ICPY vs. SEQ.AX

Last updated Jun 27, 2026

ICPY (Tweedy, Browne International Insider + Value ETF) is Foreign Large Cap Equities fund actively managed by Tweedy, Browne, while SEQ.AX (Sequoia Financial Group Limited) is a stock. At a 0.05 correlation, their price movements are largely independent.

Performance

ICPY vs. SEQ.AX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Tweedy, Browne International Insider + Value ETF (ICPY) and Sequoia Financial Group Limited (SEQ.AX). The values are adjusted to include any dividend payments, if applicable.

Different Trading Currencies

ICPY is traded in USD, while SEQ.AX is traded in AUD. To make them comparable, the SEQ.AX values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, ICPY achieves a 12.60% return, which is significantly higher than SEQ.AX's -59.16% return.

ICPY

• 1D: -0.08%
• 1M: -1.61%
• YTD: 12.60%
• 6M: 13.91%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

SEQ.AX

• 1D: -0.26%
• 1M: -21.37%
• YTD: -59.16%
• 6M: -57.90%
• 1Y: -63.08%
• 3Y*: -31.92%
• 5Y*: -22.16%
• 10Y*: -1.94%

*Multi-year figures are annualized to reflect compound growth (CAGR)

ICPY vs. SEQ.AX - Yearly Performance Comparison

	2026 (YTD)	2025
ICPY Tweedy, Browne International Insider + Value ETF	12.60%	13.79%
SEQ.AX Sequoia Financial Group Limited	-59.16%	3.13%

Correlation

The correlation between ICPY and SEQ.AX is 0.05, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (All Time) Calculated using the full available price history since Sep 10, 2025	0.05

Return for Risk

ICPY vs. SEQ.AX — Risk / Return Rank

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

ICPY

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

SEQ.AX

SEQ.AX Risk / Return Rank: 6
SEQ.AX Sharpe Ratio Rank: 8
SEQ.AX Sortino Ratio Rank: 9
SEQ.AX Omega Ratio Rank: 6
SEQ.AX Calmar Ratio Rank: 4
SEQ.AX Martin Ratio Rank: 1

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.

ICPY vs. SEQ.AX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Tweedy, Browne International Insider + Value ETF (ICPY) and Sequoia Financial Group Limited (SEQ.AX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	ICPY	SEQ.AX	Difference
Sharpe ratio: Return per unit of total volatility	—	-0.84	—
Sortino ratio: Return per unit of downside risk	—	-1.16	—
Omega ratio: Gain probability vs. loss probability	—	0.82	—
Calmar ratio: Return relative to maximum drawdown	—	-0.95	—
Martin ratio: Return relative to average drawdown	—	-2.15	—

Drawdowns

ICPY vs. SEQ.AX - Drawdown Comparison

The maximum ICPY drawdown since its inception was -8.86%, smaller than the maximum SEQ.AX drawdown of -98.96%. Use the drawdown chart below to compare losses from any high point for ICPY and SEQ.AX.

Drawdown Indicators

	ICPY	SEQ.AX	Difference
Max Drawdown Largest peak-to-trough decline	-8.86%	-98.96%	+90.10%
Max Drawdown (1Y) Largest decline over 1 year	—	-64.76%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-73.57%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-78.60%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-78.60%	—
Current Drawdown Current decline from peak	-2.71%	-98.23%	+95.52%
Average Drawdown Average peak-to-trough decline	-1.57%	-88.57%	+87.00%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	29.23%	—

Volatility

Volatility by Period

	ICPY	SEQ.AX	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	19.24%	—
Volatility (6M) Calculated over the trailing 6-month period	—	60.73%	—
Volatility (1Y) Calculated over the trailing 1-year period	15.09%	73.17%	-58.08%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.09%	49.35%	-34.26%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.09%	58.39%	-43.30%

Dividends

ICPY vs. SEQ.AX - Dividend Comparison

ICPY's dividend yield for the trailing twelve months is around 4.05%, less than SEQ.AX's 27.27% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018
ICPY Tweedy, Browne International Insider + Value ETF	4.05%	4.56%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
SEQ.AX Sequoia Financial Group Limited	27.27%	13.79%	18.18%	8.39%	2.37%	1.47%	0.80%	0.00%	1.85%

Frequently Asked Questions

Can I hold both ICPY and SEQ.AX in my portfolio?

ICPY and SEQ.AX have a correlation of 0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.