FTWO vs. STXK

Last updated Apr 2, 2026

Compare and contrast key facts about Strive Natural Resources and Security ETF (FTWO) and Strive Small-Cap ETF (STXK).

FTWO and STXK are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. FTWO is a passively managed fund by Strive that tracks the performance of the Bloomberg Natural Resources and Security Total Return Index. It was launched on Aug 30, 2023. STXK is a passively managed fund by Strive that tracks the performance of the Bloomberg US 600 Index - Benchmark TR Gross. It was launched on Nov 9, 2022. Both FTWO and STXK are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

FTWO vs. STXK - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Strive Natural Resources and Security ETF (FTWO) and Strive Small-Cap ETF (STXK). The values are adjusted to include any dividend payments, if applicable.

FTWO vs. STXK - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
FTWO Strive Natural Resources and Security ETF	13.73%	43.06%	14.97%	1.46%
STXK Strive Small-Cap ETF	1.05%	7.82%	9.47%	8.96%

Returns By Period

In the year-to-date period, FTWO achieves a 13.73% return, which is significantly higher than STXK's 1.05% return.

FTWO

• 1D: 1.55%
• 1M: -6.87%
• YTD: 13.73%
• 6M: 17.33%
• 1Y: 50.93%
• 3Y*: —
• 5Y*: —
• 10Y*: —

STXK

• 1D: 0.53%
• 1M: -5.72%
• YTD: 1.05%
• 6M: 1.69%
• 1Y: 18.63%
• 3Y*: 11.41%
• 5Y*: —
• 10Y*: —

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

FTWO vs. STXK - Expense Ratio Comparison

FTWO has a 0.49% expense ratio, which is higher than STXK's 0.18% expense ratio.

FTWO

Strive Natural Resources and Security ETF

STXK

Strive Small-Cap ETF

Return for Risk

FTWO vs. STXK — Risk / Return Rank

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

FTWO

FTWO Risk / Return Rank: 93
FTWO Sharpe Ratio Rank: 93
FTWO Sortino Ratio Rank: 93
FTWO Omega Ratio Rank: 93
FTWO Calmar Ratio Rank: 93
FTWO Martin Ratio Rank: 94

STXK

STXK Risk / Return Rank: 43
STXK Sharpe Ratio Rank: 42
STXK Sortino Ratio Rank: 45
STXK Omega Ratio Rank: 41
STXK Calmar Ratio Rank: 42
STXK Martin Ratio Rank: 47

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.

FTWO vs. STXK - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Strive Natural Resources and Security ETF (FTWO) and Strive Small-Cap ETF (STXK). 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.

	FTWO	STXK	Difference
Sharpe ratio Return per unit of total volatility	2.27	0.84	+1.43
Sortino ratio Return per unit of downside risk	2.89	1.32	+1.56
Omega ratio Gain probability vs. loss probability	1.43	1.17	+0.26
Calmar ratio Return relative to maximum drawdown	3.82	1.25	+2.56
Martin ratio Return relative to average drawdown	16.05	5.04	+11.01
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

FTWO vs. STXK - Sharpe Ratio Comparison

The current FTWO Sharpe Ratio is 2.27, which is higher than the STXK Sharpe Ratio of 0.84. The chart below compares the historical Sharpe Ratios of FTWO and STXK, 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

	FTWO	STXK	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.27	0.84	+1.43
Sharpe Ratio (All Time) Calculated using the full available price history	1.47	0.47	+1.00

Correlation

The correlation between FTWO and STXK is 0.61, 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

FTWO vs. STXK - Dividend Comparison

FTWO's dividend yield for the trailing twelve months is around 0.99%, less than STXK's 1.52% yield.

	TTM	2025	2024	2023	2022
FTWO Strive Natural Resources and Security ETF	0.99%	1.02%	1.23%	0.59%	0.00%
STXK Strive Small-Cap ETF	1.52%	1.29%	1.64%	1.14%	0.31%

Drawdowns

FTWO vs. STXK - Drawdown Comparison

The maximum FTWO drawdown since its inception was -18.17%, smaller than the maximum STXK drawdown of -27.12%. Use the drawdown chart below to compare losses from any high point for FTWO and STXK.

Drawdown Indicators

	FTWO	STXK	Difference
Max Drawdown Largest peak-to-trough decline	-18.17%	-27.12%	+8.95%
Max Drawdown (1Y) Largest decline over 1 year	-13.63%	-14.89%	+1.26%
Current Drawdown Current decline from peak	-6.87%	-6.69%	-0.18%
Average Drawdown Average peak-to-trough decline	-3.14%	-5.81%	+2.67%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.24%	3.70%	-0.46%

Volatility

FTWO vs. STXK - Volatility Comparison

Strive Natural Resources and Security ETF (FTWO) and Strive Small-Cap ETF (STXK) have volatilities of 6.31% and 6.33%, 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

	FTWO	STXK	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.31%	6.33%	-0.02%
Volatility (6M) Calculated over the trailing 6-month period	14.86%	12.68%	+2.18%
Volatility (1Y) Calculated over the trailing 1-year period	22.58%	22.32%	+0.26%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	19.26%	20.36%	-1.10%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.26%	20.36%	-1.10%