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GMF vs. USOY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GMF vs. USOY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR S&P Emerging Asia Pacific ETF (GMF) and Defiance Oil Enhanced Options Income ETF (USOY). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, GMF achieves a 13.63% return, which is significantly lower than USOY's 62.18% return.


GMF

1D
-1.30%
1M
4.94%
YTD
13.63%
6M
14.39%
1Y
32.42%
3Y*
19.24%
5Y*
5.43%
10Y*
10.18%

USOY

1D
1.45%
1M
-3.43%
YTD
62.18%
6M
59.35%
1Y
57.29%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

GMF vs. USOY - Yearly Performance Comparison


2026 (YTD)20252024
GMF
SPDR S&P Emerging Asia Pacific ETF
13.63%21.99%8.51%
USOY
Defiance Oil Enhanced Options Income ETF
62.18%-7.93%7.27%

Correlation

The correlation between GMF and USOY is -0.31, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.31

Correlation (All Time)
Calculated using the full available price history since May 13, 2024

-0.04

Over the past year, the inverse relationship between GMF and USOY has strengthened: their correlation has moved from -0.04 to -0.31, meaning they now move in opposite directions more often than their long-term average.

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Return for Risk

GMF vs. USOY — Risk / Return Rank

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

GMF
GMF Risk / Return Rank: 5656
Overall Rank
GMF Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
GMF Sortino Ratio Rank: 5858
Sortino Ratio Rank
GMF Omega Ratio Rank: 5757
Omega Ratio Rank
GMF Calmar Ratio Rank: 5252
Calmar Ratio Rank
GMF Martin Ratio Rank: 5555
Martin Ratio Rank

USOY
USOY Risk / Return Rank: 5656
Overall Rank
USOY Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
USOY Sortino Ratio Rank: 4646
Sortino Ratio Rank
USOY Omega Ratio Rank: 5555
Omega Ratio Rank
USOY Calmar Ratio Rank: 7878
Calmar Ratio Rank
USOY Martin Ratio Rank: 4646
Martin Ratio Rank
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.

GMF vs. USOY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR S&P Emerging Asia Pacific ETF (GMF) and Defiance Oil Enhanced Options Income ETF (USOY). 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.


GMFUSOYDifference
Sharpe ratioReturn per unit of total volatility

+0.08

Sortino ratioReturn per unit of downside risk

+0.49

Omega ratioGain probability vs. loss probability

1.36

1.35

+0.01

Calmar ratioReturn relative to maximum drawdown

2.58

4.03

-1.45

Martin ratioReturn relative to average drawdown

9.56

7.74

+1.82

GMF vs. USOY - Sharpe Ratio Comparison

The current GMF Sharpe Ratio is 1.97, which is comparable to the USOY Sharpe Ratio of 1.89. The chart below compares the historical Sharpe Ratios of GMF and USOY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


GMFUSOYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.97

1.89

+0.08

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.29

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.53

Sharpe Ratio (All Time)

Calculated using the full available price history

0.30

0.99

-0.69

Drawdowns

GMF vs. USOY - Drawdown Comparison

The maximum GMF drawdown since its inception was -67.18%, which is greater than USOY's maximum drawdown of -17.46%. Use the drawdown chart below to compare losses from any high point for GMF and USOY.


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Drawdown Indicators


GMFUSOYDifference

Max Drawdown

Largest peak-to-trough decline

-67.18%

-17.46%

-49.72%

Max Drawdown (1Y)

Largest decline over 1 year

-12.62%

-14.29%

+1.67%

Max Drawdown (3Y)

Largest decline over 3 years

-21.43%

Max Drawdown (5Y)

Largest decline over 5 years

-35.76%

Max Drawdown (10Y)

Largest decline over 10 years

-40.18%

Current Drawdown

Current decline from peak

-1.30%

-5.11%

+3.81%

Average Drawdown

Average peak-to-trough decline

-16.59%

-6.47%

-10.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.40%

7.42%

-4.02%

Volatility

GMF vs. USOY - Volatility Comparison

The current volatility for SPDR S&P Emerging Asia Pacific ETF (GMF) is 6.15%, while Defiance Oil Enhanced Options Income ETF (USOY) has a volatility of 11.62%. This indicates that GMF experiences smaller price fluctuations and is considered to be less risky than USOY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GMFUSOYDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.15%

11.62%

-5.47%

Volatility (6M)

Calculated over the trailing 6-month period

13.65%

27.18%

-13.53%

Volatility (1Y)

Calculated over the trailing 1-year period

16.50%

30.44%

-13.94%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.53%

26.13%

-7.60%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.19%

26.13%

-6.94%

GMF vs. USOY - Expense Ratio Comparison

GMF has a 0.49% expense ratio, which is lower than USOY's 1.22% expense ratio.


Dividends

GMF vs. USOY - Dividend Comparison

GMF's dividend yield for the trailing twelve months is around 1.31%, less than USOY's 54.16% yield.


PositionTTM20252024202320222021202020192018201720162015
GMF
SPDR S&P Emerging Asia Pacific ETF
1.31%1.49%1.92%2.75%2.54%2.71%1.32%1.75%2.26%1.70%2.49%3.76%
USOY
Defiance Oil Enhanced Options Income ETF
54.16%104.32%48.60%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


GMF and USOY have a correlation of -0.31, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

USOY has higher volatility (11.62%) compared to GMF (6.15%). In terms of maximum drawdown, GMF dropped -67.18% vs USOY's -17.46%.

On 1-year performance, USOY leads with 57.29% vs 32.42% for GMF. On fees, GMF is cheaper at 0.49% per year. On volatility, GMF has been the lower-risk option at 6.15%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, USOY has performed better with a 57.29% return vs 32.42%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

GMF is cheaper with a 0.49% expense ratio, compared with 1.22% for USOY.

USOY has the higher dividend yield at 54.16%, compared with 1.31% for GMF.

GMF is categorized as Asia Pacific Equities, while USOY is Derivative Income. They also come from different issuers: State Street and Defiance. Their fees differ too: 0.49% for GMF and 1.22% for USOY.

GMF currently has the higher Sharpe Ratio (1.97 vs 1.89), 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.

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