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JETS vs. AWAY
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

JETS vs. AWAY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in U.S. Global Jets ETF (JETS) and ETFMG Travel Tech ETF (AWAY). The values are adjusted to include any dividend payments, if applicable.

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JETS vs. AWAY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
JETS
U.S. Global Jets ETF
-12.26%11.64%33.21%11.42%-19.01%-5.13%-29.33%
AWAY
ETFMG Travel Tech ETF
-22.39%-3.36%10.44%17.94%-32.25%-5.91%4.41%

Returns By Period

In the year-to-date period, JETS achieves a -12.26% return, which is significantly higher than AWAY's -22.39% return.


JETS

1D
4.19%
1M
-13.43%
YTD
-12.26%
6M
0.74%
1Y
19.56%
3Y*
10.05%
5Y*
-1.57%
10Y*
0.33%

AWAY

1D
3.74%
1M
-6.02%
YTD
-22.39%
6M
-27.78%
1Y
-18.95%
3Y*
-2.35%
5Y*
-12.67%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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JETS vs. AWAY - Expense Ratio Comparison

JETS has a 0.60% expense ratio, which is lower than AWAY's 0.75% expense ratio.


Return for Risk

JETS vs. AWAY — Risk / Return Rank

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

JETS
JETS Risk / Return Rank: 3232
Overall Rank
JETS Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
JETS Sortino Ratio Rank: 3838
Sortino Ratio Rank
JETS Omega Ratio Rank: 3333
Omega Ratio Rank
JETS Calmar Ratio Rank: 3131
Calmar Ratio Rank
JETS Martin Ratio Rank: 2929
Martin Ratio Rank

AWAY
AWAY Risk / Return Rank: 22
Overall Rank
AWAY Sharpe Ratio Rank: 22
Sharpe Ratio Rank
AWAY Sortino Ratio Rank: 22
Sortino Ratio Rank
AWAY Omega Ratio Rank: 22
Omega Ratio Rank
AWAY Calmar Ratio Rank: 33
Calmar Ratio Rank
AWAY Martin Ratio Rank: 11
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.

JETS vs. AWAY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for U.S. Global Jets ETF (JETS) and ETFMG Travel Tech ETF (AWAY). 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.


JETSAWAYDifference

Sharpe ratio

Return per unit of total volatility

0.52

-0.76

+1.28

Sortino ratio

Return per unit of downside risk

1.04

-0.96

+2.01

Omega ratio

Gain probability vs. loss probability

1.13

0.87

+0.26

Calmar ratio

Return relative to maximum drawdown

0.73

-0.60

+1.32

Martin ratio

Return relative to average drawdown

2.36

-1.58

+3.94

JETS vs. AWAY - Sharpe Ratio Comparison

The current JETS Sharpe Ratio is 0.52, which is higher than the AWAY Sharpe Ratio of -0.76. The chart below compares the historical Sharpe Ratios of JETS and AWAY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


JETSAWAYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.52

-0.76

+1.28

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.05

-0.48

+0.43

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.02

-0.21

+0.23

Correlation

The correlation between JETS and AWAY is 0.73, 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

JETS vs. AWAY - Dividend Comparison

JETS's dividend yield for the trailing twelve months is around 0.95%, while AWAY has not paid dividends to shareholders.


TTM20252024202320222021202020192018201720162015
JETS
U.S. Global Jets ETF
0.95%0.83%0.00%0.00%0.00%0.67%0.04%1.24%0.09%1.57%0.58%0.17%
AWAY
ETFMG Travel Tech ETF
0.00%0.00%0.28%0.00%0.00%0.00%0.04%0.00%0.00%0.00%0.00%0.00%

Drawdowns

JETS vs. AWAY - Drawdown Comparison

The maximum JETS drawdown since its inception was -64.92%, which is greater than AWAY's maximum drawdown of -56.57%. Use the drawdown chart below to compare losses from any high point for JETS and AWAY.


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Drawdown Indicators


JETSAWAYDifference

Max Drawdown

Largest peak-to-trough decline

-64.92%

-56.57%

-8.35%

Max Drawdown (1Y)

Largest decline over 1 year

-24.13%

-32.83%

+8.70%

Max Drawdown (5Y)

Largest decline over 5 years

-46.70%

-53.16%

+6.46%

Max Drawdown (10Y)

Largest decline over 10 years

-64.92%

Current Drawdown

Current decline from peak

-26.90%

-53.18%

+26.28%

Average Drawdown

Average peak-to-trough decline

-25.26%

-35.76%

+10.50%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.43%

12.41%

-4.98%

Volatility

JETS vs. AWAY - Volatility Comparison

U.S. Global Jets ETF (JETS) has a higher volatility of 11.03% compared to ETFMG Travel Tech ETF (AWAY) at 8.59%. This indicates that JETS's price experiences larger fluctuations and is considered to be riskier than AWAY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JETSAWAYDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.03%

8.59%

+2.44%

Volatility (6M)

Calculated over the trailing 6-month period

22.19%

16.07%

+6.12%

Volatility (1Y)

Calculated over the trailing 1-year period

37.76%

24.90%

+12.86%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

31.80%

26.78%

+5.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

33.88%

31.95%

+1.93%