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CLOU vs. TRUT
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CLOU vs. TRUT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X Cloud Computing ETF (CLOU) and Vaneck Technology Trusector ETF (TRUT). The values are adjusted to include any dividend payments, if applicable.

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CLOU vs. TRUT - Yearly Performance Comparison


2026 (YTD)2025
CLOU
Global X Cloud Computing ETF
-13.79%4.05%
TRUT
Vaneck Technology Trusector ETF
-9.61%10.16%

Returns By Period

In the year-to-date period, CLOU achieves a -13.79% return, which is significantly lower than TRUT's -9.61% return.


CLOU

1D
3.45%
1M
3.94%
YTD
-13.79%
6M
-16.17%
1Y
-7.10%
3Y*
2.05%
5Y*
-5.59%
10Y*

TRUT

1D
4.20%
1M
-3.85%
YTD
-9.61%
6M
-8.33%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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CLOU vs. TRUT - Expense Ratio Comparison

CLOU has a 0.68% expense ratio, which is higher than TRUT's 0.13% expense ratio.


Return for Risk

CLOU vs. TRUT — Risk / Return Rank

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

CLOU
CLOU Risk / Return Rank: 77
Overall Rank
CLOU Sharpe Ratio Rank: 88
Sharpe Ratio Rank
CLOU Sortino Ratio Rank: 88
Sortino Ratio Rank
CLOU Omega Ratio Rank: 88
Omega Ratio Rank
CLOU Calmar Ratio Rank: 77
Calmar Ratio Rank
CLOU Martin Ratio Rank: 55
Martin Ratio Rank

TRUT
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

CLOU vs. TRUT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Cloud Computing ETF (CLOU) and Vaneck Technology Trusector ETF (TRUT). 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.


CLOUTRUTDifference

Sharpe ratio

Return per unit of total volatility

-0.24

Sortino ratio

Return per unit of downside risk

-0.15

Omega ratio

Gain probability vs. loss probability

0.98

Calmar ratio

Return relative to maximum drawdown

-0.32

Martin ratio

Return relative to average drawdown

-0.86

CLOU vs. TRUT - Sharpe Ratio Comparison


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Sharpe Ratios by Period


CLOUTRUTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.24

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.19

Sharpe Ratio (All Time)

Calculated using the full available price history

0.13

-0.03

+0.17

Correlation

The correlation between CLOU and TRUT is 0.45, 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.


Dividends

CLOU vs. TRUT - Dividend Comparison

CLOU has not paid dividends to shareholders, while TRUT's dividend yield for the trailing twelve months is around 0.15%.


TTM2025202420232022202120202019
CLOU
Global X Cloud Computing ETF
0.00%0.00%0.00%0.00%0.00%1.76%0.00%0.05%
TRUT
Vaneck Technology Trusector ETF
0.15%0.14%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

CLOU vs. TRUT - Drawdown Comparison

The maximum CLOU drawdown since its inception was -53.74%, which is greater than TRUT's maximum drawdown of -18.55%. Use the drawdown chart below to compare losses from any high point for CLOU and TRUT.


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Drawdown Indicators


CLOUTRUTDifference

Max Drawdown

Largest peak-to-trough decline

-53.74%

-18.55%

-35.19%

Max Drawdown (1Y)

Largest decline over 1 year

-25.13%

Max Drawdown (5Y)

Largest decline over 5 years

-53.74%

Current Drawdown

Current decline from peak

-38.26%

-15.13%

-23.13%

Average Drawdown

Average peak-to-trough decline

-24.21%

-5.79%

-18.42%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.47%

Volatility

CLOU vs. TRUT - Volatility Comparison


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Volatility by Period


CLOUTRUTDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.92%

Volatility (6M)

Calculated over the trailing 6-month period

18.82%

Volatility (1Y)

Calculated over the trailing 1-year period

29.28%

21.41%

+7.87%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.63%

21.41%

+8.22%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

30.31%

21.41%

+8.90%