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KROP vs. DFNV
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

KROP vs. DFNV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X AgTech & Food Innovation ETF (KROP) and TrimTabs Donoghue Forlines Risk Managed Innovation ETF (DFNV). The values are adjusted to include any dividend payments, if applicable.

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KROP vs. DFNV - Yearly Performance Comparison


2026 (YTD)20252024202320222021
KROP
Global X AgTech & Food Innovation ETF
15.06%7.95%-8.74%-23.86%-27.23%-18.75%
DFNV
TrimTabs Donoghue Forlines Risk Managed Innovation ETF
-14.84%8.42%31.93%26.92%-24.05%6.91%

Returns By Period

In the year-to-date period, KROP achieves a 15.06% return, which is significantly higher than DFNV's -14.84% return.


KROP

1D
0.91%
1M
-4.77%
YTD
15.06%
6M
15.34%
1Y
18.33%
3Y*
-5.23%
5Y*
10Y*

DFNV

1D
0.24%
1M
-4.00%
YTD
-14.84%
6M
-17.85%
1Y
-2.07%
3Y*
13.25%
5Y*
6.27%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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KROP vs. DFNV - Expense Ratio Comparison

KROP has a 0.50% expense ratio, which is lower than DFNV's 0.69% expense ratio.


Return for Risk

KROP vs. DFNV — Risk / Return Rank

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

KROP
KROP Risk / Return Rank: 5151
Overall Rank
KROP Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
KROP Sortino Ratio Rank: 5050
Sortino Ratio Rank
KROP Omega Ratio Rank: 4848
Omega Ratio Rank
KROP Calmar Ratio Rank: 6666
Calmar Ratio Rank
KROP Martin Ratio Rank: 4242
Martin Ratio Rank

DFNV
DFNV Risk / Return Rank: 1010
Overall Rank
DFNV Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
DFNV Sortino Ratio Rank: 1010
Sortino Ratio Rank
DFNV Omega Ratio Rank: 1010
Omega Ratio Rank
DFNV Calmar Ratio Rank: 1111
Calmar Ratio Rank
DFNV Martin Ratio Rank: 1010
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.

KROP vs. DFNV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X AgTech & Food Innovation ETF (KROP) and TrimTabs Donoghue Forlines Risk Managed Innovation ETF (DFNV). 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.


KROPDFNVDifference

Sharpe ratio

Return per unit of total volatility

0.96

-0.10

+1.05

Sortino ratio

Return per unit of downside risk

1.41

0.02

+1.39

Omega ratio

Gain probability vs. loss probability

1.19

1.00

+0.19

Calmar ratio

Return relative to maximum drawdown

1.78

-0.09

+1.87

Martin ratio

Return relative to average drawdown

4.21

-0.25

+4.45

KROP vs. DFNV - Sharpe Ratio Comparison

The current KROP Sharpe Ratio is 0.96, which is higher than the DFNV Sharpe Ratio of -0.10. The chart below compares the historical Sharpe Ratios of KROP and DFNV, 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


KROPDFNVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.96

-0.10

+1.05

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.32

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.60

0.36

-0.95

Correlation

The correlation between KROP and DFNV is 0.48, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

KROP vs. DFNV - Dividend Comparison

KROP's dividend yield for the trailing twelve months is around 2.37%, more than DFNV's 0.44% yield.


TTM202520242023202220212020
KROP
Global X AgTech & Food Innovation ETF
2.37%2.73%1.89%1.36%0.71%0.69%0.00%
DFNV
TrimTabs Donoghue Forlines Risk Managed Innovation ETF
0.44%0.38%1.28%0.77%1.20%4.77%0.02%

Drawdowns

KROP vs. DFNV - Drawdown Comparison

The maximum KROP drawdown since its inception was -61.96%, which is greater than DFNV's maximum drawdown of -29.71%. Use the drawdown chart below to compare losses from any high point for KROP and DFNV.


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Drawdown Indicators


KROPDFNVDifference

Max Drawdown

Largest peak-to-trough decline

-61.96%

-29.71%

-32.25%

Max Drawdown (1Y)

Largest decline over 1 year

-11.29%

-21.54%

+10.25%

Max Drawdown (5Y)

Largest decline over 5 years

-29.71%

Current Drawdown

Current decline from peak

-49.60%

-18.73%

-30.87%

Average Drawdown

Average peak-to-trough decline

-44.32%

-9.42%

-34.90%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.78%

7.54%

-2.76%

Volatility

KROP vs. DFNV - Volatility Comparison

The current volatility for Global X AgTech & Food Innovation ETF (KROP) is 5.19%, while TrimTabs Donoghue Forlines Risk Managed Innovation ETF (DFNV) has a volatility of 6.09%. This indicates that KROP experiences smaller price fluctuations and is considered to be less risky than DFNV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


KROPDFNVDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.19%

6.09%

-0.90%

Volatility (6M)

Calculated over the trailing 6-month period

12.34%

13.00%

-0.66%

Volatility (1Y)

Calculated over the trailing 1-year period

19.33%

21.67%

-2.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.43%

19.43%

+3.00%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.43%

19.63%

+2.80%