GENW vs. GENM

Last updated Jun 4, 2026

GENW (Genter Capital International Dividend ETF) and GENM (Genter Capital Municipal Quality Intermediate ETF) are both exchange-traded funds - GENW is a Foreign Large Cap Equities fund actively managed by Genter Capital, while GENM is a Municipal Bonds fund actively managed by Genter Capital. Both are actively managed. Over the past year, GENW returned 28.89% vs 5.22% for GENM. At a 0.14 correlation, their price movements are largely independent. GENW charges 0.38%/yr vs 0.39%/yr for GENM.

Performance

GENW vs. GENM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Genter Capital International Dividend ETF (GENW) and Genter Capital Municipal Quality Intermediate ETF (GENM). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, GENW achieves a 11.53% return, which is significantly higher than GENM's 1.68% return.

GENW

• 1D: -1.07%
• 1M: 3.58%
• YTD: 11.53%
• 6M: 14.64%
• 1Y: 28.89%
• 3Y*: —
• 5Y*: —
• 10Y*: —

GENM

• 1D: 0.10%
• 1M: 0.64%
• YTD: 1.68%
• 6M: 1.86%
• 1Y: 5.22%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

GENW vs. GENM - Yearly Performance Comparison

	2026 (YTD)	2025
GENW Genter Capital International Dividend ETF	11.53%	37.92%
GENM Genter Capital Municipal Quality Intermediate ETF	1.68%	5.52%

Correlation

The correlation between GENW and GENM is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.13
Correlation (All Time) Calculated using the full available price history since Jan 14, 2025	0.14

Return for Risk

GENW vs. GENM — Risk / Return Rank

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

GENW

GENW Risk / Return Rank: 61
GENW Sharpe Ratio Rank: 64
GENW Sortino Ratio Rank: 63
GENW Omega Ratio Rank: 63
GENW Calmar Ratio Rank: 58
GENW Martin Ratio Rank: 59

GENM

GENM Risk / Return Rank: 55
GENM Sharpe Ratio Rank: 54
GENM Sortino Ratio Rank: 58
GENM Omega Ratio Rank: 62
GENM Calmar Ratio Rank: 50
GENM Martin Ratio Rank: 48

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.

GENW vs. GENM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Genter Capital International Dividend ETF (GENW) and Genter Capital Municipal Quality Intermediate ETF (GENM). 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.

	GENW	GENM	Difference
Sharpe ratio Return per unit of total volatility	2.10	1.82	+0.28
Sortino ratio Return per unit of downside risk	2.92	2.74	+0.18
Omega ratio Gain probability vs. loss probability	1.38	1.37	0.00
Calmar ratio Return relative to maximum drawdown	2.81	2.43	+0.38
Martin ratio Return relative to average drawdown	10.40	7.90	+2.49
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

GENW vs. GENM - Sharpe Ratio Comparison

The current GENW Sharpe Ratio is 2.10, which is comparable to the GENM Sharpe Ratio of 1.82. The chart below compares the historical Sharpe Ratios of GENW and GENM, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	GENW	GENM	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.10	1.82	+0.28
Sharpe Ratio (All Time) Calculated using the full available price history	2.26	1.43	+0.83

Drawdowns

GENW vs. GENM - Drawdown Comparison

The maximum GENW drawdown since its inception was -14.36%, which is greater than GENM's maximum drawdown of -2.41%. Use the drawdown chart below to compare losses from any high point for GENW and GENM.

Drawdown Indicators

	GENW	GENM	Difference
Max Drawdown Largest peak-to-trough decline	-14.36%	-2.41%	-11.95%
Max Drawdown (1Y) Largest decline over 1 year	-10.32%	-2.15%	-8.17%
Current Drawdown Current decline from peak	-1.33%	-0.38%	-0.95%
Average Drawdown Average peak-to-trough decline	-1.69%	-0.49%	-1.20%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.79%	0.66%	+2.13%

Volatility

GENW vs. GENM - Volatility Comparison

Genter Capital International Dividend ETF (GENW) has a higher volatility of 4.96% compared to Genter Capital Municipal Quality Intermediate ETF (GENM) at 0.61%. This indicates that GENW's price experiences larger fluctuations and is considered to be riskier than GENM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	GENW	GENM	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.96%	0.61%	+4.35%
Volatility (6M) Calculated over the trailing 6-month period	11.40%	1.86%	+9.54%
Volatility (1Y) Calculated over the trailing 1-year period	13.79%	2.88%	+10.91%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.24%	3.16%	+13.08%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.24%	3.16%	+13.08%

GENW vs. GENM - Expense Ratio Comparison

GENW has a 0.38% expense ratio, which is lower than GENM's 0.39% expense ratio.

Dividends

GENW vs. GENM - Dividend Comparison

GENW's dividend yield for the trailing twelve months is around 2.60%, less than GENM's 2.92% yield.

Position	TTM	2025	2024
GENM Genter Capital Municipal Quality Intermediate ETF	2.92%	2.88%	2.19%
GENW Genter Capital International Dividend ETF	2.60%	2.89%	0.00%

Frequently Asked Questions

Can I hold both GENW and GENM in my portfolio?

GENW and GENM have a correlation of 0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, GENW or GENM?

GENW has higher volatility (4.96%) compared to GENM (0.61%). In terms of maximum drawdown, GENW dropped -14.36% vs GENM's -2.41%.

Which ETF is better, GENW or GENM?

On 1-year performance, GENW leads with 28.89% vs 5.22% for GENM. On fees, GENW is cheaper at 0.38% per year. On volatility, GENM has been the lower-risk option at 0.61%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, GENW or GENM?

Over the 1-year period, GENW has performed better with a 28.89% return vs 5.22%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, GENW or GENM?

GENW is cheaper with a 0.38% expense ratio, compared with 0.39% for GENM.

Which ETF pays a higher dividend yield, GENW or GENM?

GENM has the higher dividend yield at 2.92%, compared with 2.60% for GENW.

What is the main difference between GENW and GENM?

GENW is categorized as Foreign Large Cap Equities, while GENM is Municipal Bonds. Their fees differ too: 0.38% for GENW and 0.39% for GENM.

Which has better risk-adjusted returns?

GENW currently has the higher Sharpe Ratio (2.10 vs 1.82), 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.