FTWO vs. TINY

Last updated Apr 1, 2026

Compare and contrast key facts about Strive Natural Resources and Security ETF (FTWO) and ProShares Nanotechnology ETF (TINY).

FTWO and TINY 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. TINY is a passively managed fund by ProShares that tracks the performance of the Solactive Nanotechnology Index. It was launched on Oct 26, 2021. Both FTWO and TINY 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. TINY - Performance Comparison

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

FTWO vs. TINY - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
FTWO Strive Natural Resources and Security ETF	11.99%	43.06%	14.97%	1.46%
TINY ProShares Nanotechnology ETF	15.18%	19.98%	6.63%	9.00%

Returns By Period

In the year-to-date period, FTWO achieves a 11.99% return, which is significantly lower than TINY's 15.18% return.

FTWO

• 1D: 1.11%
• 1M: -7.25%
• YTD: 11.99%
• 6M: 15.96%
• 1Y: 49.72%
• 3Y*: —
• 5Y*: —
• 10Y*: —

TINY

• 1D: 5.10%
• 1M: -9.41%
• YTD: 15.18%
• 6M: 20.81%
• 1Y: 62.94%
• 3Y*: 21.31%
• 5Y*: —
• 10Y*: —

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

FTWO vs. TINY - Expense Ratio Comparison

FTWO has a 0.49% expense ratio, which is lower than TINY's 0.58% expense ratio.

TINY

ProShares Nanotechnology ETF

FTWO

Strive Natural Resources and Security ETF

Return for Risk

FTWO vs. TINY — 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: 94
FTWO Martin Ratio Rank: 95

TINY

TINY Risk / Return Rank: 88
TINY Sharpe Ratio Rank: 86
TINY Sortino Ratio Rank: 88
TINY Omega Ratio Rank: 80
TINY Calmar Ratio Rank: 93
TINY Martin Ratio Rank: 91

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. TINY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Strive Natural Resources and Security ETF (FTWO) and ProShares Nanotechnology ETF (TINY). 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	TINY	Difference
Sharpe ratio Return per unit of total volatility	2.22	1.78	+0.44
Sortino ratio Return per unit of downside risk	2.83	2.43	+0.41
Omega ratio Gain probability vs. loss probability	1.42	1.31	+0.11
Calmar ratio Return relative to maximum drawdown	3.68	3.62	+0.06
Martin ratio Return relative to average drawdown	15.61	12.26	+3.35
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. TINY - Sharpe Ratio Comparison

The current FTWO Sharpe Ratio is 2.22, which is comparable to the TINY Sharpe Ratio of 1.78. The chart below compares the historical Sharpe Ratios of FTWO and TINY, 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	TINY	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.22	1.78	+0.44
Sharpe Ratio (All Time) Calculated using the full available price history	1.44	0.33	+1.10

Correlation

The correlation between FTWO and TINY is 0.51, 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. TINY - Dividend Comparison

FTWO's dividend yield for the trailing twelve months is around 1.00%, more than TINY's 0.25% yield.

	TTM	2025	2024	2023	2022	2021
FTWO Strive Natural Resources and Security ETF	1.00%	1.02%	1.23%	0.59%	0.00%	0.00%
TINY ProShares Nanotechnology ETF	0.25%	0.29%	0.01%	0.35%	0.42%	0.07%

Drawdowns

FTWO vs. TINY - Drawdown Comparison

The maximum FTWO drawdown since its inception was -18.17%, smaller than the maximum TINY drawdown of -43.79%. Use the drawdown chart below to compare losses from any high point for FTWO and TINY.

Drawdown Indicators

	FTWO	TINY	Difference
Max Drawdown Largest peak-to-trough decline	-18.17%	-43.79%	+25.62%
Max Drawdown (1Y) Largest decline over 1 year	-13.63%	-16.75%	+3.12%
Current Drawdown Current decline from peak	-8.30%	-12.51%	+4.21%
Average Drawdown Average peak-to-trough decline	-3.13%	-16.68%	+13.55%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.21%	4.94%	-1.73%

Volatility

FTWO vs. TINY - Volatility Comparison

The current volatility for Strive Natural Resources and Security ETF (FTWO) is 6.68%, while ProShares Nanotechnology ETF (TINY) has a volatility of 14.63%. This indicates that FTWO experiences smaller price fluctuations and is considered to be less risky than TINY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	FTWO	TINY	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.68%	14.63%	-7.95%
Volatility (6M) Calculated over the trailing 6-month period	14.80%	24.91%	-10.11%
Volatility (1Y) Calculated over the trailing 1-year period	22.54%	35.60%	-13.06%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	19.25%	32.07%	-12.82%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.25%	32.07%	-12.82%