FTHI). 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 ADPV Sharpe Ratio is 0.49, which is comparable to the FTHI Sharpe Ratio of 0.42. The chart below compares the historical Sharpe Ratios of ADPV and FTHI, 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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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

ADPV vs. FTHI - Dividend Comparison

ADPV's dividend yield for the trailing twelve months is around 0.70%, less than FTHI's 9.31% yield.


TTM20242023202220212020201920182017201620152014
ADPV
Adaptiv Select ETF
0.70%0.67%0.22%0.25%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FTHI
First Trust BuyWrite Income ETF
9.31%8.61%8.50%9.06%4.37%4.76%4.21%4.76%4.00%4.41%4.98%3.96%

Drawdowns

ADPV vs. FTHI - Drawdown Comparison

The maximum ADPV drawdown since its inception was -22.30%, smaller than the maximum FTHI drawdown of -32.65%. Use the drawdown chart below to compare losses from any high point for ADPV and FTHI.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

ADPV vs. FTHI - Volatility Comparison

Adaptiv Select ETF (ADPV) has a higher volatility of 2.13% compared to First Trust BuyWrite Income ETF (FTHI) at 1.95%. This indicates that ADPV's price experiences larger fluctuations and is considered to be riskier than FTHI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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