CTEC vs. LLII

Last updated Jun 5, 2026

CTEC (Global X CleanTech ETF) and LLII (REX LLY Growth & Income ETF) are both exchange-traded funds - CTEC is a Alternative Energy Equities fund tracking the Indxx Global CleanTech Index, while LLII is a Derivative Income fund actively managed by REX. CTEC is passively managed, while LLII is actively managed. At a 0.07 correlation, their price movements are largely independent. CTEC charges 0.50%/yr vs 0.99%/yr for LLII.

Performance

CTEC vs. LLII - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X CleanTech ETF (CTEC) and REX LLY Growth & Income ETF (LLII). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, CTEC achieves a 42.92% return, which is significantly higher than LLII's 0.47% return.

CTEC

• 1D: -0.04%
• 1M: 7.37%
• YTD: 42.92%
• 6M: 34.82%
• 1Y: 130.53%
• 3Y*: 2.12%
• 5Y*: -3.60%
• 10Y*: —

LLII

• 1D: 4.96%
• 1M: 13.74%
• YTD: 0.47%
• 6M: 8.04%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

CTEC vs. LLII - Yearly Performance Comparison

	2026 (YTD)	2025
CTEC Global X CleanTech ETF	42.92%	-7.61%
LLII REX LLY Growth & Income ETF	0.47%	19.03%

Correlation

The correlation between CTEC and LLII is 0.07, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (All Time) Calculated using the full available price history since Nov 5, 2025	0.07

Return for Risk

CTEC vs. LLII — Risk / Return Rank

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

CTEC

CTEC Risk / Return Rank: 91
CTEC Sharpe Ratio Rank: 95
CTEC Sortino Ratio Rank: 90
CTEC Omega Ratio Rank: 86
CTEC Calmar Ratio Rank: 94
CTEC Martin Ratio Rank: 88

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.

CTEC vs. LLII - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X CleanTech ETF (CTEC) and REX LLY Growth & Income ETF (LLII). 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.

	CTEC	LLII	Difference
Sharpe ratio: Return per unit of total volatility	3.76	—	—
Sortino ratio: Return per unit of downside risk	4.12	—	—
Omega ratio: Gain probability vs. loss probability	1.52	—	—
Calmar ratio: Return relative to maximum drawdown	7.45	—	—
Martin ratio: Return relative to average drawdown	19.38	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	CTEC	LLII	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	3.76	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.10	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.01	0.99	-0.98

Drawdowns

CTEC vs. LLII - Drawdown Comparison

The maximum CTEC drawdown since its inception was -81.58%, which is greater than LLII's maximum drawdown of -23.96%. Use the drawdown chart below to compare losses from any high point for CTEC and LLII.

Drawdown Indicators

	CTEC	LLII	Difference
Max Drawdown Largest peak-to-trough decline	-81.58%	-23.96%	-57.62%
Max Drawdown (1Y) Largest decline over 1 year	-17.62%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-65.77%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-76.46%	—	—
Current Drawdown Current decline from peak	-45.78%	-2.26%	-43.52%
Average Drawdown Average peak-to-trough decline	-52.38%	-9.23%	-43.15%
Ulcer Index Depth and duration of drawdowns from previous peaks	6.76%	—	—

Volatility

Volatility by Period

	CTEC	LLII	Difference
Volatility (1M) Calculated over the trailing 1-month period	10.93%	—	—
Volatility (6M) Calculated over the trailing 6-month period	23.73%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	34.93%	36.86%	-1.93%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	36.38%	36.86%	-0.48%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	37.75%	36.86%	+0.89%

CTEC vs. LLII - Expense Ratio Comparison

CTEC has a 0.50% expense ratio, which is lower than LLII's 0.99% expense ratio.

Dividends

CTEC vs. LLII - Dividend Comparison

CTEC's dividend yield for the trailing twelve months is around 0.52%, less than LLII's 24.72% yield.

Position	TTM	2025	2024	2023	2022	2021	2020
CTEC Global X CleanTech ETF	0.52%	0.75%	1.56%	0.51%	0.25%	0.39%	0.02%
LLII REX LLY Growth & Income ETF	24.72%	5.13%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both CTEC and LLII in my portfolio?

CTEC and LLII have a correlation of 0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, CTEC or LLII?

On fees, CTEC is cheaper at 0.50% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, CTEC or LLII?

CTEC is cheaper with a 0.50% expense ratio, compared with 0.99% for LLII.

Which ETF pays a higher dividend yield, CTEC or LLII?

LLII has the higher dividend yield at 24.72%, compared with 0.52% for CTEC.

What is the main difference between CTEC and LLII?

CTEC is categorized as Alternative Energy Equities, while LLII is Derivative Income. They also come from different issuers: Global X and REX. Their fees differ too: 0.50% for CTEC and 0.99% for LLII.