AEMS vs. THTA
AEMS (Anfield Enhanced Market ETF) and THTA (SoFi Enhanced Yield ETF) are both Derivative Income funds. At a 0.38 correlation, their price movements are largely independent. AEMS charges 1.21%/yr vs 0.49%/yr for THTA.
Performance
AEMS vs. THTA - Performance Comparison
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Returns By Period
In the year-to-date period, AEMS achieves a 12.16% return, which is significantly higher than THTA's 7.57% return.
AEMS
- 1D
- -0.31%
- 1M
- -0.71%
- YTD
- 12.16%
- 6M
- 9.61%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
THTA
- 1D
- 0.00%
- 1M
- 0.77%
- YTD
- 7.57%
- 6M
- 7.94%
- 1Y
- 16.23%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
AEMS vs. THTA - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
AEMS Anfield Enhanced Market ETF | 12.16% | 11.86% |
THTA SoFi Enhanced Yield ETF | 7.57% | 7.41% |
Correlation
The correlation between AEMS and THTA is 0.38, 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 1, 2025 | 0.38 |
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Return for Risk
AEMS vs. THTA — Risk / Return Rank
AEMS
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
THTA
AEMS vs. THTA - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Anfield Enhanced Market ETF (AEMS) and SoFi Enhanced Yield ETF (THTA). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| AEMS | THTA | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.75 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 6.18 | — |
| Martin ratioReturn relative to average drawdown | — | 51.39 | — |
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Drawdowns
AEMS vs. THTA - Drawdown Comparison
The maximum AEMS drawdown since its inception was -11.37%, smaller than the maximum THTA drawdown of -31.41%. Use the drawdown chart below to compare losses from any high point for AEMS and THTA.
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Drawdown Indicators
| AEMS | THTA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -11.37% | -31.41% | +20.04% |
Max Drawdown (1Y)Largest decline over 1 year | — | -2.64% | — |
Current DrawdownCurrent decline from peak | -3.31% | -6.17% | +2.86% |
Average DrawdownAverage peak-to-trough decline | -1.53% | -7.48% | +5.95% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 0.32% | — |
Volatility
AEMS vs. THTA - Volatility Comparison
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Volatility by Period
| AEMS | THTA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 0.96% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 4.07% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 16.88% | 5.72% | +11.16% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.88% | 20.02% | -3.14% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.88% | 20.02% | -3.14% |
AEMS vs. THTA - Expense Ratio Comparison
AEMS has a 1.21% expense ratio, which is higher than THTA's 0.49% expense ratio.
Dividends
AEMS vs. THTA - Dividend Comparison
AEMS's dividend yield for the trailing twelve months is around 6.72%, less than THTA's 11.15% yield.
| Position | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
AEMS Anfield Enhanced Market ETF | 6.72% | 7.53% | 0.00% | 0.00% |
THTA SoFi Enhanced Yield ETF | 11.15% | 12.66% | 12.44% | 0.58% |
Frequently Asked Questions
AEMS and THTA have a correlation of 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, THTA is cheaper at 0.49% per year. The better choice depends on whether you care most about return, fees, risk, or income.
THTA is cheaper with a 0.49% expense ratio, compared with 1.21% for AEMS.
THTA has the higher dividend yield at 11.15%, compared with 6.72% for AEMS.
They also come from different issuers: Anfield and SoFi. Their fees differ too: 1.21% for AEMS and 0.49% for THTA.
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