CATH vs. EPOL
Compare and contrast key facts about Global X S&P 500 Catholic Values Custom ETF (CATH) and iShares MSCI Poland ETF (EPOL).
CATH and EPOL are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. CATH is a passively managed fund by Global X that tracks the performance of the S&P 500 Catholic Values Index. It was launched on Apr 18, 2016. EPOL is a passively managed fund by iShares that tracks the performance of the MSCI Poland Investable Market Index. It was launched on May 25, 2010. Both CATH and EPOL are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CATH or EPOL.
Key characteristics
| CATH | EPOL | |
|---|---|---|
| YTD Return | 19.19% | -0.22% |
| 1Y Return | 31.32% | 13.96% |
| 3Y Return (Ann) | 6.99% | 0.88% |
| 5Y Return (Ann) | 14.18% | 2.31% |
| Sharpe Ratio | 2.66 | 0.68 |
| Sortino Ratio | 3.57 | 1.11 |
| Omega Ratio | 1.50 | 1.13 |
| Calmar Ratio | 2.82 | 0.54 |
| Martin Ratio | 16.44 | 2.94 |
| Ulcer Index | 1.98% | 5.65% |
| Daily Std Dev | 12.24% | 24.46% |
| Max Drawdown | -33.95% | -63.72% |
| Current Drawdown | -2.47% | -19.91% |
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
In the year-to-date period, CATH achieves a 19.19% return, which is significantly higher than EPOL's -0.22% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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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 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.
Dividends
CATH vs. EPOL - Dividend Comparison
CATH's dividend yield for the trailing twelve months is around 0.98%, less than EPOL's 4.89% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CATH Global X S&P 500 Catholic Values Custom ETF | 0.98% | 1.16% | 1.34% | 1.03% | 1.23% | 1.45% | 2.01% | 1.25% | 0.49% | 0.00% | 0.00% | 0.00% |
EPOL iShares MSCI Poland ETF | 4.89% | 2.87% | 2.65% | 1.33% | 1.44% | 2.51% | 1.44% | 1.88% | 2.14% | 2.53% | 3.44% | 3.28% |
Drawdowns
CATH vs. EPOL - Drawdown Comparison
The maximum CATH drawdown since its inception was -33.95%, smaller than the maximum EPOL drawdown of -63.72%. Use the drawdown chart below to compare losses from any high point for CATH and EPOL. For additional features, visit the drawdowns tool.
Volatility
CATH vs. EPOL - Volatility Comparison
The current volatility for Global X S&P 500 Catholic Values Custom ETF (CATH) is 3.20%, while iShares MSCI Poland ETF (EPOL) has a volatility of 5.76%. 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.