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HECA vs. PPI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HECA vs. PPI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Hedgeye Capital Allocation ETF (HECA) and Astoria Real Assets ETF (PPI). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, HECA achieves a 0.54% return, which is significantly lower than PPI's 16.96% return.


HECA

1D
0.32%
1M
-0.14%
YTD
0.54%
6M
-0.07%
1Y
3Y*
5Y*
10Y*

PPI

1D
0.37%
1M
-1.96%
YTD
16.96%
6M
17.54%
1Y
38.82%
3Y*
22.77%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

HECA vs. PPI - Yearly Performance Comparison


2026 (YTD)2025
HECA
Hedgeye Capital Allocation ETF
0.54%12.83%
PPI
Astoria Real Assets ETF
16.96%15.04%

Correlation

The correlation between HECA and PPI 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 (All Time)
Calculated using the full available price history since Jul 2, 2025

0.61

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Return for Risk

HECA vs. PPI — Risk / Return Rank

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

HECA

PPI
PPI Risk / Return Rank: 7979
Overall Rank
PPI Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
PPI Sortino Ratio Rank: 7373
Sortino Ratio Rank
PPI Omega Ratio Rank: 7575
Omega Ratio Rank
PPI Calmar Ratio Rank: 8787
Calmar Ratio Rank
PPI Martin Ratio Rank: 8181
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.

HECA vs. PPI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Hedgeye Capital Allocation ETF (HECA) and Astoria Real Assets ETF (PPI). 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

HECA vs. PPI - Sharpe Ratio Comparison


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Sharpe Ratios by Period


HECAPPIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.48

Sharpe Ratio (All Time)

Calculated using the full available price history

1.18

0.81

+0.37

Drawdowns

HECA vs. PPI - Drawdown Comparison

The maximum HECA drawdown since its inception was -11.81%, smaller than the maximum PPI drawdown of -24.54%. Use the drawdown chart below to compare losses from any high point for HECA and PPI.


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Drawdown Indicators


HECAPPIDifference

Max Drawdown

Largest peak-to-trough decline

-11.81%

-24.54%

+12.73%

Max Drawdown (1Y)

Largest decline over 1 year

-7.98%

Max Drawdown (3Y)

Largest decline over 3 years

-20.70%

Current Drawdown

Current decline from peak

-9.80%

-2.90%

-6.90%

Average Drawdown

Average peak-to-trough decline

-3.18%

-6.49%

+3.31%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.45%

Volatility

HECA vs. PPI - Volatility Comparison


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Volatility by Period


HECAPPIDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.09%

Volatility (6M)

Calculated over the trailing 6-month period

12.56%

Volatility (1Y)

Calculated over the trailing 1-year period

12.41%

15.72%

-3.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.41%

19.03%

-6.62%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.41%

19.03%

-6.62%

HECA vs. PPI - Expense Ratio Comparison

HECA has a 1.02% expense ratio, which is higher than PPI's 0.58% expense ratio.


Dividends

HECA vs. PPI - Dividend Comparison

HECA's dividend yield for the trailing twelve months is around 2.01%, more than PPI's 1.01% yield.


PositionTTM2025202420232022
HECA
Hedgeye Capital Allocation ETF
2.01%2.02%0.00%0.00%0.00%
PPI
Astoria Real Assets ETF
1.01%1.06%0.60%2.87%2.40%

Frequently Asked Questions


HECA and PPI 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.

On fees, PPI is cheaper at 0.58% per year. The better choice depends on whether you care most about return, fees, risk, or income.

PPI is cheaper with a 0.58% expense ratio, compared with 1.02% for HECA.

HECA has the higher dividend yield at 2.01%, compared with 1.01% for PPI.

They also come from different issuers: Hedgeye and AXS. Their fees differ too: 1.02% for HECA and 0.58% for PPI.

Portfolio Optimizer

Find the right allocation for HECA and PPI

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