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

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.

-20.00%-10.00%0.00%10.00%20.00%JuneJulyAugustSeptemberOctoberNovember
12.49%
-14.51%
CATH
EPOL

Returns By Period

In the year-to-date period, CATH achieves a 24.07% return, which is significantly higher than EPOL's -1.75% return.


CATH

YTD

24.07%

1M

1.53%

6M

12.49%

1Y

31.52%

5Y (annualized)

14.86%

10Y (annualized)

N/A

EPOL

YTD

-1.75%

1M

-6.02%

6M

-14.51%

1Y

6.08%

5Y (annualized)

2.93%

10Y (annualized)

0.19%

Key characteristics


CATHEPOL
Sharpe Ratio2.560.29
Sortino Ratio3.460.57
Omega Ratio1.471.07
Calmar Ratio3.710.26
Martin Ratio15.931.12
Ulcer Index1.99%6.24%
Daily Std Dev12.41%24.07%
Max Drawdown-33.95%-63.72%
Current Drawdown-1.48%-21.14%

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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.


EPOL
iShares MSCI Poland ETF
Expense ratio chart for EPOL: current value at 0.61% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.61%
Expense ratio chart for CATH: current value at 0.29% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.29%

Correlation

-0.50.00.51.00.5

The correlation between CATH and EPOL is 0.52, 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.

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.


Sharpe ratio
The chart of Sharpe ratio for CATH, currently valued at 2.56, compared to the broader market0.002.004.002.560.29
The chart of Sortino ratio for CATH, currently valued at 3.46, compared to the broader market-2.000.002.004.006.008.0010.003.460.57
The chart of Omega ratio for CATH, currently valued at 1.47, compared to the broader market0.501.001.502.002.503.001.471.07
The chart of Calmar ratio for CATH, currently valued at 3.71, compared to the broader market0.005.0010.0015.003.710.31
The chart of Martin ratio for CATH, currently valued at 15.93, compared to the broader market0.0020.0040.0060.0080.00100.0015.931.12
CATH
EPOL

The current CATH Sharpe Ratio is 2.56, which is higher than the EPOL Sharpe Ratio of 0.29. 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.

Rolling 12-month Sharpe Ratio0.001.002.003.004.00JuneJulyAugustSeptemberOctoberNovember
2.56
0.29
CATH
EPOL

Dividends

CATH vs. EPOL - Dividend Comparison

CATH's dividend yield for the trailing twelve months is around 0.94%, less than EPOL's 4.96% yield.


TTM20232022202120202019201820172016201520142013
CATH
Global X S&P 500 Catholic Values Custom ETF
0.94%1.16%1.34%1.03%1.23%1.45%2.01%1.27%0.50%0.00%0.00%0.00%
EPOL
iShares MSCI Poland ETF
4.96%2.87%2.65%1.33%1.44%2.51%1.44%1.88%2.15%2.53%3.44%3.27%

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.


-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-1.48%
-16.10%
CATH
EPOL

Volatility

CATH vs. EPOL - Volatility Comparison

The current volatility for Global X S&P 500 Catholic Values Custom ETF (CATH) is 4.21%, while iShares MSCI Poland ETF (EPOL) has a volatility of 7.37%. 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.


2.00%4.00%6.00%8.00%JuneJulyAugustSeptemberOctoberNovember
4.21%
7.37%
CATH
EPOL