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GSIB vs. VFH
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GSIB vs. VFH - Performance Comparison

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

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GSIB vs. VFH - Yearly Performance Comparison


2026 (YTD)202520242023
GSIB
Themes Global Systemically Important Banks ETF
-3.15%61.67%32.86%2.35%
VFH
Vanguard Financials ETF
-9.21%14.91%30.44%1.34%

Returns By Period

In the year-to-date period, GSIB achieves a -3.15% return, which is significantly higher than VFH's -9.21% return.


GSIB

1D
4.01%
1M
-4.96%
YTD
-3.15%
6M
7.71%
1Y
36.96%
3Y*
5Y*
10Y*

VFH

1D
2.17%
1M
-3.48%
YTD
-9.21%
6M
-7.19%
1Y
2.67%
3Y*
17.94%
5Y*
9.33%
10Y*
12.29%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GSIB vs. VFH - Expense Ratio Comparison

GSIB has a 0.35% expense ratio, which is higher than VFH's 0.10% expense ratio.


Return for Risk

GSIB vs. VFH — Risk / Return Rank

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

GSIB
GSIB Risk / Return Rank: 8686
Overall Rank
GSIB Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
GSIB Sortino Ratio Rank: 8888
Sortino Ratio Rank
GSIB Omega Ratio Rank: 8686
Omega Ratio Rank
GSIB Calmar Ratio Rank: 8686
Calmar Ratio Rank
GSIB Martin Ratio Rank: 8282
Martin Ratio Rank

VFH
VFH Risk / Return Rank: 1717
Overall Rank
VFH Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
VFH Sortino Ratio Rank: 1616
Sortino Ratio Rank
VFH Omega Ratio Rank: 1616
Omega Ratio Rank
VFH Calmar Ratio Rank: 1818
Calmar Ratio Rank
VFH Martin Ratio Rank: 1818
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.

GSIB vs. VFH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Themes Global Systemically Important Banks ETF (GSIB) and Vanguard Financials ETF (VFH). 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.


GSIBVFHDifference

Sharpe ratio

Return per unit of total volatility

1.79

0.13

+1.65

Sortino ratio

Return per unit of downside risk

2.39

0.32

+2.08

Omega ratio

Gain probability vs. loss probability

1.34

1.05

+0.29

Calmar ratio

Return relative to maximum drawdown

2.51

0.27

+2.25

Martin ratio

Return relative to average drawdown

8.62

0.79

+7.83

GSIB vs. VFH - Sharpe Ratio Comparison

The current GSIB Sharpe Ratio is 1.79, which is higher than the VFH Sharpe Ratio of 0.13. The chart below compares the historical Sharpe Ratios of GSIB and VFH, 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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Sharpe Ratios by Period


GSIBVFHDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.79

0.13

+1.65

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.48

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.55

Sharpe Ratio (All Time)

Calculated using the full available price history

2.15

0.24

+1.91

Correlation

The correlation between GSIB and VFH is 0.70, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

GSIB vs. VFH - Dividend Comparison

GSIB's dividend yield for the trailing twelve months is around 1.97%, more than VFH's 1.61% yield.


TTM20252024202320222021202020192018201720162015
GSIB
Themes Global Systemically Important Banks ETF
1.97%1.91%1.67%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VFH
Vanguard Financials ETF
1.61%1.55%1.75%2.08%2.31%1.87%2.21%2.17%2.30%1.53%1.63%2.00%

Drawdowns

GSIB vs. VFH - Drawdown Comparison

The maximum GSIB drawdown since its inception was -17.71%, smaller than the maximum VFH drawdown of -78.61%. Use the drawdown chart below to compare losses from any high point for GSIB and VFH.


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Drawdown Indicators


GSIBVFHDifference

Max Drawdown

Largest peak-to-trough decline

-17.71%

-78.61%

+60.90%

Max Drawdown (1Y)

Largest decline over 1 year

-14.59%

-14.75%

+0.16%

Max Drawdown (5Y)

Largest decline over 5 years

-25.66%

Max Drawdown (10Y)

Largest decline over 10 years

-44.42%

Current Drawdown

Current decline from peak

-9.87%

-11.97%

+2.10%

Average Drawdown

Average peak-to-trough decline

-2.06%

-18.62%

+16.56%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.25%

4.93%

-0.68%

Volatility

GSIB vs. VFH - Volatility Comparison

Themes Global Systemically Important Banks ETF (GSIB) has a higher volatility of 7.69% compared to Vanguard Financials ETF (VFH) at 4.85%. This indicates that GSIB's price experiences larger fluctuations and is considered to be riskier than VFH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GSIBVFHDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.69%

4.85%

+2.84%

Volatility (6M)

Calculated over the trailing 6-month period

13.05%

11.76%

+1.29%

Volatility (1Y)

Calculated over the trailing 1-year period

20.79%

19.97%

+0.82%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.39%

19.38%

-0.99%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.39%

22.56%

-4.17%