GGTL vs. LOPP

Last updated Jun 6, 2026

GGTL (Gabelli Global Technology Leaders ETF) and LOPP (Gabelli Love Our Planet & People ETF) are both exchange-traded funds - GGTL is a Technology Equities fund actively managed by Gabelli, while LOPP is a Mid Cap Blend Equities fund actively managed by Gabelli. Both are actively managed. Over the past 3 years, GGTL returned 21.07%/yr vs 15.95%/yr for LOPP. Their correlation of 0.87 suggests significant overlap in exposure. GGTL charges 0.90%/yr vs 0.00%/yr for LOPP.

Performance

GGTL vs. LOPP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Gabelli Global Technology Leaders ETF (GGTL) and Gabelli Love Our Planet & People ETF (LOPP). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, GGTL achieves a 21.20% return, which is significantly higher than LOPP's 13.32% return.

GGTL

• 1D: -5.78%
• 1M: 5.30%
• YTD: 21.20%
• 6M: 21.08%
• 1Y: 40.24%
• 3Y*: 21.07%
• 5Y*: —
• 10Y*: —

LOPP

• 1D: -2.36%
• 1M: -2.28%
• YTD: 13.32%
• 6M: 14.28%
• 1Y: 31.08%
• 3Y*: 15.95%
• 5Y*: 7.34%
• 10Y*: —

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

GGTL vs. LOPP - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
GGTL Gabelli Global Technology Leaders ETF	21.20%	19.78%	11.07%	18.17%	-15.92%
LOPP Gabelli Love Our Planet & People ETF	13.32%	22.61%	9.89%	4.74%	-13.99%

Correlation

The correlation between GGTL and LOPP is 0.72, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.72
Correlation (3Y) Calculated over the trailing 3-year period	0.84
Correlation (All Time) Calculated using the full available price history since Jan 6, 2022	0.87

The correlation between GGTL and LOPP shifts across timeframes, from 0.72 (1 year) to 0.87 (all time), reflecting how their relationship changes across market environments.

Return for Risk

GGTL vs. LOPP — Risk / Return Rank

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

GGTL

GGTL Risk / Return Rank: 80
GGTL Sharpe Ratio Rank: 78
GGTL Sortino Ratio Rank: 75
GGTL Omega Ratio Rank: 78
GGTL Calmar Ratio Rank: 86
GGTL Martin Ratio Rank: 85

LOPP

LOPP Risk / Return Rank: 62
LOPP Sharpe Ratio Rank: 60
LOPP Sortino Ratio Rank: 60
LOPP Omega Ratio Rank: 56
LOPP Calmar Ratio Rank: 67
LOPP Martin Ratio Rank: 68

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.

GGTL vs. LOPP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Gabelli Global Technology Leaders ETF (GGTL) and Gabelli Love Our Planet & People ETF (LOPP). 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.

	GGTL	LOPP	Difference
Sharpe ratio: Return per unit of total volatility	2.27	1.90	+0.37
Sortino ratio: Return per unit of downside risk	3.00	2.68	+0.32
Omega ratio: Gain probability vs. loss probability	1.42	1.33	+0.09
Calmar ratio: Return relative to maximum drawdown	4.40	3.20	+1.20
Martin ratio: Return relative to average drawdown	16.24	12.02	+4.22
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

GGTL vs. LOPP - Sharpe Ratio Comparison

The current GGTL Sharpe Ratio is 2.27, which is comparable to the LOPP Sharpe Ratio of 1.90. The chart below compares the historical Sharpe Ratios of GGTL and LOPP, 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

	GGTL	LOPP	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.27	1.90	+0.37
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.41	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.63	0.54	+0.10

Drawdowns

GGTL vs. LOPP - Drawdown Comparison

The maximum GGTL drawdown since its inception was -23.65%, smaller than the maximum LOPP drawdown of -25.28%. Use the drawdown chart below to compare losses from any high point for GGTL and LOPP.

Drawdown Indicators

	GGTL	LOPP	Difference
Max Drawdown Largest peak-to-trough decline	-23.65%	-25.28%	+1.63%
Max Drawdown (1Y) Largest decline over 1 year	-9.20%	-9.77%	+0.57%
Max Drawdown (3Y) Largest decline over 3 years	-21.46%	-20.28%	-1.18%
Max Drawdown (5Y) Largest decline over 5 years	—	-25.28%	—
Current Drawdown Current decline from peak	-6.04%	-2.36%	-3.68%
Average Drawdown Average peak-to-trough decline	-7.43%	-8.24%	+0.81%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.48%	2.59%	-0.11%

Volatility

GGTL vs. LOPP - Volatility Comparison

Gabelli Global Technology Leaders ETF (GGTL) has a higher volatility of 8.93% compared to Gabelli Love Our Planet & People ETF (LOPP) at 5.82%. This indicates that GGTL's price experiences larger fluctuations and is considered to be riskier than LOPP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	GGTL	LOPP	Difference
Volatility (1M) Calculated over the trailing 1-month period	8.93%	5.82%	+3.11%
Volatility (6M) Calculated over the trailing 6-month period	14.90%	13.25%	+1.65%
Volatility (1Y) Calculated over the trailing 1-year period	17.83%	16.46%	+1.37%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.89%	18.02%	-0.13%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.89%	17.71%	+0.18%

GGTL vs. LOPP - Expense Ratio Comparison

GGTL has a 0.90% expense ratio, which is higher than LOPP's 0.00% expense ratio.

Dividends

GGTL vs. LOPP - Dividend Comparison

GGTL's dividend yield for the trailing twelve months is around 0.86%, more than LOPP's 0.73% yield.

Position	TTM	2025	2024	2023	2022	2021
GGTL Gabelli Global Technology Leaders ETF	0.86%	1.04%	0.75%	0.84%	0.78%	0.00%
LOPP Gabelli Love Our Planet & People ETF	0.73%	0.83%	1.88%	2.23%	2.01%	1.25%

Frequently Asked Questions

Can I hold both GGTL and LOPP in my portfolio?

GGTL and LOPP have a correlation of 0.72, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, GGTL or LOPP?

GGTL has higher volatility (8.93%) compared to LOPP (5.82%). In terms of maximum drawdown, GGTL dropped -23.65% vs LOPP's -25.28%.

Which ETF is better, GGTL or LOPP?

On 3-year performance, GGTL leads with 21.07% vs 15.95% for LOPP. On fees, LOPP is cheaper at 0.00% per year. On volatility, LOPP has been the lower-risk option at 5.82%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, GGTL or LOPP?

Over the 3-year period, GGTL has performed better with a 21.07% return vs 15.95%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, GGTL or LOPP?

LOPP is cheaper with a 0.00% expense ratio, compared with 0.90% for GGTL.

Which ETF pays a higher dividend yield, GGTL or LOPP?

GGTL has the higher dividend yield at 0.86%, compared with 0.73% for LOPP.

What is the main difference between GGTL and LOPP?

GGTL is categorized as Technology Equities, while LOPP is Mid Cap Blend Equities. Their fees differ too: 0.90% for GGTL and 0.00% for LOPP.

Which has better risk-adjusted returns?

GGTL currently has the higher Sharpe Ratio (2.27 vs 1.90), 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.