LGRO vs. SPMO

In the year-to-date period, LGRO achieves a -0.15% return, which is significantly lower than SPMO's 11.09% return.

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LGRO has a 0.50% expense ratio, which is higher than SPMO's 0.13% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Level Four Large Cap Growth Active ETF (LGRO) and Invesco S&P 500® Momentum ETF (SPMO). 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.

The current LGRO Sharpe Ratio is 0.72, which is lower than the SPMO Sharpe Ratio of 1.22. The chart below compares the historical Sharpe Ratios of LGRO and SPMO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

LGRO's dividend yield for the trailing twelve months is around 0.33%, less than SPMO's 0.48% yield.

The maximum LGRO drawdown since its inception was -23.26%, smaller than the maximum SPMO drawdown of -30.95%. Use the drawdown chart below to compare losses from any high point for LGRO and SPMO.

Level Four Large Cap Growth Active ETF (LGRO) has a higher volatility of 6.42% compared to Invesco S&P 500® Momentum ETF (SPMO) at 5.51%. This indicates that LGRO's price experiences larger fluctuations and is considered to be riskier than SPMO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.