BSR vs. ONOF
Compare and contrast key facts about Beacon Selective Risk ETF (BSR) and Global X Adaptive U.S. Risk Management ETF (ONOF).
BSR and ONOF are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. BSR is a passively managed fund by American Beacon that tracks the performance of the NONE. It was launched on Apr 17, 2023. ONOF is a passively managed fund by Global X that tracks the performance of the Adaptive Wealth Strategies U.S. Risk Management Index. It was launched on Jan 12, 2021. Both BSR and ONOF are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
BSR vs. ONOF - Performance Comparison
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BSR vs. ONOF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
BSR Beacon Selective Risk ETF | 0.97% | 4.21% | 12.44% | 4.57% |
ONOF Global X Adaptive U.S. Risk Management ETF | -3.68% | 8.90% | 19.45% | 9.16% |
Returns By Period
In the year-to-date period, BSR achieves a 0.97% return, which is significantly higher than ONOF's -3.68% return.
BSR
- 1D
- 0.87%
- 1M
- -5.04%
- YTD
- 0.97%
- 6M
- 2.16%
- 1Y
- 6.09%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
ONOF
- 1D
- 0.17%
- 1M
- -3.82%
- YTD
- -3.68%
- 6M
- -1.38%
- 1Y
- 13.45%
- 3Y*
- 11.42%
- 5Y*
- 8.09%
- 10Y*
- —
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BSR vs. ONOF - Expense Ratio Comparison
BSR has a 1.10% expense ratio, which is higher than ONOF's 0.39% expense ratio.
Return for Risk
BSR vs. ONOF — Risk / Return Rank
BSR
ONOF
BSR vs. ONOF - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Beacon Selective Risk ETF (BSR) and Global X Adaptive U.S. Risk Management ETF (ONOF). 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.
| BSR | ONOF | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.24 | 0.78 | -0.54 |
Sortino ratioReturn per unit of downside risk | 0.55 | 1.22 | -0.67 |
Omega ratioGain probability vs. loss probability | 1.14 | 1.19 | -0.05 |
Calmar ratioReturn relative to maximum drawdown | 0.42 | 1.15 | -0.73 |
Martin ratioReturn relative to average drawdown | 0.75 | 4.95 | -4.20 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| BSR | ONOF | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.24 | 0.78 | -0.54 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.57 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.45 | 0.60 | -0.15 |
Correlation
The correlation between BSR and ONOF is 0.81, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
BSR vs. ONOF - Dividend Comparison
BSR's dividend yield for the trailing twelve months is around 2.87%, more than ONOF's 1.43% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
BSR Beacon Selective Risk ETF | 2.87% | 2.89% | 0.89% | 1.08% | 0.00% | 0.00% |
ONOF Global X Adaptive U.S. Risk Management ETF | 1.43% | 1.38% | 0.93% | 1.37% | 1.92% | 0.69% |
Drawdowns
BSR vs. ONOF - Drawdown Comparison
The maximum BSR drawdown since its inception was -15.68%, smaller than the maximum ONOF drawdown of -26.21%. Use the drawdown chart below to compare losses from any high point for BSR and ONOF.
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Drawdown Indicators
| BSR | ONOF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -15.68% | -26.21% | +10.53% |
Max Drawdown (1Y)Largest decline over 1 year | -15.68% | -12.17% | -3.51% |
Max Drawdown (5Y)Largest decline over 5 years | — | -26.21% | — |
Current DrawdownCurrent decline from peak | -6.65% | -5.44% | -1.21% |
Average DrawdownAverage peak-to-trough decline | -4.54% | -6.31% | +1.77% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.91% | 2.83% | +6.08% |
Volatility
BSR vs. ONOF - Volatility Comparison
Beacon Selective Risk ETF (BSR) and Global X Adaptive U.S. Risk Management ETF (ONOF) have volatilities of 3.55% and 3.73%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BSR | ONOF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.55% | 3.73% | -0.18% |
Volatility (6M)Calculated over the trailing 6-month period | 7.17% | 8.97% | -1.80% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.07% | 17.32% | +7.75% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.65% | 14.36% | +2.29% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.65% | 14.45% | +2.20% |