FTWO vs. STXV

Last updated Aug 2, 2026

FTWO (Strive Natural Resources and Security ETF) and STXV (Strive 1000 Value ETF) are both exchange-traded funds - FTWO is a Energy Equities fund tracking the Bloomberg Natural Resources and Security Total Return Index, while STXV is a Large Cap Value Equities fund tracking the Bloomberg US 1000 Value. Both are passively managed. Over the past year, FTWO returned 21.43% vs 29.63% for STXV. Their 0.56 correlation means they have sometimes moved together and sometimes differently. FTWO charges 0.49%/yr vs 0.18%/yr for STXV.

Performance

FTWO vs. STXV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Strive Natural Resources and Security ETF (FTWO) and Strive 1000 Value ETF (STXV). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, FTWO achieves a 7.80% return, which is significantly lower than STXV's 16.83% return.

FTWO

• 1D: -1.08%
• 1M: 0.67%
• 6M: -1.24%
• YTD: 7.80%
• 1Y: 21.43%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: 22.01%

STXV

• 1D: -0.15%
• 1M: 1.18%
• 6M: 10.56%
• YTD: 16.83%
• 1Y: 29.63%
• 3Y*: 16.59%
• 5Y*: —
• 10Y*: —
• ALL TIME*: 14.98%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
FTWO Strive Natural Resources and Security ETF	$191.82K	$225.86K	$302.09K
STXV Strive 1000 Value ETF	$237.40K	$357.12K	$300.77K

FTWO vs. STXV - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
FTWO Strive Natural Resources and Security ETF	7.80%	43.06%	14.97%	0.75%
STXV Strive 1000 Value ETF	16.83%	16.26%	13.34%	5.60%

Correlation

The correlation between FTWO and STXV is 0.48, which is low. Their historical price movements had little consistent relationship.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.48
Correlation (All Time) Calculated using the full available price history since Aug 31, 2023	0.56

The correlation between FTWO and STXV has been stable across timeframes, ranging from 0.48 to 0.56 - a consistent structural relationship.

FTWO vs. STXV - Sectors Allocation Comparison

Sectors	FTWO	STXV
Industrials	37.5%	8.1%
Basic Materials	26.5%	2.8%
Energy	24.3%	10.3%
Utilities	10.6%	6.3%
Consumer Defensive	1.1%	7.7%
Communication Services	-	3.9%
Consumer Cyclical	-	5.7%
Financial Services	-	22.0%
Healthcare	-	17.3%
Real Estate	-	3.4%
Technology	-	12.5%

Return for Risk

FTWO vs. STXV — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

FTWO

FTWO Risk / Return Rank: 38
FTWO Sharpe Ratio Rank: 42
FTWO Sortino Ratio Rank: 40
FTWO Omega Ratio Rank: 38
FTWO Calmar Ratio Rank: 39
FTWO Martin Ratio Rank: 32

STXV

STXV Risk / Return Rank: 95
STXV Sharpe Ratio Rank: 96
STXV Sortino Ratio Rank: 95
STXV Omega Ratio Rank: 94
STXV Calmar Ratio Rank: 94
STXV Martin Ratio Rank: 95

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.

FTWO vs. STXV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Strive Natural Resources and Security ETF (FTWO) and Strive 1000 Value ETF (STXV). 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.

	FTWO	STXV	Difference
Sharpe ratio: Return per unit of total volatility	1.04	2.89	-1.85
Sortino ratio: Return per unit of downside risk	1.51	4.15	-2.65
Omega ratio: Gain probability vs. loss probability	1.18	1.53	-0.34
Calmar ratio: Return relative to maximum drawdown	1.36	4.95	-3.58
Martin ratio: Return relative to average drawdown	3.06	18.99	-15.92

FTWO vs. STXV - Sharpe Ratio Comparison

The current FTWO Sharpe Ratio is 1.04, which is lower than the STXV Sharpe Ratio of 2.89. The chart below compares the historical Sharpe Ratios of FTWO and STXV, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

FTWO vs. STXV - Drawdown Comparison

The maximum FTWO drawdown since its inception was -18.17%, which is greater than STXV's maximum drawdown of -14.80%. Use the drawdown chart below to compare losses from any high point for FTWO and STXV.

Drawdown Indicators

	FTWO	STXV	Difference
Max Drawdown Largest peak-to-trough decline	-18.17%	-14.80%	-3.37%
Max Drawdown (1Y) Largest decline over 1 year	-14.55%	-5.81%	-8.74%
Max Drawdown (3Y) Largest decline over 3 years	—	-14.80%	—
Current Drawdown Current decline from peak	-11.73%	-1.20%	-10.53%
Average Drawdown Average peak-to-trough decline	-3.90%	-2.65%	-1.25%
Ulcer Index Depth and duration of drawdowns from previous peaks	6.45%	1.51%	+4.94%

Volatility

FTWO vs. STXV - Volatility Comparison

Strive Natural Resources and Security ETF (FTWO) has a higher volatility of 4.84% compared to Strive 1000 Value ETF (STXV) at 2.53%. This indicates that FTWO's price experiences larger fluctuations and is considered to be riskier than STXV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	FTWO	STXV	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.84%	2.53%	+2.31%
Volatility (6M) Calculated over the trailing 6-month period	14.95%	6.94%	+8.01%
Volatility (1Y) Calculated over the trailing 1-year period	19.04%	9.99%	+9.05%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	19.18%	13.08%	+6.10%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.18%	13.08%	+6.10%

FTWO vs. STXV - Expense Ratio Comparison

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

Dividends

FTWO vs. STXV - Dividend Comparison

FTWO's dividend yield for the trailing twelve months is around 0.93%, less than STXV's 2.05% yield.

Position	TTM	2025	2024	2023	2022
FTWO Strive Natural Resources and Security ETF	0.93%	1.02%	1.23%	0.59%	0.00%
STXV Strive 1000 Value ETF	2.05%	2.37%	2.36%	2.05%	0.47%

Frequently Asked Questions

Can I hold both FTWO and STXV in my portfolio?

FTWO and STXV have a correlation of 0.48, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, FTWO or STXV?

FTWO has higher volatility (4.84%) compared to STXV (2.53%). In terms of maximum drawdown, FTWO dropped -18.17% vs STXV's -14.80%.

Which ETF is better, FTWO or STXV?

On 1-year performance, STXV leads with 29.63% vs 21.43% for FTWO. On fees, STXV is cheaper at 0.18% per year. On volatility, STXV has been the lower-risk option at 2.53%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, FTWO or STXV?

Over the 1-year period, STXV has performed better with a 29.63% return vs 21.43%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, FTWO or STXV?

STXV is cheaper with a 0.18% expense ratio, compared with 0.49% for FTWO.

Which ETF pays a higher dividend yield, FTWO or STXV?

STXV has the higher dividend yield at 2.05%, compared with 0.93% for FTWO.

What is the main difference between FTWO and STXV?

FTWO is categorized as Energy Equities, while STXV is Large Cap Value Equities. FTWO tracks Bloomberg Natural Resources and Security Total Return Index, while STXV tracks Bloomberg US 1000 Value. Their fees differ too: 0.49% for FTWO and 0.18% for STXV.

Which has better risk-adjusted returns?

STXV currently has the higher Sharpe Ratio (2.89 vs 1.04), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.