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

Key characteristics


CATHSPYV
YTD Return19.19%13.88%
1Y Return31.32%26.50%
3Y Return (Ann)6.99%10.68%
5Y Return (Ann)14.18%11.86%
Sharpe Ratio2.663.01
Sortino Ratio3.574.24
Omega Ratio1.501.55
Calmar Ratio2.824.77
Martin Ratio16.4418.28
Ulcer Index1.98%1.67%
Daily Std Dev12.24%10.13%
Max Drawdown-33.95%-58.45%
Current Drawdown-2.47%-2.99%

Correlation

-0.50.00.51.00.8

The correlation between CATH and SPYV is 0.83, 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.

Performance

CATH vs. SPYV - Performance Comparison

In the year-to-date period, CATH achieves a 19.19% return, which is significantly higher than SPYV's 13.88% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
10.87%
8.63%
CATH
SPYV

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CATH vs. SPYV - Expense Ratio Comparison

CATH has a 0.29% expense ratio, which is higher than SPYV's 0.04% expense ratio.


CATH
Global X S&P 500 Catholic Values Custom ETF
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%
Expense ratio chart for SPYV: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%

Risk-Adjusted Performance

CATH vs. SPYV - 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 SPDR Portfolio S&P 500 Value ETF (SPYV). 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.


CATH
Sharpe ratio
The chart of Sharpe ratio for CATH, currently valued at 2.66, compared to the broader market-2.000.002.004.006.002.66
Sortino ratio
The chart of Sortino ratio for CATH, currently valued at 3.57, compared to the broader market0.005.0010.003.57
Omega ratio
The chart of Omega ratio for CATH, currently valued at 1.50, compared to the broader market1.001.502.002.503.003.501.50
Calmar ratio
The chart of Calmar ratio for CATH, currently valued at 2.82, compared to the broader market0.005.0010.0015.0020.002.82
Martin ratio
The chart of Martin ratio for CATH, currently valued at 16.44, compared to the broader market0.0020.0040.0060.0080.00100.00120.0016.44
SPYV
Sharpe ratio
The chart of Sharpe ratio for SPYV, currently valued at 2.82, compared to the broader market-2.000.002.004.006.002.82
Sortino ratio
The chart of Sortino ratio for SPYV, currently valued at 3.96, compared to the broader market0.005.0010.003.96
Omega ratio
The chart of Omega ratio for SPYV, currently valued at 1.51, compared to the broader market1.001.502.002.503.003.501.51
Calmar ratio
The chart of Calmar ratio for SPYV, currently valued at 4.76, compared to the broader market0.005.0010.0015.0020.004.76
Martin ratio
The chart of Martin ratio for SPYV, currently valued at 16.78, compared to the broader market0.0020.0040.0060.0080.00100.00120.0016.78

CATH vs. SPYV - Sharpe Ratio Comparison

The current CATH Sharpe Ratio is 2.66, which is comparable to the SPYV Sharpe Ratio of 3.01. The chart below compares the historical Sharpe Ratios of CATH and SPYV, 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 Ratio1.001.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
2.66
2.82
CATH
SPYV

Dividends

CATH vs. SPYV - Dividend Comparison

CATH's dividend yield for the trailing twelve months is around 0.98%, less than SPYV's 2.01% yield.


TTM20232022202120202019201820172016201520142013
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%
SPYV
SPDR Portfolio S&P 500 Value ETF
2.01%1.75%2.22%2.10%2.38%2.25%2.97%2.77%2.39%2.53%2.19%1.96%

Drawdowns

CATH vs. SPYV - Drawdown Comparison

The maximum CATH drawdown since its inception was -33.95%, smaller than the maximum SPYV drawdown of -58.45%. Use the drawdown chart below to compare losses from any high point for CATH and SPYV. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-2.47%
-2.99%
CATH
SPYV

Volatility

CATH vs. SPYV - Volatility Comparison

Global X S&P 500 Catholic Values Custom ETF (CATH) has a higher volatility of 3.20% compared to SPDR Portfolio S&P 500 Value ETF (SPYV) at 2.58%. This indicates that CATH's price experiences larger fluctuations and is considered to be riskier than SPYV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%JuneJulyAugustSeptemberOctoberNovember
3.20%
2.58%
CATH
SPYV