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FOTO vs. CRTC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FOTO vs. CRTC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Tuttle Capital Pure Play Photonics ETF (FOTO) and Xtrackers US National Critical Technologies ETF (CRTC). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


FOTO

1D
3.57%
1M
-13.36%
6M
YTD
1Y
3Y*
5Y*
10Y*

CRTC

1D
0.32%
1M
1.63%
6M
4.70%
YTD
7.26%
1Y
14.98%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

FOTO vs. CRTC - Yearly Performance Comparison


Correlation

The correlation between FOTO and CRTC is 0.56, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (All Time)
Calculated using the full available price history since May 29, 2026

0.56

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Return for Risk

FOTO vs. CRTC — Risk / Return Rank

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

FOTO

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


CRTC
CRTC Risk / Return Rank: 3838
Overall Rank
CRTC Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
CRTC Sortino Ratio Rank: 3535
Sortino Ratio Rank
CRTC Omega Ratio Rank: 3535
Omega Ratio Rank
CRTC Calmar Ratio Rank: 4040
Calmar Ratio Rank
CRTC Martin Ratio Rank: 4242
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.

FOTO vs. CRTC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Tuttle Capital Pure Play Photonics ETF (FOTO) and Xtrackers US National Critical Technologies ETF (CRTC). 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.


FOTOCRTCDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.19

Calmar ratioReturn relative to maximum drawdown

1.66

Martin ratioReturn relative to average drawdown

5.48

FOTO vs. CRTC - Sharpe Ratio Comparison


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Drawdowns

FOTO vs. CRTC - Drawdown Comparison

The maximum FOTO drawdown since its inception was -28.53%, which is greater than CRTC's maximum drawdown of -19.07%. Use the drawdown chart below to compare losses from any high point for FOTO and CRTC.


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Drawdown Indicators


FOTOCRTCDifference

Max Drawdown

Largest peak-to-trough decline

-28.53%

-19.07%

-9.46%

Max Drawdown (1Y)

Largest decline over 1 year

-9.05%

Current Drawdown

Current decline from peak

-22.92%

-2.48%

-20.44%

Average Drawdown

Average peak-to-trough decline

-14.79%

-2.20%

-12.59%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.74%

Volatility

FOTO vs. CRTC - Volatility Comparison


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Volatility by Period


FOTOCRTCDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.93%

Volatility (6M)

Calculated over the trailing 6-month period

10.68%

Volatility (1Y)

Calculated over the trailing 1-year period

77.14%

13.62%

+63.52%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

77.14%

15.80%

+61.34%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

77.14%

15.80%

+61.34%

FOTO vs. CRTC - Expense Ratio Comparison

FOTO has a 0.75% expense ratio, which is higher than CRTC's 0.35% expense ratio.


Dividends

FOTO vs. CRTC - Dividend Comparison

FOTO has not paid dividends to shareholders, while CRTC's dividend yield for the trailing twelve months is around 0.88%.


PositionTTM202520242023
CRTC
Xtrackers US National Critical Technologies ETF
0.88%1.03%1.13%0.16%
FOTO
Tuttle Capital Pure Play Photonics ETF
0.00%0.00%0.00%0.00%

Frequently Asked Questions


FOTO and CRTC have a correlation of 0.56, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, CRTC is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.

CRTC is cheaper with a 0.35% expense ratio, compared with 0.75% for FOTO.

CRTC has the higher dividend yield at 0.88%, compared with 0.00% for FOTO.

They also come from different issuers: Tuttle and Xtrackers. Their fees differ too: 0.75% for FOTO and 0.35% for CRTC.

Portfolio Optimizer

Find the right allocation for FOTO and CRTC

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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