EDGH vs. LLII

Last updated Jun 26, 2026

EDGH (3EDGE Dynamic Hard Assets ETF) and LLII (REX LLY Growth & Income ETF) are both exchange-traded funds - EDGH is a Commodities fund actively managed by 3EDGE Asset Management, while LLII is a Derivative Income fund actively managed by REX. Both are actively managed. At a correlation of -0.02, they often move in opposite directions. EDGH charges 1.01%/yr vs 0.99%/yr for LLII.

Performance

EDGH vs. LLII - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in 3EDGE Dynamic Hard Assets ETF (EDGH) 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, EDGH achieves a 4.74% return, which is significantly higher than LLII's 2.07% return.

EDGH

• 1D: 1.27%
• 1M: -7.50%
• YTD: 4.74%
• 6M: 2.75%
• 1Y: 22.42%
• 3Y*: —
• 5Y*: —
• 10Y*: —

LLII

• 1D: 0.00%
• 1M: 5.84%
• YTD: 2.07%
• 6M: 2.47%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

EDGH vs. LLII - Yearly Performance Comparison

	2026 (YTD)	2025
EDGH 3EDGE Dynamic Hard Assets ETF	4.74%	6.38%
LLII REX LLY Growth & Income ETF	2.07%	19.74%

Correlation

The correlation between EDGH and LLII is -0.02, 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 4, 2025	-0.02

Return for Risk

EDGH vs. LLII — Risk / Return Rank

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

EDGH

EDGH Risk / Return Rank: 39
EDGH Sharpe Ratio Rank: 38
EDGH Sortino Ratio Rank: 32
EDGH Omega Ratio Rank: 43
EDGH Calmar Ratio Rank: 40
EDGH Martin Ratio Rank: 40

LLII

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

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.

EDGH vs. LLII - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for 3EDGE Dynamic Hard Assets ETF (EDGH) 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.

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.

	EDGH	LLII	Difference
Sharpe ratio: Return per unit of total volatility	1.24	—	—
Sortino ratio: Return per unit of downside risk	1.59	—	—
Omega ratio: Gain probability vs. loss probability	1.26	—	—
Calmar ratio: Return relative to maximum drawdown	1.81	—	—
Martin ratio: Return relative to average drawdown	5.80	—	—

Drawdowns

EDGH vs. LLII - Drawdown Comparison

The maximum EDGH drawdown since its inception was -12.47%, smaller than the maximum LLII drawdown of -23.96%. Use the drawdown chart below to compare losses from any high point for EDGH and LLII.

Drawdown Indicators

	EDGH	LLII	Difference
Max Drawdown Largest peak-to-trough decline	-12.47%	-23.96%	+11.49%
Max Drawdown (1Y) Largest decline over 1 year	-12.47%	—	—
Current Drawdown Current decline from peak	-11.36%	-0.71%	-10.65%
Average Drawdown Average peak-to-trough decline	-2.28%	-8.63%	+6.35%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.88%	—	—

Volatility

Volatility by Period

	EDGH	LLII	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.09%	—	—
Volatility (6M) Calculated over the trailing 6-month period	15.20%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	18.11%	35.58%	-17.47%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.65%	35.58%	-19.93%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.65%	35.58%	-19.93%

EDGH vs. LLII - Expense Ratio Comparison

EDGH has a 1.01% expense ratio, which is higher than LLII's 0.99% expense ratio.

Dividends

EDGH vs. LLII - Dividend Comparison

EDGH's dividend yield for the trailing twelve months is around 1.12%, less than LLII's 25.62% yield.

Position	TTM	2025	2024
EDGH 3EDGE Dynamic Hard Assets ETF	1.12%	1.18%	3.19%
LLII REX LLY Growth & Income ETF	25.62%	5.13%	0.00%

Frequently Asked Questions

Can I hold both EDGH and LLII in my portfolio?

EDGH and LLII have a correlation of -0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, EDGH or LLII?

On fees, LLII is cheaper at 0.99% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, EDGH or LLII?

LLII is cheaper with a 0.99% expense ratio, compared with 1.01% for EDGH.

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

LLII has the higher dividend yield at 25.62%, compared with 1.12% for EDGH.

What is the main difference between EDGH and LLII?

EDGH is categorized as Commodities, while LLII is Derivative Income. They also come from different issuers: 3EDGE Asset Management and REX. Their fees differ too: 1.01% for EDGH and 0.99% for LLII.