INRO vs. QLTY

In the year-to-date period, INRO achieves a -0.64% return, which is significantly lower than QLTY's 1.41% return.

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INRO has a 0.42% expense ratio, which is lower than QLTY's 0.50% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Blackrock U.S. Industry Rotation ETF (INRO) and GMO U.S. Quality ETF (QLTY). 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.

The current INRO Sharpe Ratio is 0.55, which is comparable to the QLTY Sharpe Ratio of 0.61. The chart below compares the historical Sharpe Ratios of INRO and QLTY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

INRO's dividend yield for the trailing twelve months is around 0.64%, less than QLTY's 0.79% yield.

The maximum INRO drawdown since its inception was -20.02%, which is greater than QLTY's maximum drawdown of -17.00%. Use the drawdown chart below to compare losses from any high point for INRO and QLTY.

The current volatility for Blackrock U.S. Industry Rotation ETF (INRO) is 4.51%, while GMO U.S. Quality ETF (QLTY) has a volatility of 5.06%. This indicates that INRO experiences smaller price fluctuations and is considered to be less risky than QLTY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.