DYTA vs. ELM

Last updated Aug 4, 2026

DYTA (SGI Dynamic Tactical ETF) and ELM (Elm Market Navigator ETF) are both exchange-traded funds - DYTA is a Global Allocation fund actively managed by Summit Global Investments, while ELM is a Tactical Allocation fund actively managed by Elm. Both are actively managed. Over the past year, DYTA returned 13.81% vs 16.87% for ELM. Their correlation of 0.83 means they have usually moved in the same direction. DYTA charges 1.04%/yr vs 0.24%/yr for ELM.

Performance

DYTA vs. ELM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SGI Dynamic Tactical ETF (DYTA) and Elm Market Navigator ETF (ELM). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

The year-to-date returns for both stocks are quite close, with DYTA having a 7.76% return and ELM slightly lower at 7.67%.

DYTA

• 1D: 0.56%
• 1M: 0.31%
• 6M: 6.68%
• YTD: 7.76%
• 1Y: 13.81%
• 3Y*: 11.22%
• 5Y*: —
• 10Y*: —
• ALL TIME*: 11.15%

ELM

• 1D: 0.57%
• 1M: 0.59%
• 6M: 4.39%
• YTD: 7.67%
• 1Y: 16.87%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: 13.47%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
DYTA SGI Dynamic Tactical ETF	$316.91K	$305.22K	$290.72K
ELM Elm Market Navigator ETF	$405.83K	$463.79K	$577.38K

DYTA vs. ELM - Yearly Performance Comparison

	2026 (YTD)	2025
DYTA SGI Dynamic Tactical ETF	7.76%	4.21%
ELM Elm Market Navigator ETF	7.67%	11.88%

Correlation

The correlation between DYTA and ELM is 0.87, meaning they have usually moved in the same direction, including during past declines.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.87
Correlation (All Time) Calculated using the full available price history since Feb 11, 2025	0.83

The correlation between DYTA and ELM has been stable across timeframes, ranging from 0.83 to 0.87 - a consistent structural relationship.

Return for Risk

DYTA vs. ELM — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

DYTA

DYTA Risk / Return Rank: 49
DYTA Sharpe Ratio Rank: 48
DYTA Sortino Ratio Rank: 47
DYTA Omega Ratio Rank: 55
DYTA Calmar Ratio Rank: 39
DYTA Martin Ratio Rank: 57

ELM

ELM Risk / Return Rank: 69
ELM Sharpe Ratio Rank: 71
ELM Sortino Ratio Rank: 70
ELM Omega Ratio Rank: 73
ELM Calmar Ratio Rank: 60
ELM Martin Ratio Rank: 70

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

DYTA vs. ELM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SGI Dynamic Tactical ETF (DYTA) and Elm Market Navigator ETF (ELM). 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.

	DYTA	ELM	Difference
Sharpe ratio: Return per unit of total volatility	1.28	1.73	-0.45
Sortino ratio: Return per unit of downside risk	1.84	2.41	-0.57
Omega ratio: Gain probability vs. loss probability	1.27	1.32	-0.06
Calmar ratio: Return relative to maximum drawdown	1.49	2.25	-0.77
Martin ratio: Return relative to average drawdown	7.28	9.01	-1.74

DYTA vs. ELM - Sharpe Ratio Comparison

The current DYTA Sharpe Ratio is 1.28, which is comparable to the ELM Sharpe Ratio of 1.73. The chart below compares the historical Sharpe Ratios of DYTA and ELM, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

DYTA vs. ELM - Drawdown Comparison

The maximum DYTA drawdown since its inception was -9.41%, roughly equal to the maximum ELM drawdown of -9.02%. Use the drawdown chart below to compare losses from any high point for DYTA and ELM.

Drawdown Indicators

	DYTA	ELM	Difference
Max Drawdown Largest peak-to-trough decline	-9.41%	-9.02%	-0.39%
Max Drawdown (1Y) Largest decline over 1 year	-9.33%	-7.52%	-1.81%
Max Drawdown (3Y) Largest decline over 3 years	-9.41%	—	—
Current Drawdown Current decline from peak	-1.11%	-0.47%	-0.64%
Average Drawdown Average peak-to-trough decline	-2.16%	-1.31%	-0.85%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.90%	1.88%	+0.02%

Volatility

DYTA vs. ELM - Volatility Comparison

SGI Dynamic Tactical ETF (DYTA) has a higher volatility of 3.11% compared to Elm Market Navigator ETF (ELM) at 2.31%. This indicates that DYTA's price experiences larger fluctuations and is considered to be riskier than ELM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DYTA	ELM	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.11%	2.31%	+0.80%
Volatility (6M) Calculated over the trailing 6-month period	10.12%	8.13%	+1.99%
Volatility (1Y) Calculated over the trailing 1-year period	10.84%	9.79%	+1.05%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	10.91%	10.26%	+0.65%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	10.91%	10.26%	+0.65%

DYTA vs. ELM - Expense Ratio Comparison

DYTA has a 1.04% expense ratio, which is higher than ELM's 0.24% expense ratio.

Dividends

DYTA vs. ELM - Dividend Comparison

DYTA's dividend yield for the trailing twelve months is around 1.52%, less than ELM's 2.52% yield.

Position	TTM	2025	2024	2023
DYTA SGI Dynamic Tactical ETF	1.52%	1.64%	10.80%	0.89%
ELM Elm Market Navigator ETF	2.52%	2.71%	0.00%	0.00%

Frequently Asked Questions

Can I hold both DYTA and ELM in my portfolio?

DYTA and ELM have a correlation of 0.87, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, DYTA or ELM?

DYTA has higher volatility (3.11%) compared to ELM (2.31%). In terms of maximum drawdown, DYTA dropped -9.41% vs ELM's -9.02%.

Which ETF is better, DYTA or ELM?

On 1-year performance, ELM leads with 16.87% vs 13.81% for DYTA. On fees, ELM is cheaper at 0.24% per year. On volatility, ELM has been the lower-risk option at 2.31%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, DYTA or ELM?

Over the 1-year period, ELM has performed better with a 16.87% return vs 13.81%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, DYTA or ELM?

ELM is cheaper with a 0.24% expense ratio, compared with 1.04% for DYTA.

Which ETF pays a higher dividend yield, DYTA or ELM?

ELM has the higher dividend yield at 2.52%, compared with 1.52% for DYTA.

What is the main difference between DYTA and ELM?

DYTA is categorized as Global Allocation, while ELM is Tactical Allocation. They also come from different issuers: Summit Global Investments and Elm. Their fees differ too: 1.04% for DYTA and 0.24% for ELM.

Which has better risk-adjusted returns?

ELM currently has the higher Sharpe Ratio (1.73 vs 1.28), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.