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DIAL vs. OOSP
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DIAL vs. OOSP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Columbia Diversified Fixed Income Allocation ETF (DIAL) and Obra Opportunistic Structured Products ETF (OOSP). The values are adjusted to include any dividend payments, if applicable.

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DIAL vs. OOSP - Yearly Performance Comparison


Returns By Period

In the year-to-date period, DIAL achieves a -0.68% return, which is significantly lower than OOSP's 0.96% return.


DIAL

1D
0.70%
1M
-2.42%
YTD
-0.68%
6M
0.43%
1Y
6.22%
3Y*
5.05%
5Y*
0.73%
10Y*

OOSP

1D
0.05%
1M
-0.41%
YTD
0.96%
6M
2.56%
1Y
6.38%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DIAL vs. OOSP - Expense Ratio Comparison

DIAL has a 0.29% expense ratio, which is lower than OOSP's 0.90% expense ratio.


Return for Risk

DIAL vs. OOSP — Risk / Return Rank

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

DIAL
DIAL Risk / Return Rank: 7676
Overall Rank
DIAL Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
DIAL Sortino Ratio Rank: 7979
Sortino Ratio Rank
DIAL Omega Ratio Rank: 7272
Omega Ratio Rank
DIAL Calmar Ratio Rank: 7474
Calmar Ratio Rank
DIAL Martin Ratio Rank: 7878
Martin Ratio Rank

OOSP
OOSP Risk / Return Rank: 8989
Overall Rank
OOSP Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
OOSP Sortino Ratio Rank: 8585
Sortino Ratio Rank
OOSP Omega Ratio Rank: 8686
Omega Ratio Rank
OOSP Calmar Ratio Rank: 9696
Calmar Ratio Rank
OOSP Martin Ratio Rank: 9494
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.

DIAL vs. OOSP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Columbia Diversified Fixed Income Allocation ETF (DIAL) and Obra Opportunistic Structured Products ETF (OOSP). 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.


DIALOOSPDifference

Sharpe ratio

Return per unit of total volatility

1.40

1.58

-0.18

Sortino ratio

Return per unit of downside risk

2.02

2.27

-0.25

Omega ratio

Gain probability vs. loss probability

1.26

1.34

-0.08

Calmar ratio

Return relative to maximum drawdown

1.92

4.67

-2.74

Martin ratio

Return relative to average drawdown

8.30

14.23

-5.93

DIAL vs. OOSP - Sharpe Ratio Comparison

The current DIAL Sharpe Ratio is 1.40, which is comparable to the OOSP Sharpe Ratio of 1.58. The chart below compares the historical Sharpe Ratios of DIAL and OOSP, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


DIALOOSPDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.40

1.58

-0.18

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.11

Sharpe Ratio (All Time)

Calculated using the full available price history

0.34

2.28

-1.94

Correlation

The correlation between DIAL and OOSP is 0.09, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

DIAL vs. OOSP - Dividend Comparison

DIAL's dividend yield for the trailing twelve months is around 4.97%, less than OOSP's 6.58% yield.


TTM202520242023202220212020201920182017
DIAL
Columbia Diversified Fixed Income Allocation ETF
4.97%4.81%4.67%3.77%3.47%2.46%2.61%3.27%3.56%0.65%
OOSP
Obra Opportunistic Structured Products ETF
6.58%6.71%5.42%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

DIAL vs. OOSP - Drawdown Comparison

The maximum DIAL drawdown since its inception was -22.19%, which is greater than OOSP's maximum drawdown of -1.31%. Use the drawdown chart below to compare losses from any high point for DIAL and OOSP.


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Drawdown Indicators


DIALOOSPDifference

Max Drawdown

Largest peak-to-trough decline

-22.19%

-1.31%

-20.88%

Max Drawdown (1Y)

Largest decline over 1 year

-3.34%

-1.31%

-2.03%

Max Drawdown (5Y)

Largest decline over 5 years

-22.19%

Current Drawdown

Current decline from peak

-2.42%

-0.65%

-1.77%

Average Drawdown

Average peak-to-trough decline

-5.63%

-0.20%

-5.43%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.77%

0.43%

+0.34%

Volatility

DIAL vs. OOSP - Volatility Comparison

Columbia Diversified Fixed Income Allocation ETF (DIAL) has a higher volatility of 2.07% compared to Obra Opportunistic Structured Products ETF (OOSP) at 0.66%. This indicates that DIAL's price experiences larger fluctuations and is considered to be riskier than OOSP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DIALOOSPDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.07%

0.66%

+1.41%

Volatility (6M)

Calculated over the trailing 6-month period

2.76%

2.80%

-0.04%

Volatility (1Y)

Calculated over the trailing 1-year period

4.48%

4.08%

+0.40%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.00%

3.34%

+3.66%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.07%

3.34%

+3.73%