ILS vs. EVMT

Last updated Aug 2, 2026

ILS (Brookmont Catastrophic Bond ETF) and EVMT (Invesco Electric Vehicle Metals Commodity Strategy No K-1 ETF) are both exchange-traded funds - ILS is a Nontraditional Bonds fund actively managed by Brookmont, while EVMT is a Commodities fund actively managed by Invesco. Both are actively managed. Over the past year, ILS returned 7.73% vs 30.34% for EVMT. Their -0.13 correlation means they have often moved in opposite directions in the past. ILS charges 1.58%/yr vs 0.59%/yr for EVMT.

Performance

ILS vs. EVMT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Brookmont Catastrophic Bond ETF (ILS) and Invesco Electric Vehicle Metals Commodity Strategy No K-1 ETF (EVMT). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, ILS achieves a 3.50% return, which is significantly lower than EVMT's 4.75% return.

ILS

• 1D: 0.05%
• 1M: 0.94%
• 6M: 3.09%
• YTD: 3.50%
• 1Y: 7.73%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: 5.33%

EVMT

• 1D: 0.00%
• 1M: 2.04%
• 6M: 0.68%
• YTD: 4.75%
• 1Y: 30.34%
• 3Y*: 0.32%
• 5Y*: —
• 10Y*: —
• ALL TIME*: -6.97%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
EVMT Invesco Electric Vehicle Metals Commodity Strategy No K-1 ETF	$34.42K	$27.21K	$65.95K
ILS Brookmont Catastrophic Bond ETF	$399.48K	$496.64K	$647.74K

ILS vs. EVMT - Yearly Performance Comparison

	2026 (YTD)	2025
ILS Brookmont Catastrophic Bond ETF	3.50%	3.54%
EVMT Invesco Electric Vehicle Metals Commodity Strategy No K-1 ETF	4.75%	21.15%

Correlation

The correlation between ILS and EVMT is -0.13, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	-0.13
Correlation (All Time) Calculated using the full available price history since Apr 1, 2025	-0.13

Return for Risk

ILS vs. EVMT — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

ILS

ILS Risk / Return Rank: 98
ILS Sharpe Ratio Rank: 97
ILS Sortino Ratio Rank: 97
ILS Omega Ratio Rank: 97
ILS Calmar Ratio Rank: 98
ILS Martin Ratio Rank: 98

EVMT

EVMT Risk / Return Rank: 77
EVMT Sharpe Ratio Rank: 83
EVMT Sortino Ratio Rank: 81
EVMT Omega Ratio Rank: 83
EVMT Calmar Ratio Rank: 75
EVMT Martin Ratio Rank: 60

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

ILS vs. EVMT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Brookmont Catastrophic Bond ETF (ILS) and Invesco Electric Vehicle Metals Commodity Strategy No K-1 ETF (EVMT). 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.

	ILS	EVMT	Difference
Sharpe ratio: Return per unit of total volatility	3.18	1.96	+1.21
Sortino ratio: Return per unit of downside risk	5.29	2.68	+2.61
Omega ratio: Gain probability vs. loss probability	1.74	1.36	+0.38
Calmar ratio: Return relative to maximum drawdown	14.14	2.67	+11.47
Martin ratio: Return relative to average drawdown	53.08	7.25	+45.84

ILS vs. EVMT - Sharpe Ratio Comparison

The current ILS Sharpe Ratio is 3.18, which is higher than the EVMT Sharpe Ratio of 1.96. The chart below compares the historical Sharpe Ratios of ILS and EVMT, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

ILS vs. EVMT - Drawdown Comparison

The maximum ILS drawdown since its inception was -2.46%, smaller than the maximum EVMT drawdown of -48.34%. Use the drawdown chart below to compare losses from any high point for ILS and EVMT.

Drawdown Indicators

	ILS	EVMT	Difference
Max Drawdown Largest peak-to-trough decline	-2.46%	-48.34%	+45.88%
Max Drawdown (1Y) Largest decline over 1 year	-0.55%	-11.35%	+10.80%
Max Drawdown (3Y) Largest decline over 3 years	—	-26.49%	—
Current Drawdown Current decline from peak	0.00%	-27.69%	+27.69%
Average Drawdown Average peak-to-trough decline	-0.50%	-34.42%	+33.92%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.15%	4.18%	-4.03%

Volatility

ILS vs. EVMT - Volatility Comparison

The current volatility for Brookmont Catastrophic Bond ETF (ILS) is 0.42%, while Invesco Electric Vehicle Metals Commodity Strategy No K-1 ETF (EVMT) has a volatility of 2.13%. This indicates that ILS experiences smaller price fluctuations and is considered to be less risky than EVMT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	ILS	EVMT	Difference
Volatility (1M) Calculated over the trailing 1-month period	0.42%	2.13%	-1.71%
Volatility (6M) Calculated over the trailing 6-month period	1.47%	12.11%	-10.64%
Volatility (1Y) Calculated over the trailing 1-year period	2.46%	15.49%	-13.03%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	3.65%	20.28%	-16.63%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	3.65%	20.28%	-16.63%

ILS vs. EVMT - Expense Ratio Comparison

ILS has a 1.58% expense ratio, which is higher than EVMT's 0.59% expense ratio.

Dividends

ILS vs. EVMT - Dividend Comparison

ILS's dividend yield for the trailing twelve months is around 8.14%, less than EVMT's 11.27% yield.

Position	TTM	2025	2024	2023	2022
EVMT Invesco Electric Vehicle Metals Commodity Strategy No K-1 ETF	11.27%	11.80%	3.62%	5.49%	0.86%
ILS Brookmont Catastrophic Bond ETF	8.14%	6.06%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both ILS and EVMT in my portfolio?

ILS and EVMT have a correlation of -0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, ILS or EVMT?

EVMT has higher volatility (2.13%) compared to ILS (0.42%). In terms of maximum drawdown, ILS dropped -2.46% vs EVMT's -48.34%.

Which ETF is better, ILS or EVMT?

On 1-year performance, EVMT leads with 30.34% vs 7.73% for ILS. On fees, EVMT is cheaper at 0.59% per year. On volatility, ILS has been the lower-risk option at 0.42%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, ILS or EVMT?

Over the 1-year period, EVMT has performed better with a 30.34% return vs 7.73%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, ILS or EVMT?

EVMT is cheaper with a 0.59% expense ratio, compared with 1.58% for ILS.

Which ETF pays a higher dividend yield, ILS or EVMT?

EVMT has the higher dividend yield at 11.27%, compared with 8.14% for ILS.

What is the main difference between ILS and EVMT?

ILS is categorized as Nontraditional Bonds, while EVMT is Commodities. They also come from different issuers: Brookmont and Invesco. Their fees differ too: 1.58% for ILS and 0.59% for EVMT.

Which has better risk-adjusted returns?

ILS currently has the higher Sharpe Ratio (3.18 vs 1.96), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.