DYTA vs. PPI

Last updated Apr 1, 2026

Compare and contrast key facts about SGI Dynamic Tactical ETF (DYTA) and AXS Astoria Inflation Sensitive ETF (PPI).

DYTA and PPI are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. DYTA is an actively managed fund by Summit Global Investments. It was launched on Mar 29, 2023. PPI is an actively managed fund by AXS. It was launched on Dec 30, 2021.

Performance

DYTA vs. PPI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SGI Dynamic Tactical ETF (DYTA) and AXS Astoria Inflation Sensitive ETF (PPI). The values are adjusted to include any dividend payments, if applicable.

DYTA vs. PPI - Yearly Performance Comparison

	2026 (YTD)	2025	2024
DYTA SGI Dynamic Tactical ETF	-4.29%	6.95%	-1.43%
PPI AXS Astoria Inflation Sensitive ETF	11.99%	30.06%	-6.85%

Returns By Period

In the year-to-date period, DYTA achieves a -4.29% return, which is significantly lower than PPI's 11.99% return.

DYTA

• 1D: 3.05%
• 1M: -5.52%
• YTD: -4.29%
• 6M: -2.16%
• 1Y: 2.73%
• 3Y*: 7.76%
• 5Y*: —
• 10Y*: —

PPI

• 1D: 2.01%
• 1M: -4.97%
• YTD: 11.99%
• 6M: 14.13%
• 1Y: 45.27%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

DYTA vs. PPI - Expense Ratio Comparison

DYTA has a 1.04% expense ratio, which is higher than PPI's 0.76% expense ratio.

DYTA

SGI Dynamic Tactical ETF

PPI

AXS Astoria Inflation Sensitive ETF

Return for Risk

DYTA vs. PPI — Risk / Return Rank

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

DYTA

DYTA Risk / Return Rank: 20
DYTA Sharpe Ratio Rank: 19
DYTA Sortino Ratio Rank: 17
DYTA Omega Ratio Rank: 19
DYTA Calmar Ratio Rank: 19
DYTA Martin Ratio Rank: 23

PPI

PPI Risk / Return Rank: 94
PPI Sharpe Ratio Rank: 93
PPI Sortino Ratio Rank: 93
PPI Omega Ratio Rank: 95
PPI Calmar Ratio Rank: 92
PPI Martin Ratio Rank: 95

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.

DYTA vs. PPI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SGI Dynamic Tactical ETF (DYTA) and AXS Astoria Inflation Sensitive ETF (PPI). 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.

	DYTA	PPI	Difference
Sharpe ratio Return per unit of total volatility	0.28	2.25	-1.97
Sortino ratio Return per unit of downside risk	0.45	2.86	-2.41
Omega ratio Gain probability vs. loss probability	1.07	1.45	-0.38
Calmar ratio Return relative to maximum drawdown	0.34	3.43	-3.10
Martin ratio Return relative to average drawdown	1.73	15.36	-13.63
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

DYTA vs. PPI - Sharpe Ratio Comparison

The current DYTA Sharpe Ratio is 0.28, which is lower than the PPI Sharpe Ratio of 2.25. The chart below compares the historical Sharpe Ratios of DYTA and PPI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	DYTA	PPI	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.28	2.25	-1.97
Sharpe Ratio (All Time) Calculated using the full available price history	0.75	1.22	-0.46

Correlation

The correlation between DYTA and PPI is 0.62, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

DYTA vs. PPI - Dividend Comparison

DYTA's dividend yield for the trailing twelve months is around 1.71%, more than PPI's 1.05% yield.

	TTM	2025	2024	2023
DYTA SGI Dynamic Tactical ETF	1.71%	1.64%	10.80%	0.89%
PPI AXS Astoria Inflation Sensitive ETF	1.05%	1.06%	0.35%	0.00%

Drawdowns

DYTA vs. PPI - Drawdown Comparison

The maximum DYTA drawdown since its inception was -9.41%, smaller than the maximum PPI drawdown of -18.89%. Use the drawdown chart below to compare losses from any high point for DYTA and PPI.

Drawdown Indicators

	DYTA	PPI	Difference
Max Drawdown Largest peak-to-trough decline	-9.41%	-18.89%	+9.48%
Max Drawdown (1Y) Largest decline over 1 year	-9.33%	-13.32%	+3.99%
Current Drawdown Current decline from peak	-6.57%	-5.08%	-1.49%
Average Drawdown Average peak-to-trough decline	-2.28%	-2.98%	+0.70%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.81%	2.98%	-1.17%

Volatility

DYTA vs. PPI - Volatility Comparison

SGI Dynamic Tactical ETF (DYTA) and AXS Astoria Inflation Sensitive ETF (PPI) have volatilities of 6.36% and 6.11%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DYTA	PPI	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.36%	6.11%	+0.25%
Volatility (6M) Calculated over the trailing 6-month period	8.53%	13.59%	-5.06%
Volatility (1Y) Calculated over the trailing 1-year period	9.88%	20.23%	-10.35%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	10.87%	19.41%	-8.54%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	10.87%	19.41%	-8.54%