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GSIB vs. ATMP
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between GSIB and ATMP is 0.44, 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.


Performance

GSIB vs. ATMP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Themes Global Systemically Important Banks ETF (GSIB) and Barclays ETN+ Select MLP ETN (ATMP). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

GSIB:

1.72

ATMP:

1.25

Sortino Ratio

GSIB:

2.35

ATMP:

1.61

Omega Ratio

GSIB:

1.34

ATMP:

1.24

Calmar Ratio

GSIB:

2.20

ATMP:

1.64

Martin Ratio

GSIB:

10.43

ATMP:

5.76

Ulcer Index

GSIB:

3.73%

ATMP:

4.44%

Daily Std Dev

GSIB:

21.72%

ATMP:

20.89%

Max Drawdown

GSIB:

-17.71%

ATMP:

-74.09%

Current Drawdown

GSIB:

-0.12%

ATMP:

-5.34%

Returns By Period

In the year-to-date period, GSIB achieves a 22.62% return, which is significantly higher than ATMP's 6.04% return.


GSIB

YTD

22.62%

1M

13.77%

6M

24.47%

1Y

36.23%

5Y*

N/A

10Y*

N/A

ATMP

YTD

6.04%

1M

2.84%

6M

5.76%

1Y

24.63%

5Y*

28.37%

10Y*

5.74%

*Annualized

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GSIB vs. ATMP - Expense Ratio Comparison

GSIB has a 0.35% expense ratio, which is lower than ATMP's 0.95% expense ratio.


Risk-Adjusted Performance

GSIB vs. ATMP — Risk-Adjusted Performance Rank

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

GSIB
The Risk-Adjusted Performance Rank of GSIB is 9393
Overall Rank
The Sharpe Ratio Rank of GSIB is 9393
Sharpe Ratio Rank
The Sortino Ratio Rank of GSIB is 9292
Sortino Ratio Rank
The Omega Ratio Rank of GSIB is 9292
Omega Ratio Rank
The Calmar Ratio Rank of GSIB is 9494
Calmar Ratio Rank
The Martin Ratio Rank of GSIB is 9494
Martin Ratio Rank

ATMP
The Risk-Adjusted Performance Rank of ATMP is 8787
Overall Rank
The Sharpe Ratio Rank of ATMP is 8888
Sharpe Ratio Rank
The Sortino Ratio Rank of ATMP is 8484
Sortino Ratio Rank
The Omega Ratio Rank of ATMP is 8585
Omega Ratio Rank
The Calmar Ratio Rank of ATMP is 9090
Calmar Ratio Rank
The Martin Ratio Rank of ATMP is 8686
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

GSIB vs. ATMP - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Themes Global Systemically Important Banks ETF (GSIB) and Barclays ETN+ Select MLP ETN (ATMP). 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.


The current GSIB Sharpe Ratio is 1.72, which is higher than the ATMP Sharpe Ratio of 1.25. The chart below compares the historical Sharpe Ratios of GSIB and ATMP, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

GSIB vs. ATMP - Dividend Comparison

GSIB's dividend yield for the trailing twelve months is around 1.36%, less than ATMP's 4.52% yield.


TTM20242023202220212020201920182017201620152014
GSIB
Themes Global Systemically Important Banks ETF
1.36%1.67%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ATMP
Barclays ETN+ Select MLP ETN
4.52%4.72%5.62%5.50%8.75%14.62%8.48%6.51%5.56%5.47%8.02%3.56%

Drawdowns

GSIB vs. ATMP - Drawdown Comparison

The maximum GSIB drawdown since its inception was -17.71%, smaller than the maximum ATMP drawdown of -74.09%. Use the drawdown chart below to compare losses from any high point for GSIB and ATMP. For additional features, visit the drawdowns tool.


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Volatility

GSIB vs. ATMP - Volatility Comparison

The current volatility for Themes Global Systemically Important Banks ETF (GSIB) is 4.30%, while Barclays ETN+ Select MLP ETN (ATMP) has a volatility of 6.81%. This indicates that GSIB experiences smaller price fluctuations and is considered to be less risky than ATMP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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