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ADPV vs. SPXM
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ADPV vs. SPXM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Adaptiv Select ETF (ADPV) and Azoria 500 Meritocracy ETF (SPXM). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


ADPV

1D
0.06%
1M
6.65%
YTD
10.73%
6M
11.05%
1Y
39.30%
3Y*
27.04%
5Y*
10Y*

SPXM

1D
0.00%
1M
0.00%
YTD
0.00%
6M
-0.14%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ADPV vs. SPXM - Yearly Performance Comparison


2026 (YTD)2025
ADPV
Adaptiv Select ETF
10.73%17.02%
SPXM
Azoria 500 Meritocracy ETF
0.00%9.16%

Correlation

The correlation between ADPV and SPXM is 0.37, 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 Jul 9, 2025

0.37

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Return for Risk

ADPV vs. SPXM — Risk / Return Rank

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

ADPV
ADPV Risk / Return Rank: 4747
Overall Rank
ADPV Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
ADPV Sortino Ratio Rank: 4343
Sortino Ratio Rank
ADPV Omega Ratio Rank: 4343
Omega Ratio Rank
ADPV Calmar Ratio Rank: 5656
Calmar Ratio Rank
ADPV Martin Ratio Rank: 5050
Martin Ratio Rank

SPXM
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.

ADPV vs. SPXM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Adaptiv Select ETF (ADPV) and Azoria 500 Meritocracy ETF (SPXM). 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.


ADPVSPXMDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.28

Calmar ratioReturn relative to maximum drawdown

2.84

Martin ratioReturn relative to average drawdown

8.42

ADPV vs. SPXM - Sharpe Ratio Comparison


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Sharpe Ratios by Period


ADPVSPXMDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.64

Sharpe Ratio (All Time)

Calculated using the full available price history

0.98

1.56

-0.59

Drawdowns

ADPV vs. SPXM - Drawdown Comparison

The maximum ADPV drawdown since its inception was -22.30%, which is greater than SPXM's maximum drawdown of -5.08%. Use the drawdown chart below to compare losses from any high point for ADPV and SPXM.


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Drawdown Indicators


ADPVSPXMDifference

Max Drawdown

Largest peak-to-trough decline

-22.30%

-5.08%

-17.22%

Max Drawdown (1Y)

Largest decline over 1 year

-13.88%

Max Drawdown (3Y)

Largest decline over 3 years

-22.30%

Current Drawdown

Current decline from peak

0.00%

-0.75%

+0.75%

Average Drawdown

Average peak-to-trough decline

-5.47%

-0.79%

-4.68%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.68%

Volatility

ADPV vs. SPXM - Volatility Comparison


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Volatility by Period


ADPVSPXMDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.94%

Volatility (6M)

Calculated over the trailing 6-month period

16.94%

Volatility (1Y)

Calculated over the trailing 1-year period

24.10%

8.18%

+15.92%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.84%

8.18%

+12.66%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.84%

8.18%

+12.66%

ADPV vs. SPXM - Expense Ratio Comparison

ADPV has a 1.00% expense ratio, which is higher than SPXM's 0.47% expense ratio.


Dividends

ADPV vs. SPXM - Dividend Comparison

ADPV's dividend yield for the trailing twelve months is around 0.63%, more than SPXM's 0.24% yield.


PositionTTM2025202420232022
ADPV
Adaptiv Select ETF
0.63%0.70%0.67%0.22%0.25%
SPXM
Azoria 500 Meritocracy ETF
0.24%0.24%0.00%0.00%0.00%

Frequently Asked Questions


ADPV and SPXM have a correlation of 0.37, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SPXM is cheaper at 0.47% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SPXM is cheaper with a 0.47% expense ratio, compared with 1.00% for ADPV.

ADPV has the higher dividend yield at 0.63%, compared with 0.24% for SPXM.

They also come from different issuers: Adaptiv and Azoria. Their fees differ too: 1.00% for ADPV and 0.47% for SPXM.

Portfolio Optimizer

Find the right allocation for ADPV and SPXM

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