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CBLS vs. BTAL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CBLS vs. BTAL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Clough Hedged Equity ETF (CBLS) and AGF U.S. Market Neutral Anti-Beta Fund (BTAL). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CBLS achieves a 9.99% return, which is significantly higher than BTAL's -14.87% return.


CBLS

1D
0.39%
1M
-8.11%
6M
0.45%
YTD
9.99%
1Y
6.27%
3Y*
16.15%
5Y*
3.87%
10Y*
ALL TIME*
7.64%

BTAL

1D
-0.33%
1M
5.79%
6M
-13.85%
YTD
-14.87%
1Y
-25.47%
3Y*
-8.33%
5Y*
-4.14%
10Y*
-4.41%
ALL TIME*
-3.78%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$10.19M$8.38M$8.16M
$136.56K$124.70K$136.61K

CBLS vs. BTAL - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
CBLS
Clough Hedged Equity ETF
9.99%5.87%28.74%-2.67%-11.64%2.85%14.82%
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
-14.87%-20.17%12.83%-15.11%20.48%-6.81%-9.87%

Correlation

The correlation between CBLS and BTAL is -0.67, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

-0.67

Correlation (3Y)
Balances recent behavior with more history.

-0.57

Correlation (5Y)
Shows whether the relationship held over a longer period.

-0.55

Correlation (All Time)
Calculated using the full available price history since Nov 13, 2020

-0.55

The correlation between CBLS and BTAL shifts across timeframes, from -0.67 (1 year) to -0.55 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

CBLS vs. BTAL — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

CBLS
CBLS Risk / Return Rank: 1717
Overall Rank
CBLS Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
CBLS Sortino Ratio Rank: 1616
Sortino Ratio Rank
CBLS Omega Ratio Rank: 1717
Omega Ratio Rank
CBLS Calmar Ratio Rank: 1717
Calmar Ratio Rank
CBLS Martin Ratio Rank: 2020
Martin Ratio Rank

BTAL
BTAL Risk / Return Rank: 22
Overall Rank
BTAL Sharpe Ratio Rank: 11
Sharpe Ratio Rank
BTAL Sortino Ratio Rank: 22
Sortino Ratio Rank
BTAL Omega Ratio Rank: 22
Omega Ratio Rank
BTAL Calmar Ratio Rank: 44
Calmar Ratio Rank
BTAL Martin Ratio Rank: 33
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

CBLS vs. BTAL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Clough Hedged Equity ETF (CBLS) and AGF U.S. Market Neutral Anti-Beta Fund (BTAL). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


CBLSBTALDifference
Sharpe ratioReturn per unit of total volatility

+1.29

Sortino ratioReturn per unit of downside risk

+1.91

Omega ratioGain probability vs. loss probability

1.06

0.85

+0.21

Calmar ratioReturn relative to maximum drawdown

0.38

-0.69

+1.07

Martin ratioReturn relative to average drawdown

1.22

-1.25

+2.47

CBLS vs. BTAL - Sharpe Ratio Comparison

The current CBLS Sharpe Ratio is 0.29, which is higher than the BTAL Sharpe Ratio of -1.00. The chart below compares the historical Sharpe Ratios of CBLS and BTAL, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

CBLS vs. BTAL - Drawdown Comparison

The maximum CBLS drawdown since its inception was -32.78%, smaller than the maximum BTAL drawdown of -52.70%. Use the drawdown chart below to compare losses from any high point for CBLS and BTAL.


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Drawdown Indicators


CBLSBTALDifference

Max Drawdown

Largest peak-to-trough decline

-32.78%

-52.70%

+19.92%

Max Drawdown (1Y)

Largest decline over 1 year

-13.02%

-34.57%

+21.55%

Max Drawdown (3Y)

Largest decline over 3 years

-15.27%

-47.83%

+32.56%

Max Drawdown (5Y)

Largest decline over 5 years

-31.24%

-47.83%

+16.59%

Max Drawdown (10Y)

Largest decline over 10 years

-52.70%

Current Drawdown

Current decline from peak

-11.78%

-46.94%

+35.16%

Average Drawdown

Average peak-to-trough decline

-12.57%

-22.25%

+9.68%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.10%

19.09%

-14.99%

Volatility

CBLS vs. BTAL - Volatility Comparison

The current volatility for Clough Hedged Equity ETF (CBLS) is 5.32%, while AGF U.S. Market Neutral Anti-Beta Fund (BTAL) has a volatility of 7.89%. This indicates that CBLS experiences smaller price fluctuations and is considered to be less risky than BTAL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CBLSBTALDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.32%

7.89%

-2.57%

Volatility (6M)

Calculated over the trailing 6-month period

14.78%

17.97%

-3.19%

Volatility (1Y)

Calculated over the trailing 1-year period

17.45%

23.85%

-6.40%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.92%

19.39%

-3.47%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.34%

17.47%

-1.13%

CBLS vs. BTAL - Expense Ratio Comparison

CBLS has a 1.95% expense ratio, which is higher than BTAL's 1.40% expense ratio.


Dividends

CBLS vs. BTAL - Dividend Comparison

CBLS's dividend yield for the trailing twelve months is around 0.82%, less than BTAL's 2.92% yield.


PositionTTM20252024202320222021202020192018
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
2.92%2.49%3.49%6.14%1.01%0.00%0.00%0.88%0.39%
CBLS
Clough Hedged Equity ETF
0.82%0.90%0.73%0.44%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


CBLS and BTAL have a correlation of -0.67, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BTAL has higher volatility (7.89%) compared to CBLS (5.32%). In terms of maximum drawdown, CBLS dropped -32.78% vs BTAL's -52.70%.

On 5-year performance, CBLS leads with 3.87% vs -4.14% for BTAL. On fees, BTAL is cheaper at 1.40% per year. On volatility, CBLS has been the lower-risk option at 5.32%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, CBLS has performed better with a 3.87% return vs -4.14%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

BTAL is cheaper with a 1.40% expense ratio, compared with 1.95% for CBLS.

BTAL has the higher dividend yield at 2.92%, compared with 0.82% for CBLS.

CBLS is categorized as Long-Short, while BTAL is Equity Market Neutral. They also come from different issuers: Clough and AGF. Their fees differ too: 1.95% for CBLS and 1.40% for BTAL.

CBLS currently has the higher Sharpe Ratio (0.29 vs -1.00), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for CBLS and BTAL

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