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FOTO vs. GXPT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FOTO vs. GXPT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Tuttle Capital Pure Play Photonics ETF (FOTO) and Global X PureCap MSCI Information Technology ETF (GXPT). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


FOTO

1D
4.81%
1M
-7.92%
6M
YTD
1Y
3Y*
5Y*
10Y*
ALL TIME*

GXPT

1D
1.42%
1M
1.35%
6M
19.51%
YTD
17.60%
1Y
30.95%
3Y*
5Y*
10Y*
ALL TIME*
30.08%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$6.45M$6.59M$20.09M
$16.90M$9.50M$5.80M

FOTO vs. GXPT - Yearly Performance Comparison


Correlation

The correlation between FOTO and GXPT is 0.79, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


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

0.79

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Return for Risk

FOTO vs. GXPT — Risk / Return Rank

Compare historical risk-adjusted metric ranks 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.


GXPT
GXPT Risk / Return Rank: 4545
Overall Rank
GXPT Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
GXPT Sortino Ratio Rank: 4848
Sortino Ratio Rank
GXPT Omega Ratio Rank: 4545
Omega Ratio Rank
GXPT Calmar Ratio Rank: 4343
Calmar Ratio Rank
GXPT Martin Ratio Rank: 3939
Martin Ratio Rank
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.

FOTO vs. GXPT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Tuttle Capital Pure Play Photonics ETF (FOTO) and Global X PureCap MSCI Information Technology ETF (GXPT). 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.


FOTOGXPTDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.23

Calmar ratioReturn relative to maximum drawdown

1.66

Martin ratioReturn relative to average drawdown

4.35

FOTO vs. GXPT - Sharpe Ratio Comparison


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Drawdowns

FOTO vs. GXPT - Drawdown Comparison

The maximum FOTO drawdown since its inception was -41.14%, which is greater than GXPT's maximum drawdown of -18.74%. Use the drawdown chart below to compare losses from any high point for FOTO and GXPT.


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Drawdown Indicators


FOTOGXPTDifference

Max Drawdown

Largest peak-to-trough decline

-41.14%

-18.74%

-22.40%

Max Drawdown (1Y)

Largest decline over 1 year

-18.74%

Current Drawdown

Current decline from peak

-30.07%

-8.14%

-21.93%

Average Drawdown

Average peak-to-trough decline

-19.66%

-5.46%

-14.20%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.13%

Volatility

FOTO vs. GXPT - Volatility Comparison


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Volatility by Period


FOTOGXPTDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.76%

Volatility (6M)

Calculated over the trailing 6-month period

19.32%

Volatility (1Y)

Calculated over the trailing 1-year period

80.72%

23.53%

+57.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

80.72%

23.28%

+57.44%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

80.72%

23.28%

+57.44%

FOTO vs. GXPT - Expense Ratio Comparison

FOTO has a 0.75% expense ratio, which is higher than GXPT's 0.15% expense ratio.


Dividends

FOTO vs. GXPT - Dividend Comparison

FOTO has not paid dividends to shareholders, while GXPT's dividend yield for the trailing twelve months is around 0.22%.


Frequently Asked Questions


FOTO and GXPT have a correlation of 0.79, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, GXPT is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

GXPT is cheaper with a 0.15% expense ratio, compared with 0.75% for FOTO.

GXPT has the higher dividend yield at 0.22%, compared with 0.00% for FOTO.

They also come from different issuers: Tuttle and Global X. Their fees differ too: 0.75% for FOTO and 0.15% for GXPT.

Portfolio Optimizer

Find the right allocation for FOTO and GXPT

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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