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GYLD vs. RAA
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GYLD vs. RAA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Arrow Dow Jones Global Yield ETF (GYLD) and SMI 3Fourteen REAL Asset Allocation ETF (RAA). The values are adjusted to include any dividend payments, if applicable.

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GYLD vs. RAA - Yearly Performance Comparison


Returns By Period

In the year-to-date period, GYLD achieves a 3.35% return, which is significantly higher than RAA's 0.63% return.


GYLD

1D
1.29%
1M
-2.12%
YTD
3.35%
6M
6.86%
1Y
15.35%
3Y*
12.02%
5Y*
6.98%
10Y*
4.92%

RAA

1D
1.84%
1M
-3.98%
YTD
0.63%
6M
3.23%
1Y
17.30%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GYLD vs. RAA - Expense Ratio Comparison

GYLD has a 0.75% expense ratio, which is lower than RAA's 0.85% expense ratio.


Return for Risk

GYLD vs. RAA — Risk / Return Rank

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

GYLD
GYLD Risk / Return Rank: 6868
Overall Rank
GYLD Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
GYLD Sortino Ratio Rank: 6464
Sortino Ratio Rank
GYLD Omega Ratio Rank: 6060
Omega Ratio Rank
GYLD Calmar Ratio Rank: 7373
Calmar Ratio Rank
GYLD Martin Ratio Rank: 7272
Martin Ratio Rank

RAA
RAA Risk / Return Rank: 7676
Overall Rank
RAA Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
RAA Sortino Ratio Rank: 7676
Sortino Ratio Rank
RAA Omega Ratio Rank: 7676
Omega Ratio Rank
RAA Calmar Ratio Rank: 7272
Calmar Ratio Rank
RAA Martin Ratio Rank: 8282
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.

GYLD vs. RAA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Arrow Dow Jones Global Yield ETF (GYLD) and SMI 3Fourteen REAL Asset Allocation ETF (RAA). 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.


GYLDRAADifference

Sharpe ratio

Return per unit of total volatility

1.19

1.34

-0.15

Sortino ratio

Return per unit of downside risk

1.61

1.96

-0.36

Omega ratio

Gain probability vs. loss probability

1.22

1.29

-0.07

Calmar ratio

Return relative to maximum drawdown

1.87

1.92

-0.05

Martin ratio

Return relative to average drawdown

7.27

9.46

-2.20

GYLD vs. RAA - Sharpe Ratio Comparison

The current GYLD Sharpe Ratio is 1.19, which is comparable to the RAA Sharpe Ratio of 1.34. The chart below compares the historical Sharpe Ratios of GYLD and RAA, 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


GYLDRAADifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.19

1.34

-0.15

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.52

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.30

Sharpe Ratio (All Time)

Calculated using the full available price history

0.19

0.89

-0.70

Correlation

The correlation between GYLD and RAA is 0.30, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

GYLD vs. RAA - Dividend Comparison

GYLD's dividend yield for the trailing twelve months is around 7.78%, more than RAA's 2.32% yield.


TTM20252024202320222021202020192018201720162015
GYLD
Arrow Dow Jones Global Yield ETF
7.78%8.43%12.90%7.13%4.64%5.50%7.42%5.83%8.17%6.78%7.29%10.35%
RAA
SMI 3Fourteen REAL Asset Allocation ETF
2.32%2.14%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

GYLD vs. RAA - Drawdown Comparison

The maximum GYLD drawdown since its inception was -55.03%, which is greater than RAA's maximum drawdown of -11.80%. Use the drawdown chart below to compare losses from any high point for GYLD and RAA.


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Drawdown Indicators


GYLDRAADifference

Max Drawdown

Largest peak-to-trough decline

-55.03%

-11.80%

-43.23%

Max Drawdown (1Y)

Largest decline over 1 year

-8.10%

-9.17%

+1.07%

Max Drawdown (5Y)

Largest decline over 5 years

-20.24%

Max Drawdown (10Y)

Largest decline over 10 years

-47.89%

Current Drawdown

Current decline from peak

-2.19%

-4.18%

+1.99%

Average Drawdown

Average peak-to-trough decline

-14.58%

-1.52%

-13.06%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.09%

1.86%

+0.23%

Volatility

GYLD vs. RAA - Volatility Comparison

Arrow Dow Jones Global Yield ETF (GYLD) and SMI 3Fourteen REAL Asset Allocation ETF (RAA) have volatilities of 4.07% and 4.04%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GYLDRAADifference

Volatility (1M)

Calculated over the trailing 1-month period

4.07%

4.04%

+0.03%

Volatility (6M)

Calculated over the trailing 6-month period

8.26%

7.90%

+0.36%

Volatility (1Y)

Calculated over the trailing 1-year period

12.97%

12.96%

+0.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.57%

13.19%

+0.38%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.59%

13.19%

+3.40%