CPTL vs. MTUM
CPTL (Global X Morningstar Capital Allocation Leaders ETF) and MTUM (iShares MSCI USA Momentum Factor ETF) are both exchange-traded funds - CPTL is a Large Cap Blend Equities fund tracking the Morningstar US Capital Allocation Leaders Index, while MTUM is a Momentum fund tracking the MSCI USA Momentum SR Variant Index. Both are passively managed. CPTL charges 0.35%/yr vs 0.15%/yr for MTUM.
Performance
CPTL vs. MTUM - Performance Comparison
Loading charts...
Returns By Period
CPTL
- 1D
- -0.24%
- 1M
- —
- 6M
- —
- YTD
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
MTUM
- 1D
- -0.08%
- 1M
- -8.97%
- 6M
- 23.28%
- YTD
- 25.79%
- 1Y
- 33.22%
- 3Y*
- 30.36%
- 5Y*
- 13.72%
- 10Y*
- 16.23%
- ALL TIME*
- 16.06%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $950.92K | $950.92K | $950.92K | |
| $640.58M | $634.61M | $495.52M |
CPTL vs. MTUM - Yearly Performance Comparison
| 2026 (YTD) | |
|---|---|
CPTL Global X Morningstar Capital Allocation Leaders ETF | -0.24% |
MTUM iShares MSCI USA Momentum Factor ETF | -0.08% |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
CPTL vs. MTUM — Risk / Return Rank
CPTL
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
MTUM
CPTL vs. MTUM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Global X Morningstar Capital Allocation Leaders ETF (CPTL) and iShares MSCI USA Momentum Factor ETF (MTUM). 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.
| CPTL | MTUM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.26 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 2.67 | — |
| Martin ratioReturn relative to average drawdown | — | 8.85 | — |
Loading charts...
Drawdowns
CPTL vs. MTUM - Drawdown Comparison
The maximum CPTL drawdown since its inception was -0.24%, smaller than the maximum MTUM drawdown of -34.08%. Use the drawdown chart below to compare losses from any high point for CPTL and MTUM.
Loading charts...
Drawdown Indicators
| CPTL | MTUM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -0.24% | -34.08% | +33.84% |
Max Drawdown (1Y)Largest decline over 1 year | — | -12.49% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -20.99% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -32.28% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -34.08% | — |
Current DrawdownCurrent decline from peak | -0.24% | -8.97% | +8.73% |
Average DrawdownAverage peak-to-trough decline | -0.24% | -6.20% | +5.96% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 3.77% | — |
Volatility
CPTL vs. MTUM - Volatility Comparison
Loading charts...
Volatility by Period
| CPTL | MTUM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 12.23% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 22.05% | — |
Volatility (1Y)Calculated over the trailing 1-year period | — | 24.38% | — |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | — | 21.63% | — |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | — | 21.59% | — |
CPTL vs. MTUM - Expense Ratio Comparison
CPTL has a 0.35% expense ratio, which is higher than MTUM's 0.15% expense ratio.
Dividends
CPTL vs. MTUM - Dividend Comparison
CPTL has not paid dividends to shareholders, while MTUM's dividend yield for the trailing twelve months is around 0.59%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CPTL Global X Morningstar Capital Allocation Leaders ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
MTUM iShares MSCI USA Momentum Factor ETF | 0.59% | 0.91% | 0.75% | 1.35% | 1.80% | 0.55% | 0.83% | 1.48% | 1.27% | 1.02% | 1.43% | 1.12% |
Frequently Asked Questions
On fees, MTUM is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
MTUM is cheaper with a 0.15% expense ratio, compared with 0.35% for CPTL.
MTUM has the higher dividend yield at 0.59%, compared with 0.00% for CPTL.
CPTL is categorized as Large Cap Blend Equities, while MTUM is Momentum. CPTL tracks Morningstar US Capital Allocation Leaders Index, while MTUM tracks MSCI USA Momentum SR Variant Index. They also come from different issuers: Global X and iShares. Their fees differ too: 0.35% for CPTL and 0.15% for MTUM.
Find the right allocation for CPTL and MTUM
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer