JSTC vs. NZAC
Compare and contrast key facts about Adasina Social Justice All Cap Global ETF (JSTC) and SPDR MSCI ACWI Climate Paris Aligned ETF (NZAC).
JSTC and NZAC are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. JSTC is an actively managed fund by Toroso Investments. It was launched on Dec 10, 2020. NZAC is a passively managed fund by State Street that tracks the performance of the MSCI ACWI Climate Paris Aligned Index. It was launched on Nov 25, 2014.
Performance
JSTC vs. NZAC - Performance Comparison
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JSTC vs. NZAC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
JSTC Adasina Social Justice All Cap Global ETF | -3.94% | 12.02% | 8.96% | 15.67% | -17.58% | 19.28% | 2.16% |
NZAC SPDR MSCI ACWI Climate Paris Aligned ETF | -5.23% | 20.55% | 16.67% | 23.22% | -19.77% | 18.35% | 2.24% |
Returns By Period
In the year-to-date period, JSTC achieves a -3.94% return, which is significantly higher than NZAC's -5.23% return.
JSTC
- 1D
- 2.80%
- 1M
- -6.48%
- YTD
- -3.94%
- 6M
- -3.31%
- 1Y
- 9.18%
- 3Y*
- 8.75%
- 5Y*
- 4.54%
- 10Y*
- —
NZAC
- 1D
- 3.15%
- 1M
- -5.91%
- YTD
- -5.23%
- 6M
- -2.63%
- 1Y
- 17.22%
- 3Y*
- 15.04%
- 5Y*
- 8.05%
- 10Y*
- 10.82%
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JSTC vs. NZAC - Expense Ratio Comparison
JSTC has a 0.89% expense ratio, which is higher than NZAC's 0.12% expense ratio.
Return for Risk
JSTC vs. NZAC — Risk / Return Rank
JSTC
NZAC
JSTC vs. NZAC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Adasina Social Justice All Cap Global ETF (JSTC) and SPDR MSCI ACWI Climate Paris Aligned ETF (NZAC). 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.
| JSTC | NZAC | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.55 | 0.97 | -0.41 |
Sortino ratioReturn per unit of downside risk | 0.90 | 1.51 | -0.62 |
Omega ratioGain probability vs. loss probability | 1.12 | 1.22 | -0.10 |
Calmar ratioReturn relative to maximum drawdown | 0.79 | 1.59 | -0.80 |
Martin ratioReturn relative to average drawdown | 3.40 | 6.70 | -3.30 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| JSTC | NZAC | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.55 | 0.97 | -0.41 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.29 | 0.48 | -0.20 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.64 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.38 | 0.54 | -0.16 |
Correlation
The correlation between JSTC and NZAC is 0.90, 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
JSTC vs. NZAC - Dividend Comparison
JSTC's dividend yield for the trailing twelve months is around 1.40%, less than NZAC's 2.01% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JSTC Adasina Social Justice All Cap Global ETF | 1.40% | 1.34% | 1.11% | 1.03% | 0.83% | 0.96% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
NZAC SPDR MSCI ACWI Climate Paris Aligned ETF | 2.01% | 1.90% | 1.88% | 1.65% | 1.81% | 1.62% | 1.59% | 2.17% | 2.53% | 2.20% | 2.00% | 2.40% |
Drawdowns
JSTC vs. NZAC - Drawdown Comparison
The maximum JSTC drawdown since its inception was -26.82%, smaller than the maximum NZAC drawdown of -33.72%. Use the drawdown chart below to compare losses from any high point for JSTC and NZAC.
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Drawdown Indicators
| JSTC | NZAC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -26.82% | -33.72% | +6.90% |
Max Drawdown (1Y)Largest decline over 1 year | -11.38% | -10.85% | -0.53% |
Max Drawdown (5Y)Largest decline over 5 years | -26.82% | -28.31% | +1.49% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.72% | — |
Current DrawdownCurrent decline from peak | -7.41% | -7.27% | -0.14% |
Average DrawdownAverage peak-to-trough decline | -6.77% | -5.39% | -1.38% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.64% | 2.57% | +0.07% |
Volatility
JSTC vs. NZAC - Volatility Comparison
Adasina Social Justice All Cap Global ETF (JSTC) and SPDR MSCI ACWI Climate Paris Aligned ETF (NZAC) have volatilities of 6.03% and 6.18%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JSTC | NZAC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.03% | 6.18% | -0.15% |
Volatility (6M)Calculated over the trailing 6-month period | 10.04% | 10.07% | -0.03% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.66% | 17.91% | -1.25% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.86% | 16.73% | -0.87% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.76% | 17.09% | -1.33% |