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GRID vs. ZAP
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GRID vs. ZAP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust Nasdaq Clean Edge Smart GRID Infrastructure Index (GRID) and Global X U.S. Electrification ETF (ZAP). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, GRID achieves a 28.91% return, which is significantly higher than ZAP's 15.14% return.


GRID

1D
-0.17%
1M
3.85%
YTD
28.91%
6M
29.60%
1Y
51.55%
3Y*
26.27%
5Y*
17.84%
10Y*
19.76%

ZAP

1D
-0.63%
1M
-3.98%
YTD
15.14%
6M
13.19%
1Y
28.84%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

GRID vs. ZAP - Yearly Performance Comparison


Correlation

The correlation between GRID and ZAP is 0.61, 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

0.61

Correlation (All Time)
Calculated using the full available price history since Dec 19, 2024

0.63

The correlation between GRID and ZAP has been stable across timeframes, ranging from 0.61 to 0.63 - a consistent structural relationship.

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Return for Risk

GRID vs. ZAP — Risk / Return Rank

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

GRID
GRID Risk / Return Rank: 7979
Overall Rank
GRID Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
GRID Sortino Ratio Rank: 7676
Sortino Ratio Rank
GRID Omega Ratio Rank: 7474
Omega Ratio Rank
GRID Calmar Ratio Rank: 8282
Calmar Ratio Rank
GRID Martin Ratio Rank: 8282
Martin Ratio Rank

ZAP
ZAP Risk / Return Rank: 6060
Overall Rank
ZAP Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
ZAP Sortino Ratio Rank: 5454
Sortino Ratio Rank
ZAP Omega Ratio Rank: 5252
Omega Ratio Rank
ZAP Calmar Ratio Rank: 7878
Calmar Ratio Rank
ZAP Martin Ratio Rank: 5858
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.

GRID vs. ZAP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust Nasdaq Clean Edge Smart GRID Infrastructure Index (GRID) and Global X U.S. Electrification ETF (ZAP). 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.


GRIDZAPDifference
Sharpe ratioReturn per unit of total volatility

+0.76

Sortino ratioReturn per unit of downside risk

+0.88

Omega ratioGain probability vs. loss probability

1.45

1.33

+0.13

Calmar ratioReturn relative to maximum drawdown

4.42

4.01

+0.41

Martin ratioReturn relative to average drawdown

16.72

10.25

+6.46

GRID vs. ZAP - Sharpe Ratio Comparison

The current GRID Sharpe Ratio is 2.67, which is higher than the ZAP Sharpe Ratio of 1.92. The chart below compares the historical Sharpe Ratios of GRID and ZAP, 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


GRIDZAPDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.67

1.92

+0.76

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.85

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.87

Sharpe Ratio (All Time)

Calculated using the full available price history

0.57

1.63

-1.06

Drawdowns

GRID vs. ZAP - Drawdown Comparison

The maximum GRID drawdown since its inception was -40.56%, which is greater than ZAP's maximum drawdown of -12.38%. Use the drawdown chart below to compare losses from any high point for GRID and ZAP.


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Drawdown Indicators


GRIDZAPDifference

Max Drawdown

Largest peak-to-trough decline

-40.56%

-12.38%

-28.18%

Max Drawdown (1Y)

Largest decline over 1 year

-11.73%

-7.23%

-4.50%

Max Drawdown (3Y)

Largest decline over 3 years

-20.77%

Max Drawdown (5Y)

Largest decline over 5 years

-29.64%

Max Drawdown (10Y)

Largest decline over 10 years

-40.56%

Current Drawdown

Current decline from peak

-1.33%

-4.11%

+2.78%

Average Drawdown

Average peak-to-trough decline

-8.43%

-2.57%

-5.86%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.09%

2.83%

+0.26%

Volatility

GRID vs. ZAP - Volatility Comparison

First Trust Nasdaq Clean Edge Smart GRID Infrastructure Index (GRID) has a higher volatility of 7.95% compared to Global X U.S. Electrification ETF (ZAP) at 6.28%. This indicates that GRID's price experiences larger fluctuations and is considered to be riskier than ZAP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GRIDZAPDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.95%

6.28%

+1.67%

Volatility (6M)

Calculated over the trailing 6-month period

16.08%

11.74%

+4.34%

Volatility (1Y)

Calculated over the trailing 1-year period

19.39%

15.13%

+4.26%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.00%

16.91%

+4.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.81%

16.91%

+5.90%

GRID vs. ZAP - Expense Ratio Comparison

GRID has a 0.70% expense ratio, which is higher than ZAP's 0.50% expense ratio.


Dividends

GRID vs. ZAP - Dividend Comparison

GRID's dividend yield for the trailing twelve months is around 0.77%, less than ZAP's 1.55% yield.


PositionTTM20252024202320222021202020192018201720162015
GRID
First Trust Nasdaq Clean Edge Smart GRID Infrastructure Index
0.77%1.01%1.06%1.23%1.26%0.63%0.68%1.26%1.28%1.07%1.07%1.23%
ZAP
Global X U.S. Electrification ETF
1.55%1.81%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


GRID and ZAP have a correlation of 0.61, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GRID has higher volatility (7.95%) compared to ZAP (6.28%). In terms of maximum drawdown, GRID dropped -40.56% vs ZAP's -12.38%.

On 1-year performance, GRID leads with 51.55% vs 28.84% for ZAP. On fees, ZAP is cheaper at 0.50% per year. On volatility, ZAP has been the lower-risk option at 6.28%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, GRID has performed better with a 51.55% return vs 28.84%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

ZAP is cheaper with a 0.50% expense ratio, compared with 0.70% for GRID.

ZAP has the higher dividend yield at 1.55%, compared with 0.77% for GRID.

GRID is categorized as Alternative Energy Equities, while ZAP is Utilities Equities. GRID tracks NASDAQ OMX Clean Edge Smart Grid Infrastructure Index, while ZAP tracks Global X U.S. Electrification Index. They also come from different issuers: First Trust and Global X. Their fees differ too: 0.70% for GRID and 0.50% for ZAP.

GRID currently has the higher Sharpe Ratio (2.67 vs 1.92), 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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