JSTC vs. DIVD

Last updated Aug 2, 2026

JSTC (Adasina Social Justice All Cap Global ETF) and DIVD (Altrius Global Dividend ETF) are both Global Equities funds. Both are actively managed. Over the past 3 years, JSTC returned 12.41%/yr vs 16.58%/yr for DIVD. Their 0.75 correlation means they have sometimes moved together and sometimes differently. JSTC charges 0.89%/yr vs 0.49%/yr for DIVD.

Performance

JSTC vs. DIVD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Adasina Social Justice All Cap Global ETF (JSTC) and Altrius Global Dividend ETF (DIVD). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, JSTC achieves a 11.63% return, which is significantly lower than DIVD's 17.92% return.

JSTC

• 1D: -0.03%
• 1M: -0.08%
• 6M: 9.52%
• YTD: 11.63%
• 1Y: 17.52%
• 3Y*: 12.41%
• 5Y*: 6.37%
• 10Y*: —
• ALL TIME*: 8.55%

DIVD

• 1D: -0.29%
• 1M: 2.99%
• 6M: 10.96%
• YTD: 17.92%
• 1Y: 31.43%
• 3Y*: 16.58%
• 5Y*: —
• 10Y*: —
• ALL TIME*: 20.44%

*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)
DIVD Altrius Global Dividend ETF	$90.64K	$113.22K	$112.98K
JSTC Adasina Social Justice All Cap Global ETF	$1.31M	$859.73K	$669.66K

JSTC vs. DIVD - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
JSTC Adasina Social Justice All Cap Global ETF	11.63%	12.02%	8.96%	15.67%	10.74%
DIVD Altrius Global Dividend ETF	17.92%	26.18%	2.52%	14.27%	17.01%

Correlation

The correlation between JSTC and DIVD is 0.53, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.53
Correlation (3Y) Balances recent behavior with more history.	0.71
Correlation (All Time) Calculated using the full available price history since Sep 30, 2022	0.75

Over the past year, the correlation between JSTC and DIVD has dropped to 0.53 - well below their long-term average of 0.75, suggesting their price drivers have been diverging.

JSTC vs. DIVD - Sectors Allocation Comparison

Sectors	JSTC	DIVD
Technology	28.6%	5.8%
Financial Services	23.5%	20.8%
Industrials	18.4%	12.5%
Healthcare	9.8%	20.9%
Communication Services	7.2%	3.3%
Consumer Cyclical	4.1%	4.4%
Consumer Defensive	3.2%	18.4%
Utilities	2.6%	-
Basic Materials	1.9%	4.7%
Real Estate	0.7%	1.4%
Energy	0.0%	7.9%

Return for Risk

JSTC vs. DIVD — Risk / Return Rank

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

JSTC

JSTC Risk / Return Rank: 49
JSTC Sharpe Ratio Rank: 48
JSTC Sortino Ratio Rank: 48
JSTC Omega Ratio Rank: 45
JSTC Calmar Ratio Rank: 47
JSTC Martin Ratio Rank: 56

DIVD

DIVD Risk / Return Rank: 94
DIVD Sharpe Ratio Rank: 95
DIVD Sortino Ratio Rank: 95
DIVD Omega Ratio Rank: 94
DIVD Calmar Ratio Rank: 93
DIVD Martin Ratio Rank: 94

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.

JSTC vs. DIVD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Adasina Social Justice All Cap Global ETF (JSTC) and Altrius Global Dividend ETF (DIVD). 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.

	JSTC	DIVD	Difference
Sharpe ratio: Return per unit of total volatility	1.19	2.74	-1.55
Sortino ratio: Return per unit of downside risk	1.74	3.97	-2.24
Omega ratio: Gain probability vs. loss probability	1.21	1.50	-0.28
Calmar ratio: Return relative to maximum drawdown	1.69	4.53	-2.84
Martin ratio: Return relative to average drawdown	6.76	17.76	-11.00

JSTC vs. DIVD - Sharpe Ratio Comparison

The current JSTC Sharpe Ratio is 1.19, which is lower than the DIVD Sharpe Ratio of 2.74. The chart below compares the historical Sharpe Ratios of JSTC and DIVD, 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

JSTC vs. DIVD - Drawdown Comparison

The maximum JSTC drawdown since its inception was -26.82%, which is greater than DIVD's maximum drawdown of -13.88%. Use the drawdown chart below to compare losses from any high point for JSTC and DIVD.

Drawdown Indicators

	JSTC	DIVD	Difference
Max Drawdown Largest peak-to-trough decline	-26.82%	-13.88%	-12.94%
Max Drawdown (1Y) Largest decline over 1 year	-9.93%	-6.70%	-3.23%
Max Drawdown (3Y) Largest decline over 3 years	-16.72%	-13.88%	-2.84%
Max Drawdown (5Y) Largest decline over 5 years	-26.82%	—	—
Current Drawdown Current decline from peak	-1.45%	-0.29%	-1.16%
Average Drawdown Average peak-to-trough decline	-6.45%	-2.16%	-4.29%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.47%	1.71%	+0.76%

Volatility

JSTC vs. DIVD - Volatility Comparison

Adasina Social Justice All Cap Global ETF (JSTC) has a higher volatility of 3.81% compared to Altrius Global Dividend ETF (DIVD) at 3.23%. This indicates that JSTC's price experiences larger fluctuations and is considered to be riskier than DIVD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	JSTC	DIVD	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.81%	3.23%	+0.58%
Volatility (6M) Calculated over the trailing 6-month period	11.76%	8.27%	+3.49%
Volatility (1Y) Calculated over the trailing 1-year period	14.12%	11.19%	+2.93%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.06%	13.17%	+2.89%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.75%	13.17%	+2.58%

JSTC vs. DIVD - Expense Ratio Comparison

JSTC has a 0.89% expense ratio, which is higher than DIVD's 0.49% expense ratio.

Dividends

JSTC vs. DIVD - Dividend Comparison

JSTC's dividend yield for the trailing twelve months is around 1.22%, less than DIVD's 2.72% yield.

Position	TTM	2025	2024	2023	2022	2021
DIVD Altrius Global Dividend ETF	2.72%	2.86%	3.39%	2.96%	0.60%	0.00%
JSTC Adasina Social Justice All Cap Global ETF	1.22%	1.34%	1.11%	1.03%	0.83%	0.96%

Frequently Asked Questions

Can I hold both JSTC and DIVD in my portfolio?

JSTC and DIVD have a correlation of 0.53, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, JSTC or DIVD?

JSTC has higher volatility (3.81%) compared to DIVD (3.23%). In terms of maximum drawdown, JSTC dropped -26.82% vs DIVD's -13.88%.

Which ETF is better, JSTC or DIVD?

On 3-year performance, DIVD leads with 16.58% vs 12.41% for JSTC. On fees, DIVD is cheaper at 0.49% per year. On volatility, DIVD has been the lower-risk option at 3.23%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, JSTC or DIVD?

Over the 3-year period, DIVD has performed better with a 16.58% return vs 12.41%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, JSTC or DIVD?

DIVD is cheaper with a 0.49% expense ratio, compared with 0.89% for JSTC.

Which ETF pays a higher dividend yield, JSTC or DIVD?

DIVD has the higher dividend yield at 2.72%, compared with 1.22% for JSTC.

What is the main difference between JSTC and DIVD?

They also come from different issuers: Toroso Investments and Altrius. Their fees differ too: 0.89% for JSTC and 0.49% for DIVD.

Which has better risk-adjusted returns?

DIVD currently has the higher Sharpe Ratio (2.74 vs 1.19), 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.