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CTEF vs. IQSM
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CTEF vs. IQSM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Castellan Targeted Equity ETF (CTEF) and IQ Candriam U.S. Mid Cap Equity ETF (IQSM). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CTEF achieves a 29.35% return, which is significantly higher than IQSM's 11.77% return.


CTEF

1D
-0.41%
1M
10.65%
YTD
29.35%
6M
31.78%
1Y
3Y*
5Y*
10Y*

IQSM

1D
0.11%
1M
4.36%
YTD
11.77%
6M
12.17%
1Y
22.78%
3Y*
13.84%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

CTEF vs. IQSM - Yearly Performance Comparison


2026 (YTD)2025
CTEF
Castellan Targeted Equity ETF
29.35%33.22%
IQSM
IQ Candriam U.S. Mid Cap Equity ETF
11.77%10.83%

Correlation

The correlation between CTEF and IQSM is 0.70, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (All Time)
Calculated using the full available price history since Jun 20, 2025

0.70

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Return for Risk

CTEF vs. IQSM — Risk / Return Rank

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

CTEF

IQSM
IQSM Risk / Return Rank: 4848
Overall Rank
IQSM Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
IQSM Sortino Ratio Rank: 4545
Sortino Ratio Rank
IQSM Omega Ratio Rank: 4242
Omega Ratio Rank
IQSM Calmar Ratio Rank: 5353
Calmar Ratio Rank
IQSM Martin Ratio Rank: 5555
Martin Ratio Rank
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.

CTEF vs. IQSM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Castellan Targeted Equity ETF (CTEF) and IQ Candriam U.S. Mid Cap Equity ETF (IQSM). 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

CTEF vs. IQSM - Sharpe Ratio Comparison


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Sharpe Ratios by Period


CTEFIQSMDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.53

Sharpe Ratio (All Time)

Calculated using the full available price history

3.54

0.74

+2.80

Drawdowns

CTEF vs. IQSM - Drawdown Comparison

The maximum CTEF drawdown since its inception was -15.00%, smaller than the maximum IQSM drawdown of -23.66%. Use the drawdown chart below to compare losses from any high point for CTEF and IQSM.


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Drawdown Indicators


CTEFIQSMDifference

Max Drawdown

Largest peak-to-trough decline

-15.00%

-23.66%

+8.66%

Max Drawdown (1Y)

Largest decline over 1 year

-8.86%

Max Drawdown (3Y)

Largest decline over 3 years

-23.66%

Current Drawdown

Current decline from peak

-0.41%

0.00%

-0.41%

Average Drawdown

Average peak-to-trough decline

-1.80%

-4.87%

+3.07%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.42%

Volatility

CTEF vs. IQSM - Volatility Comparison


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Volatility by Period


CTEFIQSMDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.97%

Volatility (6M)

Calculated over the trailing 6-month period

10.98%

Volatility (1Y)

Calculated over the trailing 1-year period

21.81%

14.97%

+6.84%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.81%

17.89%

+3.92%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.81%

17.89%

+3.92%

CTEF vs. IQSM - Expense Ratio Comparison

CTEF has a 0.45% expense ratio, which is higher than IQSM's 0.15% expense ratio.


Dividends

CTEF vs. IQSM - Dividend Comparison

CTEF's dividend yield for the trailing twelve months is around 0.06%, less than IQSM's 1.06% yield.


PositionTTM2025202420232022
CTEF
Castellan Targeted Equity ETF
0.06%0.08%0.00%0.00%0.00%
IQSM
IQ Candriam U.S. Mid Cap Equity ETF
1.06%1.18%1.22%1.11%0.32%

Frequently Asked Questions


CTEF and IQSM have a correlation of 0.70, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IQSM is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IQSM is cheaper with a 0.15% expense ratio, compared with 0.45% for CTEF.

IQSM has the higher dividend yield at 1.06%, compared with 0.06% for CTEF.

They also come from different issuers: Castellan and IndexIQ. Their fees differ too: 0.45% for CTEF and 0.15% for IQSM.

Portfolio Optimizer

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