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BDRY vs. FLTR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BDRY vs. FLTR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Breakwave Dry Bulk Shipping ETF (BDRY) and VanEck Vectors Investment Grade Floating Rate ETF (FLTR). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BDRY achieves a 44.36% return, which is significantly higher than FLTR's 1.95% return.


BDRY

1D
0.32%
1M
3.94%
YTD
44.36%
6M
36.57%
1Y
133.58%
3Y*
24.57%
5Y*
-11.64%
10Y*

FLTR

1D
0.04%
1M
0.50%
YTD
1.95%
6M
2.48%
1Y
5.30%
3Y*
6.10%
5Y*
4.50%
10Y*
3.50%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BDRY vs. FLTR - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
BDRY
Breakwave Dry Bulk Shipping ETF
44.36%44.24%-47.40%25.79%-68.84%282.99%-50.16%-15.92%-27.98%
FLTR
VanEck Vectors Investment Grade Floating Rate ETF
1.95%5.22%7.38%7.41%0.74%0.55%1.44%5.70%-0.06%

Correlation

The correlation between BDRY and FLTR is -0.14, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.14

Correlation (3Y)
Calculated over the trailing 3-year period

-0.02

Correlation (5Y)
Calculated over the trailing 5-year period

-0.00

Correlation (All Time)
Calculated using the full available price history since Mar 23, 2018

0.00

The correlation between BDRY and FLTR shifts across timeframes, from -0.14 (1 year) to 0.00 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

BDRY vs. FLTR — Risk / Return Rank

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

BDRY
BDRY Risk / Return Rank: 8484
Overall Rank
BDRY Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
BDRY Sortino Ratio Rank: 7878
Sortino Ratio Rank
BDRY Omega Ratio Rank: 7474
Omega Ratio Rank
BDRY Calmar Ratio Rank: 9292
Calmar Ratio Rank
BDRY Martin Ratio Rank: 8686
Martin Ratio Rank

FLTR
FLTR Risk / Return Rank: 9999
Overall Rank
FLTR Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
FLTR Sortino Ratio Rank: 9999
Sortino Ratio Rank
FLTR Omega Ratio Rank: 9999
Omega Ratio Rank
FLTR Calmar Ratio Rank: 9898
Calmar Ratio Rank
FLTR Martin Ratio Rank: 9999
Martin Ratio Rank
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.

BDRY vs. FLTR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Breakwave Dry Bulk Shipping ETF (BDRY) and VanEck Vectors Investment Grade Floating Rate ETF (FLTR). 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.


BDRYFLTRDifference
Sharpe ratioReturn per unit of total volatility

-3.58

Sortino ratioReturn per unit of downside risk

-9.34

Omega ratioGain probability vs. loss probability

1.43

3.15

-1.72

Calmar ratioReturn relative to maximum drawdown

6.22

16.96

-10.74

Martin ratioReturn relative to average drawdown

18.11

101.22

-83.12

BDRY vs. FLTR - Sharpe Ratio Comparison

The current BDRY Sharpe Ratio is 3.19, which is lower than the FLTR Sharpe Ratio of 6.77. The chart below compares the historical Sharpe Ratios of BDRY and FLTR, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


BDRYFLTRDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.19

6.77

-3.58

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.19

2.12

-2.31

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.70

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.13

0.53

-0.66

Drawdowns

BDRY vs. FLTR - Drawdown Comparison

The maximum BDRY drawdown since its inception was -89.16%, which is greater than FLTR's maximum drawdown of -17.84%. Use the drawdown chart below to compare losses from any high point for BDRY and FLTR.


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Drawdown Indicators


BDRYFLTRDifference

Max Drawdown

Largest peak-to-trough decline

-89.16%

-17.84%

-71.32%

Max Drawdown (1Y)

Largest decline over 1 year

-21.60%

-0.31%

-21.29%

Max Drawdown (3Y)

Largest decline over 3 years

-69.71%

-1.93%

-67.78%

Max Drawdown (5Y)

Largest decline over 5 years

-89.16%

-3.06%

-86.10%

Max Drawdown (10Y)

Largest decline over 10 years

-17.84%

Current Drawdown

Current decline from peak

-69.50%

0.00%

-69.50%

Average Drawdown

Average peak-to-trough decline

-58.39%

-0.67%

-57.72%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.41%

0.05%

+7.36%

Volatility

BDRY vs. FLTR - Volatility Comparison

Breakwave Dry Bulk Shipping ETF (BDRY) has a higher volatility of 10.84% compared to VanEck Vectors Investment Grade Floating Rate ETF (FLTR) at 0.25%. This indicates that BDRY's price experiences larger fluctuations and is considered to be riskier than FLTR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BDRYFLTRDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.84%

0.25%

+10.59%

Volatility (6M)

Calculated over the trailing 6-month period

29.99%

0.62%

+29.37%

Volatility (1Y)

Calculated over the trailing 1-year period

42.26%

0.79%

+41.47%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

60.69%

2.13%

+58.56%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

62.56%

5.00%

+57.56%

BDRY vs. FLTR - Expense Ratio Comparison

BDRY has a 3.76% expense ratio, which is higher than FLTR's 0.14% expense ratio.


Dividends

BDRY vs. FLTR - Dividend Comparison

BDRY has not paid dividends to shareholders, while FLTR's dividend yield for the trailing twelve months is around 4.73%.


PositionTTM20252024202320222021202020192018201720162015
BDRY
Breakwave Dry Bulk Shipping ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FLTR
VanEck Vectors Investment Grade Floating Rate ETF
4.73%4.97%5.93%6.07%2.29%0.63%1.49%3.05%2.67%1.69%1.16%0.71%

Frequently Asked Questions


BDRY and FLTR have a correlation of -0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BDRY has higher volatility (10.84%) compared to FLTR (0.25%). In terms of maximum drawdown, BDRY dropped -89.16% vs FLTR's -17.84%.

On 5-year performance, FLTR leads with 4.50% vs -11.64% for BDRY. On fees, FLTR is cheaper at 0.14% per year. On volatility, FLTR has been the lower-risk option at 0.25%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, FLTR has performed better with a 4.50% return vs -11.64%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

FLTR is cheaper with a 0.14% expense ratio, compared with 3.76% for BDRY.

FLTR has the higher dividend yield at 4.73%, compared with 0.00% for BDRY.

BDRY is categorized as Commodities, while FLTR is Corporate Bonds. BDRY tracks Breakwave Dry Freight Futures Index, while FLTR tracks MVIS US Investment Grade Floating Rate Index. They also come from different issuers: ETFMG and VanEck. Their fees differ too: 3.76% for BDRY and 0.14% for FLTR.

FLTR currently has the higher Sharpe Ratio (6.77 vs 3.19), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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