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JEDI vs. GCAD
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

JEDI vs. GCAD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Defiance Drone & Modern Warfare ETF (JEDI) and Gabelli Commercial Aerospace & Defense ETF (GCAD). The values are adjusted to include any dividend payments, if applicable.

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JEDI vs. GCAD - Yearly Performance Comparison


Returns By Period

In the year-to-date period, JEDI achieves a 5.39% return, which is significantly lower than GCAD's 7.13% return.


JEDI

1D
8.11%
1M
-3.25%
YTD
5.39%
6M
-2.12%
1Y
3Y*
5Y*
10Y*

GCAD

1D
3.88%
1M
-9.20%
YTD
7.13%
6M
11.82%
1Y
49.29%
3Y*
30.53%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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JEDI vs. GCAD - Expense Ratio Comparison

JEDI has a 0.69% expense ratio, which is higher than GCAD's 0.00% expense ratio.


Return for Risk

JEDI vs. GCAD — Risk / Return Rank

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

JEDI

GCAD
GCAD Risk / Return Rank: 9494
Overall Rank
GCAD Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
GCAD Sortino Ratio Rank: 9595
Sortino Ratio Rank
GCAD Omega Ratio Rank: 9494
Omega Ratio Rank
GCAD Calmar Ratio Rank: 9191
Calmar Ratio Rank
GCAD Martin Ratio Rank: 9494
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.

JEDI vs. GCAD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Defiance Drone & Modern Warfare ETF (JEDI) and Gabelli Commercial Aerospace & Defense ETF (GCAD). 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.

JEDI vs. GCAD - Sharpe Ratio Comparison


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Sharpe Ratios by Period


JEDIGCADDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.30

Sharpe Ratio (All Time)

Calculated using the full available price history

0.08

1.55

-1.47

Correlation

The correlation between JEDI and GCAD is 0.81, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

JEDI vs. GCAD - Dividend Comparison

JEDI has not paid dividends to shareholders, while GCAD's dividend yield for the trailing twelve months is around 1.92%.


TTM202520242023
JEDI
Defiance Drone & Modern Warfare ETF
0.00%0.00%0.00%0.00%
GCAD
Gabelli Commercial Aerospace & Defense ETF
1.92%2.06%4.94%3.62%

Drawdowns

JEDI vs. GCAD - Drawdown Comparison

The maximum JEDI drawdown since its inception was -21.67%, which is greater than GCAD's maximum drawdown of -16.14%. Use the drawdown chart below to compare losses from any high point for JEDI and GCAD.


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Drawdown Indicators


JEDIGCADDifference

Max Drawdown

Largest peak-to-trough decline

-21.67%

-16.14%

-5.53%

Max Drawdown (1Y)

Largest decline over 1 year

-14.96%

Current Drawdown

Current decline from peak

-15.31%

-11.66%

-3.65%

Average Drawdown

Average peak-to-trough decline

-10.25%

-2.79%

-7.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.27%

Volatility

JEDI vs. GCAD - Volatility Comparison


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Volatility by Period


JEDIGCADDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.02%

Volatility (6M)

Calculated over the trailing 6-month period

14.53%

Volatility (1Y)

Calculated over the trailing 1-year period

35.92%

21.51%

+14.41%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

35.92%

18.15%

+17.77%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

35.92%

18.15%

+17.77%