EQTY vs. SAMT

Last updated Apr 1, 2026

Compare and contrast key facts about Kovitz Core Equity ETF (EQTY) and Strategas Macro Thematic Opportunities ETF (SAMT).

EQTY and SAMT are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. EQTY is a passively managed fund by Kovitz that tracks the performance of the NONE. It was launched on Dec 28, 2011. SAMT is an actively managed fund by Strategas. It was launched on Jan 25, 2022.

Performance

EQTY vs. SAMT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Kovitz Core Equity ETF (EQTY) and Strategas Macro Thematic Opportunities ETF (SAMT). The values are adjusted to include any dividend payments, if applicable.

EQTY vs. SAMT - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
EQTY Kovitz Core Equity ETF	-5.72%	13.63%	19.89%	26.97%	-3.83%
SAMT Strategas Macro Thematic Opportunities ETF	1.97%	33.10%	28.15%	1.27%	-0.77%

Returns By Period

In the year-to-date period, EQTY achieves a -5.72% return, which is significantly lower than SAMT's 1.97% return.

EQTY

• 1D: 2.54%
• 1M: -7.72%
• YTD: -5.72%
• 6M: -0.83%
• 1Y: 9.77%
• 3Y*: 14.26%
• 5Y*: —
• 10Y*: —

SAMT

• 1D: 2.00%
• 1M: -1.60%
• YTD: 1.97%
• 6M: 6.10%
• 1Y: 35.45%
• 3Y*: 22.13%
• 5Y*: —
• 10Y*: —

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

EQTY vs. SAMT - Expense Ratio Comparison

EQTY has a 0.99% expense ratio, which is higher than SAMT's 0.66% expense ratio.

EQTY

Kovitz Core Equity ETF

SAMT

Strategas Macro Thematic Opportunities ETF

Return for Risk

EQTY vs. SAMT — Risk / Return Rank

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

EQTY

EQTY Risk / Return Rank: 31
EQTY Sharpe Ratio Rank: 30
EQTY Sortino Ratio Rank: 30
EQTY Omega Ratio Rank: 30
EQTY Calmar Ratio Rank: 34
EQTY Martin Ratio Rank: 34

SAMT

SAMT Risk / Return Rank: 91
SAMT Sharpe Ratio Rank: 91
SAMT Sortino Ratio Rank: 91
SAMT Omega Ratio Rank: 88
SAMT Calmar Ratio Rank: 95
SAMT Martin Ratio Rank: 90

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.

EQTY vs. SAMT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Kovitz Core Equity ETF (EQTY) and Strategas Macro Thematic Opportunities ETF (SAMT). 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.

	EQTY	SAMT	Difference
Sharpe ratio Return per unit of total volatility	0.55	2.01	-1.46
Sortino ratio Return per unit of downside risk	0.90	2.65	-1.75
Omega ratio Gain probability vs. loss probability	1.13	1.36	-0.23
Calmar ratio Return relative to maximum drawdown	0.86	4.10	-3.25
Martin ratio Return relative to average drawdown	3.08	11.61	-8.53
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

EQTY vs. SAMT - Sharpe Ratio Comparison

The current EQTY Sharpe Ratio is 0.55, which is lower than the SAMT Sharpe Ratio of 2.01. The chart below compares the historical Sharpe Ratios of EQTY and SAMT, 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

	EQTY	SAMT	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.55	2.01	-1.46
Sharpe Ratio (All Time) Calculated using the full available price history	0.98	0.76	+0.22

Correlation

The correlation between EQTY and SAMT is 0.69, 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

EQTY vs. SAMT - Dividend Comparison

EQTY's dividend yield for the trailing twelve months is around 0.02%, less than SAMT's 0.69% yield.

	TTM	2025	2024	2023	2022
EQTY Kovitz Core Equity ETF	0.02%	0.02%	0.33%	0.26%	0.08%
SAMT Strategas Macro Thematic Opportunities ETF	0.69%	0.70%	1.40%	1.49%	0.73%

Drawdowns

EQTY vs. SAMT - Drawdown Comparison

The maximum EQTY drawdown since its inception was -17.28%, smaller than the maximum SAMT drawdown of -20.57%. Use the drawdown chart below to compare losses from any high point for EQTY and SAMT.

Drawdown Indicators

	EQTY	SAMT	Difference
Max Drawdown Largest peak-to-trough decline	-17.28%	-20.57%	+3.29%
Max Drawdown (1Y) Largest decline over 1 year	-11.85%	-8.76%	-3.09%
Current Drawdown Current decline from peak	-9.54%	-5.78%	-3.76%
Average Drawdown Average peak-to-trough decline	-2.67%	-8.00%	+5.33%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.29%	3.10%	+0.19%

Volatility

EQTY vs. SAMT - Volatility Comparison

Kovitz Core Equity ETF (EQTY) and Strategas Macro Thematic Opportunities ETF (SAMT) have volatilities of 5.19% and 4.97%, 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

	EQTY	SAMT	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.19%	4.97%	+0.22%
Volatility (6M) Calculated over the trailing 6-month period	10.24%	11.91%	-1.67%
Volatility (1Y) Calculated over the trailing 1-year period	17.76%	17.68%	+0.08%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.08%	16.78%	-1.70%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.08%	16.78%	-1.70%