PortfoliosLab logo
CATH vs. EPOL
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between CATH and EPOL is 0.53, 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

CATH vs. EPOL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X S&P 500 Catholic Values Custom ETF (CATH) and iShares MSCI Poland ETF (EPOL). The values are adjusted to include any dividend payments, if applicable.

Loading data...

Key characteristics

Sharpe Ratio

CATH:

0.73

EPOL:

0.86

Sortino Ratio

CATH:

1.17

EPOL:

1.46

Omega Ratio

CATH:

1.17

EPOL:

1.18

Calmar Ratio

CATH:

0.76

EPOL:

1.14

Martin Ratio

CATH:

2.92

EPOL:

3.33

Ulcer Index

CATH:

5.06%

EPOL:

8.04%

Daily Std Dev

CATH:

20.03%

EPOL:

29.23%

Max Drawdown

CATH:

-33.95%

EPOL:

-63.71%

Current Drawdown

CATH:

-2.21%

EPOL:

-0.36%

Returns By Period

In the year-to-date period, CATH achieves a 2.43% return, which is significantly lower than EPOL's 47.44% return.


CATH

YTD

2.43%

1M

13.96%

6M

1.51%

1Y

14.54%

3Y*

16.36%

5Y*

16.18%

10Y*

N/A

EPOL

YTD

47.44%

1M

8.77%

6M

50.62%

1Y

24.94%

3Y*

30.15%

5Y*

18.56%

10Y*

4.64%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


iShares MSCI Poland ETF

CATH vs. EPOL - Expense Ratio Comparison

CATH has a 0.29% expense ratio, which is lower than EPOL's 0.61% expense ratio.


Risk-Adjusted Performance

CATH vs. EPOL — Risk-Adjusted Performance Rank

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

CATH
The Risk-Adjusted Performance Rank of CATH is 7171
Overall Rank
The Sharpe Ratio Rank of CATH is 6868
Sharpe Ratio Rank
The Sortino Ratio Rank of CATH is 7171
Sortino Ratio Rank
The Omega Ratio Rank of CATH is 7373
Omega Ratio Rank
The Calmar Ratio Rank of CATH is 7272
Calmar Ratio Rank
The Martin Ratio Rank of CATH is 7171
Martin Ratio Rank

EPOL
The Risk-Adjusted Performance Rank of EPOL is 7878
Overall Rank
The Sharpe Ratio Rank of EPOL is 7676
Sharpe Ratio Rank
The Sortino Ratio Rank of EPOL is 8181
Sortino Ratio Rank
The Omega Ratio Rank of EPOL is 7676
Omega Ratio Rank
The Calmar Ratio Rank of EPOL is 8484
Calmar Ratio Rank
The Martin Ratio Rank of EPOL is 7575
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.

CATH vs. EPOL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X S&P 500 Catholic Values Custom ETF (CATH) and iShares MSCI Poland ETF (EPOL). 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 CATH Sharpe Ratio is 0.73, which is comparable to the EPOL Sharpe Ratio of 0.86. The chart below compares the historical Sharpe Ratios of CATH and EPOL, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading data...

Dividends

CATH vs. EPOL - Dividend Comparison

CATH's dividend yield for the trailing twelve months is around 0.92%, less than EPOL's 4.09% yield.


TTM20242023202220212020201920182017201620152014
CATH
Global X S&P 500 Catholic Values Custom ETF
0.92%0.95%1.16%1.34%1.03%1.23%1.45%2.01%1.27%0.50%0.00%0.00%
EPOL
iShares MSCI Poland ETF
4.09%6.04%2.87%2.65%1.33%1.44%2.51%1.44%1.88%2.15%2.53%3.44%

Drawdowns

CATH vs. EPOL - Drawdown Comparison

The maximum CATH drawdown since its inception was -33.95%, smaller than the maximum EPOL drawdown of -63.71%. Use the drawdown chart below to compare losses from any high point for CATH and EPOL. For additional features, visit the drawdowns tool.


Loading data...

Volatility

CATH vs. EPOL - Volatility Comparison

The current volatility for Global X S&P 500 Catholic Values Custom ETF (CATH) is 4.60%, while iShares MSCI Poland ETF (EPOL) has a volatility of 6.44%. This indicates that CATH experiences smaller price fluctuations and is considered to be less risky than EPOL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading data...